[an error occurred while processing this directive] [an error occurred while processing this directive][an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive] (none) [an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive][an error occurred while processing this directive] [an error occurred while processing this directive][an error occurred while processing this directive] [an error occurred while processing this directive][an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive] (none) [an error occurred while processing this directive] [an error occurred while processing this directive] [an error occurred while processing this directive][an error occurred while processing this directive]
 
[an error occurred while processing this directive] [an error occurred while processing this directive]
Skåne Sjælland Linux User Group - http://www.sslug.dk Home   Subscribe   Mail Archive   Forum   Calendar   Search
MhonArc Date: [Date Prev] [Date Index] [Date Next]   Thread: [Date Prev] [Thread Index] [Date Next]   MhonArc
 

Re: [CPROG] Finde globalt max/min



Nicolai Hanssing wrote:
> 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?

Et bud kunne være at antage at g(k) er kontinuert og differentabel
og så finde Maksimum Entropi estimatet for g(k) og så finde maksima
for denne kontinuerte funktion.

Hvis støjen er Gaussisk fordelt, så er ME estimatet det samme som
et least squares fit. Så hvad hvis du laver et spline fit til din
funktion, det giver estimatet af g(k)? Graden af spline fittet
svarer så til en antagelse om hvor kontinuet og differentiabel
funktionen skal være. Den bør vælges så reduced chi-square er
omtrent 1 med de errorbars dine data har.

Fra dit estimat af g(k) kan du få ensemblet af eksperimentelle
kurver f(k) ved at lægge støj funktionen til igen. Du kan derfor
finde maksimum for fx. 500 f(k) kurver med forskellig støj
fordelinger, og du vil få 500 estimater af k, på basis af disse
kan du udregne <k> og usikkerheden på som var(<k>)=sqrt(<k^2>-<k>^2).

-- 
* Kurosawa: http://www.designlabs.dk/husetsbio *
* Email: Carsten dot Svaneborg at risoe dot dk * 
*  http://www.fys.risoe.dk/fys/External/casv/  *




 
Home   Subscribe   Mail Archive   Index   Calendar   Search

 
 
Questions about the web-pages to <www_admin>. Last modified 2005-08-10, 20:08 CEST [an error occurred while processing this directive]
This page is maintained by [an error occurred while processing this directive]MHonArc [an error occurred while processing this directive] # [an error occurred while processing this directive] *