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The paper discusses recursive computation problems of the criterion functions of several least squares type parameter estimation methods for linear regression models, including the well-known recursive least squares (RLS) algorithm, the weighted RLS algorithm, the forgetting factor RLS algorithm and the finite-data-window RLS algorithm without or with a forgetting factor. The recursive computation formulas of the criterion functions are derived by using the recursive parameter estimation equations. The proposed recursive computation formulas can be extended to the estimation algorithms of the pseudo-linear regression models for equation error systems and output error systems. Finally, the simulation example is provided. 相似文献
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本文考虑有约束的非线性互补问题的全局最优化问题,在文《IntegralGlobalOptimizationMethodforSolutionofNonlinearComplementarityproblem》和《一种修正的求总极值的积分一水平集方法》的基础上,给出了一种修正的求约束总极值的积分一水平集方法,它同样具有修正的求总极值的积分一水平集方法的两个特点:1)每一步需要构造一个新的函数,而且它与原目标函数具有相同的总极值;2)避免了郑权算法在一般情况下,由于水平集不易求得而造成难以求出水平的困难,并证明了算法的收敛性 相似文献
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基于集中投资策略的思想,把股票价格服从对数正态分布与凯利优化模型相结合,使其能更好地运用于股票投资实践中,推导出投资者个股投资的资产配置比例与投资者对个股投资收益率和标准差预测值之间的数学关系,从而实现最快财富增长速率的目标. 相似文献
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一类全系数模糊线性规划的求解方法 总被引:2,自引:0,他引:2
利用结构元方法定义一种模糊数排序准则,提出将目标函数和约束条件中都含有三角模糊数的全系数模糊线性规划等价转化为经典线性规划的方法,并证明其合理性.与其它方法相比较,该方法证明了得到的解优于已有其它方法的解,并且约束条件少,运算方法简便.将本文的方法运用到数值算例中,进一步表明了提出方法的有效性和广泛性. 相似文献
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Freezing in winter cereals is a complex phenomenon that can affect various plant tissues differently. To better understand how freezing affects specific tissue in the over wintering organ (crown) of winter cereal crops, non-acclimated oats (Avena sativa L.) were gradually frozen to ?3 °C and tissue damage during recovery was compared to plants that had been supercooled to ?3 °C and then frozen suddenly. Percentage of total water frozen, was the same whether crowns were frozen suddenly or gradually although the rate of freezing was considerably different. For example, all available water froze within 3 h in suddenly frozen crowns but it took more than 15 h for all available water to freeze in gradually frozen crowns. When plants were suddenly frozen, cells in the apical meristem were disrupted and apparently killed. In these plants re-growth was limited or non-existent. In contrast, the apical region of plants that were slowly frozen appeared undamaged but extensive vessel plugging was observed in cells of the lower crown, possibly from accumulation of phenolics or from microbial proliferation. These histological observations along with the calorimetric analysis suggested that the apical region was killed by intracellular freezing when frozen suddenly while the crown core was damaged by a process, which either induced production of putative phenolic compounds by the plant and/or permitted what appeared to be microbial proliferation in metaxylem vessels. 相似文献
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Rolando Cavazos-Cadena Emmanuel Fernández-Gaucherand 《Mathematical Methods of Operations Research》1995,41(1):89-108
We consider discrete-time nonlinear controlled stochastic systems, modeled by controlled Makov chains with denumerable state space and compact action space. The corresponding stochastic control problem of maximizing average rewards in the long-run is studied. Departing from the most common position which usesexpected values of rewards, we focus on a sample path analysis of the stream of states/rewards. Under a Lyapunov function condition, we show that stationary policies obtained from the average reward optimality equation are not only average reward optimal, but indeed sample path average reward optimal, for almost all sample paths.Research supported by a U.S.-México Collaborative Research Program funded by the National Science Foundation under grant NSF-INT 9201430, and by CONACyT-MEXICO.Partially supported by the MAXTOR Foundation for applied Probability and Statistics, under grant No. 01-01-56/04-93.Research partially supported by the Engineering Foundation under grant RI-A-93-10, and by a grant from the AT&T Foundation. 相似文献
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Sea-ice clutter was measured using a millimeter wave radar with frequency of 34.860GHz, beamwidth of 0.25° and pulse length of 30ns. To determine the sea-ice clutter amplitude statistics, we investigated the log-normal, Weibull, log-Weibull and K-distributions using the Akaike Information Criterion (AIC), which is more rigorous fit of the distribution to the data than the least-squares method. It is shown that the amplitude of sea-ice clutter obeys the log-Weibull distribution with shape parameters of 2.36 to 2.93 for both entire data and data within the beam width of an antenna. We propose a new log-Weibull/CFAR system uses a modified cell-averaging LOG/CFAR system. It is found that this log-Weibull/CFAR procedure is effective for suppression of sea-ice clutter and detection of target. 相似文献