Windowed Conic Matching Pursuit

Projects long-time series onto lower-dim cones
1.9K Downloads
Updated 11 Apr 2009

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A 'spectrogram' type function for computation of the energy distribution of a 'long' time series using projOnClusters.m. It gives a 'time'-distribution of the projection onto the convex cones described by W, for x.

The set giving cone k is described by a vector w = W(:,k) and scalar rho: C_k = { x : x'w >= rho*|| x || };

The polar cone is:

C*_k = { y: y'x <= 0, x element of C_k };

where w is the reference vector for the set C. The projector for this set is described in:

Henry Stark and Youngyi Yang, "Vector Space Projections: A Numerical Approach to Signal and Image Processing, Neural Nets, and Optics", Wiley Interscienc Publications, 1998.

On pages 109-113, Section 3.5, in the discusssion on similarity
constraints.

There is no reference yet for this method: like projOnClusters.m, I have yet to publish my theory and algorithm. Comments welcome!

Cite As

Joshua Carmichael (2024). Windowed Conic Matching Pursuit (https://www.mathworks.com/matlabcentral/fileexchange/23631-windowed-conic-matching-pursuit), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2008b
Compatible with any release
Platform Compatibility
Windows macOS Linux

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Version Published Release Notes
1.0.0.0