I want to create a matrix that is: (1) a normally distributed complex matrix (2) will have a Gaussian envelope on the diagonal (A gaussian of some width sigma peaked at the diagonal terms and decays on the off diagonal terms).
The first part is quite simple using the randn command:
N=1000;
S = randn(N)+1i*randn(N);
However, I'm quite lost on how to apply the Gaussian envelope. Help would be much appreciated.
EDIT: I basically want to give the diagonal a shape of a Gaussian (it's real valued). Say the Gaussian's peak value is 1, then I want 1 on the diagonal and dropping values of the Gaussian on the off-diagonal ones.
Related
My task is to do PCA and whitening transform with given 2dimentional 5000data.
What I understand with PCA is analyzing the main axis of the data with covariance Matrix's Eigen Vector and rotate the main axis to the x axis!
So here's what I did.
[BtEvector,BtEvalue]=eig(MYCov);% Eigen value and vector using built-in function
I first calculated eigen values and vectors. The result was
BtEvalue=[4.027487815706757,0;0,8.903923357227459]
and
BtEvector=[0.033937679569230,-0.999423951036524;-0.999423951036524,-0.033937679569230]
So I figured out that the main axis will have eigen value of 8.903923357227459 and eigen vector of [-0.999423951036524,-0.033937679569230] which is the second corresponding term.
After then, because it's two dimentional data, I let cos(theta) as -0.9994.. and sin(theta)=-0.033937. Because I thought the main axis of the data(eigen vector [-0.999423951036524,-0.033937679569230]) has to be x axis I made rotational axis R= [cos(-Theta)-sin(-theta);sin(-theta) cos(-theta)]. Let original data sets A=>2*5000, I did A*R to get rotated data.
Also, For whitening case, using Cholesky whitening, I made whitening transformation matrix as inv(Covariance Matrix).
Is there something wrong with my algorithm? Could someone testify if there's error or misunderstanding please? Thank you a lot in advance.
Since your data is two-dimensional, the covariance matrix that you calculated is not accurate. If you only calculate the covariance with respect to one axis (say x), you're assuming that the covariance along the y axis is identity. This is obviously not true. Although you've attempted to address this, there's a sound procedure that you can use (I've explained below).
Unfortunately, this is a common mistake. Have a look at this paper, where it is explained exactly how the covariance should be calculated.
In summary, you can calculate the covariance along each axis (Sx and Sy). Then approximate the 2D covariance of the vectorized matrix as kron(Sx,Sy). This will be a better approximation of the 2D covariance.
I have 1x1024 matrix. So I'd like to estimate a polynomial equation.
X= (0:1023)'
Y= acquired data. A 1024 element vector
Then I try this in MATLAB:
polyfit(x,y,5)
But MATLAB makes an abnormal result with warning.
Warning: Polynomial is badly conditioned. Add points with distinct X values, reduce the degree of the ...
I don't understand what am I doing wrong?
Update
I got a bunch of numbers like this.
Y=
-0.0000000150
...
0.00001
...
0
...
0.17
X= 0~255
polyfit(X,Y,4)
I got a polynomial but it does not match to original curve.
Is there any options to match between original curve and polyfit's curve?
The problem can be attributed to the type of coefficient matrix that polyfit builds from the x vector: a Vandermonde matrix.
When
the elements of the x vector vary too much in magnitude, and
the degree of the fitting polynomial is too high,
you get an ill-conditioned matrix, and the associated linear system cannot be solved reliably.
Try to centre and scale your x vector first, before applying polyfit, as advised at the bottom of the polyfit help page:
Since the columns in the Vandermonde matrix are powers of the vector x, the condition number of V is often large for high-order fits, resulting in a singular coefficient matrix. In those cases centering and scaling can improve the numerical properties of the system to produce a more reliable fit.
(my emphasis)
The warning is because the data that you are supplying to polyfit with your desired degree of polynomial isn't suitable. Specifically, there is an insufficient amount of variability in your data so that you can successfully achieve a good fit. Therefore, MATLAB gives you that warning because the data can't be fit properly with your desired degree polynomial.
The solution to this is to either get more points so that you can get the desired fit of the polynomial degree you want or to decrease the degree of polynomial you want.
