Windowed Conic Matching Pursuit

Projects long-time series onto lower-dim cones

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!