粒子群优化极大似然估计matlab代码
时间: 2024-06-19 19:02:06 浏览: 119
粒子群优化算法(Particle Swarm Optimization,PSO)是一种常用的优化算法,而极大似然估计(Maximum Likelihood Estimation,MLE)则是一种常用的参数估计方法。将这两种方法结合起来,可以用粒子群优化算法来解决MLE问题。
以下是一份基于Matlab的粒子群优化极大似然估计代码,供参考:
```matlab
% 极大似然估计
% 构造目标函数
fun = @(x) -sum(log(normpdf(x, 0, 1)));
% 粒子群参数设置
nVar = 1; % 变量个数
VarSize = [1 nVar]; % 变量维度
VarMin = -10; % 变量最小值
VarMax = 10; % 变量最大值
% 粒子群算法参数设置
MaxIt = 100; % 最大迭代次数
nPop = 50; % 种群大小
w = 1; % 惯性权重
wdamp = 0.99; % 惯性权重衰减系数
c1 = 2; % 个体学习因子
c2 = 2; % 社会学习因子
% 初始化粒子群
empty_particle.Position = [];
empty_particle.Velocity = [];
empty_particle.Cost = [];
empty_particle.Best.Position = [];
empty_particle.Best.Cost = [];
particle = repmat(empty_particle, nPop, 1);
global_best.Cost = inf;
for i = 1:nPop
particle(i).Position = unifrnd(VarMin, VarMax, VarSize);
particle(i).Velocity = zeros(VarSize);
particle(i).Cost = fun(particle(i).Position);
particle(i).Best.Position = particle(i).Position;
particle(i).Best.Cost = particle(i).Cost;
if particle(i).Best.Cost < global_best.Cost
global_best = particle(i).Best;
end
end
BestCosts = zeros(MaxIt, 1);
% 粒子群优化迭代
for it = 1:MaxIt
for i = 1:nPop
particle(i).Velocity = w*particle(i).Velocity ...
+ c1*rand(VarSize).*(particle(i).Best.Position - particle(i).Position) ...
+ c2*rand(VarSize).*(global_best.Position - particle(i).Position);
particle(i).Position = particle(i).Position + particle(i).Velocity;
particle(i).Cost = fun(particle(i).Position);
if particle(i).Cost < particle(i).Best.Cost
particle(i).Best.Position = particle(i).Position;
particle(i).Best.Cost = particle(i).Cost;
if particle(i).Best.Cost < global_best.Cost
global_best = particle(i).Best;
end
end
end
BestCosts(it) = global_best.Cost;
w = w*wdamp;
end
% 结果输出
disp(['最优解为: ' num2str(global_best.Position)]);
disp(['最优解对应的目标函数值为: ' num2str(global_best.Cost)]);
% 结果可视化
figure;
plot(BestCosts, 'LineWidth', 2);
xlabel('迭代次数');
ylabel('最优解对应的目标函数值');
grid on;
```
阅读全文