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Constrained Optimization Using Geometric Algebra and its Application to Signal Analysis

机译:使用几何代数及其应用于信号分析的约束优化

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In this paper we discuss a mathematical system based on the algebras of Grassmann and Clifford [4, 1], called geometric algebra [6]. It is shown how geometric algebra can be used to carry out, in a simple manner, various complex manipulations relevant to matrix-based problems, including that of optimization. In particular we look at how differentiation of certain matrix functions with respect to the matrix, can easily be achieved. The encoding of structure into such problems will be discussed and applied to a multi-source signal separation problem. Other applications are also discussed.
机译:在本文中,我们讨论了基于基于Grassmann和Clifford [4,1]的代数的数学系统,称为几何代数[6]。图3示出了如何以简单的方式使用几何代数来执行与基于矩阵的问题相关的各种复杂操作,包括优化的问题。特别地,我们可以轻松实现某些矩阵函数的区别如何实现矩阵的差异。将讨论结构进入这些问题的结构并应用于多源信号分离问题。还讨论了其他应用程序。

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