Topics in Signal Processing

Overview

Foundation

1. Set Theory
2. Elementary Real Analysis
3. Metric Spaces
4. Linear Algebra
5. Multivariate Calculus
- 5.1. Differentiation
- 5.2. Differentiation in Banach Spaces
6. Probability
7. Numerical Optimization
- 7.1. Mathematical Optimization

Convexity

8. Convex Sets and Functions
9. Convex Optimization
10. Subgradient Methods
- 10.1. Basic Subgradient Method
11. Proximal Algorithms
- 11.3. Proximal Mappings and Operators

Sparsity

12. Sparse Signal Models
13. Compressive Sensing
- 13.1. Sensing Matrices
14. Sparse Approximation with Dictionaries
15. Sparse Recovery from Compressive Measurements
16. Dictionary Learning
- 16.1. Introduction

Epilogue

Notation
Bibliographic Notes
Index

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Lagrangian Duality

9.9. Lagrangian Duality¶

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9.8. Lagrange Multipliers

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9.10. Conjugate Duality

By Shailesh Kumar
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