Least mean square optimization problem
1 vue (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I have the following code for least mean square solution for AF:
thetaDeg = 0:57;
theta = thetaDeg*pi/180;
N = 16;
lambda = 0.1;
dy = 0.5*lambda;
n = 1:N;
yn = (n - 0.5*(N+1))*dy;
AF = [0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 0.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 1.00 0.63 0.57 0.29 0.23 0.20 0.17 0.15 0.14 0.12 0.11 0.10 0.10 0.09 0.09 0.08 0.08 0.07 0.07 0.07 0.06 0.06 0.06 0.06 0.00 0.00 0.00];
A = exp(2*pi*1j/lambda*sin(theta')*yn);
w = A \ fliplr(AF)';
How can I impose that the elements of w be of unit magnitude. ie abs(w(i)) = 1. for all i.
0 commentaires
Réponses (3)
Greig
le 28 Avr 2015
You will have to add a non-linear constraint to the problem. I guess the best option would be to use something like fmincon if you have the optimization toolbox.
1 commentaire
John D'Errico
le 28 Avr 2015
Modifié(e) : John D'Errico
le 28 Avr 2015
No. This is NOT correct at all.
Fmincon cannot handle that class of constraint, since that makes the problem a solve over a finite discrete set. Constraining W to be integers in the set [-1,1] is a nonlinear integer programming problem.
John D'Errico
le 28 Avr 2015
This is a nonlinear integer programming problem. The optimization toolbox does not yet have a tool to solve that class of problem.
I think you will find it solvable by the genetic algorithms toolbox though. You can also find fminconset.m on the file exchange, which does allow the parameters to be defined as discrete parameters.
0 commentaires
Vinod
le 29 Avr 2015
Modifié(e) : Vinod
le 29 Avr 2015
1 commentaire
Torsten
le 29 Avr 2015
I don't think that it's an integer programming problem. The w_i's are complex, I guess. Thus the optimization is over {x^2+y^2=1}.
Could you post your Problem in a mathematical notation, not in MATLAB code ?
I mean could you specify f in
minimize f(w1,...,wn) s.t. |wi| = 1
?
Best wishes
Torsten.
Voir également
Catégories
En savoir plus sur Genetic Algorithm dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!