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Constrained Optimization Using Geometric Algebra and its Application to Signal Analysis

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Signal Analysis and Prediction

Part of the book series: Applied and Numerical Harmonic Analysis ((ANHA))

Abstract

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.

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References

  1. W.K. Clifford. Applications of Grassmann’s extensive algebra. Am. J. Math. 1: 350–358, 1878.

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  2. C. J. L. Doran. Geometric Algebra and its Applications to Mathematical Physics. Ph.D. Thesis, University of Cambridge, 1994.

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  3. C. J. L. Doran, A. N. Lasenby and S. F. Gull. Geometric Algebra: Applications in Engineering. In W.E. Baylis, editor, Geometric (Clifford) Algebras in Physics. Birkhauser Boston, 65–79, 1996.

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  4. H. Grassmann. Der Ort der Hamilton’schen Quaternionen in der Ausdehnungslehre. Math. Ann., 12: 375, 1877.

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  5. D. Hestenes. New Foundations for Classical Mechanics. D. Reidel, Dordrecht, 1986.

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  6. D. Hestenes and G. Sobczyk. Clifford Algebra to Geometric Calculus: A unified language for mathematics and physics. D. Reidel, Dordrecht, 1984.

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© 1998 Springer Science+Business Media New York

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Lasenby, J., Lasenby, A.N. (1998). Constrained Optimization Using Geometric Algebra and its Application to Signal Analysis. In: Procházka, A., Uhlíř, J., Rayner, P.W.J., Kingsbury, N.G. (eds) Signal Analysis and Prediction. Applied and Numerical Harmonic Analysis. Birkhäuser, Boston, MA. https://doi.org/10.1007/978-1-4612-1768-8_5

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  • DOI: https://doi.org/10.1007/978-1-4612-1768-8_5

  • Publisher Name: Birkhäuser, Boston, MA

  • Print ISBN: 978-1-4612-7273-1

  • Online ISBN: 978-1-4612-1768-8

  • eBook Packages: Springer Book Archive

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