| 一种改进的牛顿-拉夫森算法 |
| |
| 引用本文： | 谢东仁,王伟,李爱军. 一种改进的牛顿-拉夫森算法[J]. 计算机仿真, 2008, 25(11) |
| |
| 作者姓名： | 谢东仁 王伟 李爱军 |
| |
| 作者单位： | 西北工业大学自动化学院,陕西西安,710072 |
| |
| 摘 要： | 为了保证牛顿一拉夫森算法中迭代所采用的二阶导数矩阵的正定性,进一步改善算法的收敛速度和迭代精度,提出了两个方面的改进:一方面,对二阶导数矩阵作了修正以确保其成为正定矩阵,从而改善了收敛速度;另一方面,引入了一个修正因子对每次迭代的结果加以修正,来提高迭代精度.仿真结果表明,改进的牛顿一拉夫森算法所得到的结果精度更高,而且收敛速度也有所提高,也验证了改进方法的正确性和有效性.
|
| 关 键 词： | 牛顿-拉夫森方法 系统辨识 迭代法 |
An Improved Newton-Raphson Algorithm |
| |
| XIE Dong-ren,WANG Wei,LI Ai-jun. An Improved Newton-Raphson Algorithm[J]. Computer Simulation, 2008, 25(11) |
| |
| Authors: | XIE Dong-ren WANG Wei LI Ai-jun |
| |
| Affiliation: | XIE Dong-ren,WANG Wei,LI Ai-jun(College of Automation,Northwestern Polytechnical University,Xi'an Shanxi 710072,China) |
| |
| Abstract: | In order to ensure that the second differential matrix of Newton-Raphson algorithm used in every iterative step is always positive to improve convergence rate and iterative precision,two points are developed for improving Newton-Raphson algorithm: on the one hand,the second differential matrix is modified to become a positive matrix,which enhances its convergence rate;on the other hand,a revising factor is adopted to revise the iterative result,which advances its iterative precision.The simulation results d... |
| |
| Keywords: | Newton-Raphson algorithm System identification Iterative algorithm |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
