A modification of the secant rule derived from a maximum likelihood principle |
| |
Authors: | F. M. Larkin |
| |
Affiliation: | (1) Dept. of Computing and Information Science, Queen's University, Kingston, Ontario, Canada |
| |
Abstract: | An estimate of a zero of a complex function, constructed from ordinate information at distinct abscissae, is found from a Maximum Likelihood estimate relative to a normal probability distribution induced by a weak Gaussian distribution on a related Hilbert space. In the case of two ordinate observations this leads to an estimator structurally similar to the Secant Rule, and asymptotically approaching that rule in certain limiting situations. A correspondingly modified version of Newton's method is also derived, and regional and asymptotic convergence results proved. |
| |
Keywords: | |
本文献已被 SpringerLink 等数据库收录! |
|