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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 2020, Volume 60, Number 12, Pages 2015–2027
DOI: https://doi.org/10.31857/S0044466920120054
(Mi zvmmf11169)
 

This article is cited in 1 scientific paper (total in 1 paper)

General numerical methods

Problem of minimizing a sum of differences of weighted convolutions

A. V. Kel'manovab, L. V. Mikhailovaa, P. S. Ruzankinab, S. A. Khamidullina

a Sobolev Institute of Mathematics, Siberian Branch, Russian Academy of Sciences, Novosibirsk, 630090 Russia
b Novosibirsk State University, Novosibirsk, 630090 Russia
Citations (1)
References:
Abstract: A previously unstudied optimization problem concerning the summation of elements of numerical sequences $Y$ and $U$ of respective lengths $N$ and $q\leqslant N$ is considered. The task is to minimize the sum of differences between weighted convolutions of sequences of variable length (of at least $q$). In each difference, the minuend is a nonweighted autoconvolution of the sequence $U$ extended to a variable length (by multiple repeats of its elements) and the subtrahend is a weighted convolution of this extended sequence and a subsequence of $Y$. The variant of the problem with an optimized number of summed differences is analyzed. It is shown that the problem is equivalent to a problem of approximating the sequence $Y$ by an element $X$ of an exponential-size set of sequences. This set consists of all sequences of length $N$ that include, as subsequences, a variable number $M$ of admissible quasi-periodic (fluctuation) repeats of $U$. Each quasi-periodic repeat is generated by admissible transformations of $U$. These transformations are (i) a shift of $U$ by a variable quantity that does not exceed ${{T}_{{\max}}}\leqslant N$ between neighboring repeats, and (ii) a variable extension mapping of $U$ into a sequence of variable length defined in the form of repeats of elements of $U$ with the multiplicity of these repeats being variable. The approximation criterion is the minimum of the sum of squared distances between the elements of the sequences. It is proved that the considered optimization problem, together with the approximation problem, is solvable in polynomial time. More specifically, it is shown that there exists an exact algorithm finding the solution of the problem in $\mathcal{O}(T_{{\max}}^{3}N)$ time. If ${{T}_{{\max}}}$ is a fixed parameter of the problem, then the running time of the algorithm is linear. Examples of numerical simulation are used to illustrate the applicability of the algorithm for solving model application problems of noise-proof processing of ECG-like and PPG-like quasi-periodic signals (electrocardiogram-like and photoplethysmogram-like signals).
Key words: numerical sequences, difference of weighted convolutions, variable length of convolution, minimum of a sum, polynomial-time solvability, linear-time algorithm, numerical simulation, ECG-like signal, PPG-like signal.
Funding agency Grant number
Russian Foundation for Basic Research 19-07-00397
19-01-00308
Russian Academy of Sciences - Federal Agency for Scientific Organizations 0314-2019-0015
Ministry of Education and Science of the Russian Federation 5-100
This work was supported by the Russian Foundation for Basic Research (project nos. 19-07-00397 and 19-01-00308), by the Basic Research Program of the Russian Academy of Sciences (project no. 0314-2019-0015), and by the Program Top-5-100 of the Ministry of Science and Higher Education of the Russian Federation.
Received: 30.07.2019
Revised: 30.07.2019
Accepted: 04.08.2020
English version:
Computational Mathematics and Mathematical Physics, 2020, Volume 60, Issue 12, Pages 1951–1963
DOI: https://doi.org/10.1134/S0965542520120052
Bibliographic databases:
Document Type: Article
UDC: 519.16
Language: Russian
Citation: A. V. Kel'manov, L. V. Mikhailova, P. S. Ruzankin, S. A. Khamidullin, “Problem of minimizing a sum of differences of weighted convolutions”, Zh. Vychisl. Mat. Mat. Fiz., 60:12 (2020), 2015–2027; Comput. Math. Math. Phys., 60:12 (2020), 1951–1963
Citation in format AMSBIB
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\pages 2015--2027
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    Журнал вычислительной математики и математической физики Computational Mathematics and Mathematical Physics
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