非线性参数估计的极小化L∞模方法

数学物理学报 ›› 1997, Vol. 17 ›› Issue (3): 336-340.

非线性参数估计的极小化L_∞模方法

齐欢, 费奇

华中理工大学武汉 430074

收稿日期:1995-12-01 修回日期:1996-05-22 出版日期:1997-06-26 发布日期:1997-06-26
基金资助:
国家自然科学基金

The Minimum L_∞-norm Method of the Nonlinear Parameter Estimation

Qi Huan, Fei Qi

Huazhong University of Science and Technology, Wuhan 430074

Received:1995-12-01 Revised:1996-05-22 Online:1997-06-26 Published:1997-06-26

摘要/Abstract

摘要： 研究了L_∞模的拟凸性质,利用极大熵方法得到极小化L_∞模的Q算法.这是一种具有显式搜索方向的变尺度算法,在非线性参数估计中取得较好效果.

关键词: L_∞模, 拟凸分析, 极大熵, 变尺度, 非线性参数估计

Abstract: The quasi -convex properties of L_∞ -norm has been studied in this paper. Q-algrithm of minimum L_∞-norm has been made with maximum Entropy method. This is a metric method with the open formula of searching direction, suits for the nonlinear parameter estimation.

Key words: L_∞-norm, The quasi-convex analysis, Metric method, The nonlinear parameter estimation

齐欢, 费奇. 非线性参数估计的极小化L_∞模方法[J]. 数学物理学报, 1997, 17(3): 336-340.

Qi Huan, Fei Qi. The Minimum L_∞-norm Method of the Nonlinear Parameter Estimation[J]. Acta mathematica scientia,Series A, 1997, 17(3): 336-340.

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