Try values that are less than 5... 4, 3 or perhaps 2:
coeff = polyfit(x, y, 4);
%// or
%coeff = polyfit(x, y, 3);
%coeff = polyfit(x, y, 2);
Try each degree until you don't get the warning anymore. However, without the actual data, I can only speculate what's wrong, and this is my best guess.
In MATLAB I need to generate a second derivative of a gaussian window to apply to a vector representing the height of a curve. I need the second derivative in order to determine the locations of the inflection points and maxima along the curve. The vector representing the curve may be quite noise hence the use of the gaussian window.
What is the best way to generate this window?
Is it best to use the gausswin function to generate the gaussian window then take the second derivative of that?
Or to generate the window manually using the equation for the second derivative of the gaussian?
Or even is it best to apply the gaussian window to the data, then take the second derivative of it all? (I know these last two are mathematically the same, however with the discrete data points I do not know which will be more accurate)
The maximum length of the height vector is going to be around 100-200 elements.
Thanks
Chris
I would create a linear filter composed of the weights generated by the second derivative of a Gaussian function and convolve this with your vector.
The weights of a second derivative of a Gaussian are given by:
Where:
Tau is the time shift for the filter. If you are generating weights for a discrete filter of length T with an odd number of samples, set tau to zero and allow t to vary from [-T/2,T/2]
sigma - varies the scale of your operator. Set sigma to a value somewhere between T/6. If you are concerned about long filter length then this can be reduced to T/4
C is the normalising factor. This can be derived algebraically but in practice I always do this numerically after calculating the filter weights. For unity gain when smoothing periodic signals, I will set C = 1 / sum(G'').
In terms of your comment on the equivalence of smoothing first and taking a derivative later, I would say it is more involved than that. As which derivative operator would you use in the second step? A simple central difference would not yield the same results.
You can get an equivalent (but approximate) response to a second derivative of a Gaussian by filtering the data with two Gaussians of different scales and then taking the point-wise differences between the two resulting vectors. See Difference of Gaussians for that approach.
I need to create a diagonal matrix containing the Fourier coefficients of the Gaussian wavelet function, but I'm unsure of what to do.
Currently I'm using this function to generate the Haar Wavelet matrix
http://www.mathworks.co.uk/matlabcentral/fileexchange/33625-haar-wavelet-transformation-matrix-implementation/content/ConstructHaarWaveletTransformationMatrix.m
and taking the rows at dyadic scales (2,4,8,16) as the transform:
M= 256
H = ConstructHaarWaveletTransformationMatrix(M);
fi = conj(dftmtx(M))/M;
H = fi*H;
H = H(4,:);
H = diag(H);
etc
How do I repeat this for Gaussian wavelets? Is there a built in Matlab function which will do this for me?
For reference I'm implementing the algorithm in section 4 of this paper:
http://ieeexplore.ieee.org/stamp/stamp.jsp?arnumber=04218361
I maybe would not being answering the question, but i will try to help you advance.
As far as i know, the Matlab Wavelet Toolbox only deal with wavelet operations and coefficients, increase or decrease resolution levels, and similar operations, but do not exposes the internal matrices serving to doing the transformations from signals and coefficients.
Hence i fear the answer to this question is no. Some time ago, i did this for some of the Hart Class wavelet, and i actually build the matrix from the scratch, and then i compared the coefficients obtained with the Built-in Matlab Wavelet Toolbox, hence ensuring your matrices are good enough for your algorithm. In my case, recursive parameter estimation for time varying models.
For the function ConstructHaarWaveletTransformationMatrix it is really simple to create the matrix, because the Hart Class could be really simple expressed as Kronecker products.
The Gaussian Wavelet case as i fear should be done from the scratch too...
THe steps i suggest would be;
Although MATLAB dont include explicitely the matrices, you can use the Matlab built-in functions to recover the Gaussian Wavelets, and thus compose the matrix for your algorithm.
Build every column of the matrix with every Gaussian Wavelet, for every resolution levels you are requiring (the dyadic scales). Use the Matlab Wavelets toolbox for recover the shapes.
After this, compare the coefficients obtained by you, with the coefficients of the toolbox. This way you will correct the order of the Matrix row.
