windowing the init dictionary may degrade encoding quality and performance

[rprimet]

During the drafting of the gait example, it appeared that windowing the init dictionary may lead to a worse reconstruction.

This issue is a reminder that we may want to investigate that :-)

A few related plots:

An example of signal reconstruction with initial windowing:

The init dictionary associated with that reconstruction:

Same reconstruction without init windowing:

And the (unwindowed) init dictionary:

From a quantitative standpoint:

• the cross-correlation figure for the LAX signal is 0.45 (with windowing) vs 0.91 without windowing
• computation time for the multichannel gait example went from 8s (no windowing in init dict) to 27s (windowing) on my laptop