用最优控制数值方法研究带噪声数据的样条近似参数问题

I. Bolodurina, L. Grishina, L. M. Antsiferova
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引用次数: 1

摘要

目前,测量数据的噪声失真问题和质量标准中不确定性的出现引起了样条近似领域研究的兴趣。同时,现有的最小化经验风险的方法,假设噪声是均匀分布,尾部比高斯分布重,限制了这些研究的应用范围。估计噪声失真数据的问题通常是基于求解一个优化问题,该问题包含由寻找最优参数问题引起的不确定性函数。在这方面,用经典方法无法解决失真噪声的估计问题。的目标。本研究旨在解决和分析基于控制参数化和梯度投影算法的不确定条件下数据的样条逼近问题。方法。采用分段常数控制函数逼近的方法,研究了噪声数据的样条逼近问题。在这种情况下,只有有限数量的第一类断点才能实现参数化控制。在实验研究的框架内,采用梯度投影算法对样条近似问题进行数值求解。用所提出的方法研究了不确定条件下数据样条逼近问题的参数。结果。基于开发的求解不确定条件下样条近似模型问题的软件和算法工具,对控制参数化方法和梯度投影算法进行了数值研究。为了评估噪声失真后的数据,对模型参数进行了数值实验研究,结果表明,增大参数α值可以提高模型的精度,但会降低模型的平滑性。此外,分析表明,所考虑的分布规律并没有改变算法的精度和收敛速度。结论。所提出的解决不确定条件下样条近似问题的方法使我们能够确定由噪声引起的测量数据失真和质量标准中出现的不确定因素的问题。对模型参数的研究表明,所构建的系统对初始近似的误差是稳定的,分布规律对梯度投影法的精度和收敛性没有显著影响。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
INVESTIGATION OF PARAMETERS OF THE PROBLEM OF SPLINE APPROXIMATION OF NOISY DATA BY NUMERICAL METHODS OF OPTIMAL CONTROL
Currently, the problems of distortion of measurement data by noise and the appearance of un-certainties in quality criteria have caused increased interest in research in the field of spline approx-imation. At the same time, existing methods of minimizing empirical risk, assuming that the noise is a uniform distribution with heavier tails than Gaussian, limit the scope of application of these studies. The problem of estimating noise-distorted data is usually based on solving an optimi-zation problem with a function containing uncertainty arising from the problem of finding optimal parameters. In this regard, the estimation of distorted noise cannot be solved by classical methods. Aim. This study is aimed at solving and analyzing the problem of spline approximation of data under uncertainty conditions based on the parametrization of control and the gradient projec-tion algorithm. Methods. The study of the problem of spline approximation of noisy data is carried out by the method of approximation of the piecewise constant control function. In this case, para-metrization of the control is possible only for a finite number of break points of the first kind. In the framework of the experimental study, the gradient projection algorithm is used for the numerical solution of the spline approximation problem. The proposed methods are used to study the parameters of the problem of spline approximation of data under conditions of uncertain-ty. Results. The numerical study of the control parametrization approach and the gradient projec-tion algorithm is based on the developed software and algorithmic tool for solving the problem of the spline approximation model under uncertainty. To evaluate the noise-distorted data, numerical experiments were conducted to study the model parameters and it was found that increasing the value of the parameter α leads to an increase in accuracy, but a loss of smoothness. In addition, the analysis showed that the considered distribution laws did not change the accuracy and convergence rate of the algorithm. Conclusion. The proposed approach for solving the problem of spline approx-imation under uncertainty conditions allows us to determine the problems of distortion of measure-ment data by noise and the appearance of uncertainties in the quality criteria. The study of the model parameters showed that the constructed system is stable to the error of the initial approxima-tion, and the distribution laws do not significantly affect the accuracy and convergence of the gra-dient projection method.
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