Numerically, being fj the signal projection over Vj (the PHI signals space, scaling functions) at resolution level j, and gj the signal projection over Wj (the PSI signals space, mother functions) at resolution level j, we can write:
f=fj0+sum_{j0}^{j1-1}{gj}
Hence, both fj0 and gj will induce two matrices, lets call them PHIj and PSIj matrices:
f=PHIj0*cj0+sum_{j0}^{j1-1}{PSIj*dj}
The PHIj columns contain the scaled and shifted scaling wavelet signal (one, for j0 only) for the approximation projection (the Vj0 space), and the PSIj columns contain the scaled and shifted mother wavelet signals (several, from j0 to j1-1) for the detail projection (onto the Wj0 to Wj1-1 spaces).
Hence, the Matrix you need is:
PHI=[PHIj0 PSIj0... PSIj1]
Thus you can express you original signal as:
f=PHI*C
where C is a vector of approximation and detail coefficients, for the levels:
C=[cj0' dj0'...dj1']'
The first part, for addressing the PHI build can be achieved by writing:
function PHI=MakePhi(l,str,Jmin,Jmax)
% [PHI]=MakePhi(l,str,Jmin,Jmax)
%
% Build full PHI Wavelet Matrix for obtaining wavelet coefficients
% (extract)
%FILTER
[LO_R,HI_R] = wfilters(str,'r');
lf=length(LO_R);
%PHI BUILD
PHI=[];
laux=l([end-Jmax end-Jmax:end]);
PHI=[PHI MakeWMatrix('a',str,laux)];
for j=Jmax:-1:Jmin
laux=l([end-j end-j:end]);
PHI=[PHI MakeWMatrix('d',str,laux)];
end
the wfilters is a MATLAB built in function, giving the required signal for the approximation and or detail wavelet signals.
The MakeWMatrix function is:
function M=MakeWMatrix(typestr,str,laux)
% M=MakeWMatrix(typestr,str,laux)
%
% Build Wavelet Matrix for obtaining wavelet coefficients
% for a single level vector.
% (extract)
[LO_R,HI_R] = wfilters(str,'r');
if typestr=='a'
F_R=LO_R';
else
F_R=HI_R';
end
la=length(laux);
lin=laux(2); lout=laux(3);
M=MakeCMatrix(F_R,lin,lout);
for i=3:la-1
lin=laux(i); lout=laux(i+1);
Mi=MakeCMatrix(LO_R',lin,lout);
M=Mi*M;
end
and finally the MakeCMatrix is:
function [M]=MakeCMatrix(F_R,lin,lout)
% Convolucion Matrix
% (extract)
lf=length(F_R);
M=[];
for i=1:lin
M(:,i)=[zeros(2*(i-1),1) ;F_R ;zeros(2*(lin-i),1)];
end
M=[zeros(1,lin); M ;zeros(1,lin)];
[ltot,lin]=size(M);
lmin=floor((ltot-lout)/2)+1;
lmax=floor((ltot-lout)/2)+lout;
M=M(lmin:lmax,:);
This last matrix should include some interpolation routine for having better general results in each case.
I expect this solve part of your problem.....
Hyp
I currently have a large matrix M (~100x100x50 elements) containing both positive and negative values. At the moment, if I want to smooth this matrix, I use the smooth3 function to apply a gaussian kernel over the entire 3-D matrix.
What I want to achieve is a variable level of smoothing within this matrix - i.e.. different parts of the matrix M are smoothed to different levels of sigma depending of the value in a similar 3-D matrix, d (with values ranging from 0 to 1). Where d is 0, no smoothing occurs, where d is 1 a maximum level of smoothing occurs.
The fact that the matrix is 3-D is trivial. Smoothing in 3 dimensions is nice, but not essential, and my current code (performing various other manipulations) handles each of the 50 slices of M separately anyway. I am happy to replace smooth3 with a convolution of M with a gaussian function, and perform this convolution over each slice individually. What I can't figure out is how to vary the sigma level of this gaussian function (based on d) given its location in M and output the result accordingly.
An alternative approach may be to use matrix d as a mask for a very smooth version of matrix Ms and somehow manipulate M and Ms to give an equivalent result, however I'm not convinced that this will work as I can't think of a function to combine M and Md that won't give artefacts of each of M or Ms when 0 < d < 1...any thoughts?
[I'm using 2009b, and only have access to the Signal Processing toolbox.]
You should have a look at the Guided Image Filter. It is a computationally efficient generalization of the bilateral filter.
http://research.microsoft.com/en-us/um/people/jiansun/papers/guidedfilter_eccv10.pdf
It will allow you to do proper smoothing based on your guidance matrix.