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Finde globalt max/min



Kære SSLUG'ere

Kender i en algoritme til at finde et lokalt/globalt max/min for en
skalar funktion, hvor signalet er overlejret med støj?:

bestem	max(g(k)), 
udfra f(k)=g(k) + e

g(k) er ikke symmetrik omkring toppunktet, og derfor mener jeg ikke
Center-of-Gravity kn anvendes... Andre ideer?

Man kan selvfølgelig lave noget filtrering, men det reducere kun
variansen og jeg har et endeligt antal samples tilrådighed. 

Mvh.
	Nicolai Hanssing


 
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