该过程正确吗?如果不正确,请给出修改后的正确版本。\begin{equation}\label{7a} \begin{aligned} \min_{}C_{1}\sum_{i=1}^{m_{2}}\frac{\sigma^{2}}{2}[1-\exp(-\frac{\xi_{i}^{2}}{2\sigma^{2}})]^{\theta} \end{aligned} \end{equation} We can rewrite \eqref{7a} as: \begin{equation}\label{15} \begin{aligned} \max_{\alpha}G_{1}(\alpha) \end{aligned} \end{equation} where \begin{equation}\label{15} \begin{aligned} G_{1}(\alpha)= C_{1}\sum_{i=1}^{m_{2}}\frac{\sigma^{2}}{2}[\exp(-\frac{\xi_{i}^{2}}{2\sigma^{2}})]^{\theta} \end{aligned} \end{equation} To facilitate the following derivations, we define the convex function $g_{\theta}(v)$ as: \begin{equation} g{\theta}(v) = \frac{1}{\theta}[-v\log(-v) + v]^{\theta}, ~~v<0 \end{equation} Then, using the theory of conjugate functions, we have: \begin{equation} \exp(-\frac{\xi_i^2}{2\sigma^2}) = \sup{v<0}[v\frac{\xi_i^2}{2\sigma^2}-g_{\theta}(v)], ~~~v=-\exp(-\frac{\xi_i^2}{2\sigma^2}) \end{equation} Thus, we can get: \begin{equation} \max{\alpha,v<0} \left{ \sum_{i=1}^{m_2} [v_i\frac{\xi_i^2}{2\sigma^2} - g_{\theta}(v{i})] \right} \end{equation} which is equivalent to: \begin{equation} \max_{\alpha} \left{ \sum_{i=1}^{m_2} [\exp(-\frac{\xi_i^2}{2\sigma^2}) \frac{\xi_i^2}{2\sigma^2} - g_{\theta}(-\exp(-\frac{\xi_i^2}{2\sigma^2}))] \right} \end{equation} This can be optimized using the HQ algorithm , where we alternate between optimizing $\alpha$ and $v$. Specifically, given fixed $\alpha^{(s)}$, we can solve for $v_i^{(s)}$ using the same equation as before: \begin{equation} v_i^{(s)} = -\exp(-\frac{(\xi^{(s)})^2}{2\sigma^2}) \end{equation} then,we can get: \begin{equation}\label{1} \begin{aligned} \min{}C_{1}\sum_{i=1}^{m_{2}}\frac{\sigma^{2}}{2}[1-\exp(-\frac{\xi_{i}^{2}}{2\sigma^{2}})]^{\theta} = \frac{1}{2\sigma^2}\kappa^T \Omega^{\frac{1}{\theta}}\kappa \end{aligned} \end{equation} 其中 $\kappa$ 为长度为 $m_2$ 的向量,其第 $i$ 个元素为 $\xi_i$,$\Omega$ 为一个对角线矩阵,其第 $i$ 个对角线元素为 $-\theta \exp(-\frac{\xi_i^2}{2\sigma^2})$。
时间: 2023-08-31 21:08:06 浏览: 91
fitresult2equation(fitresult):根据函数 fit() 给出的拟合结果制作方程-matlab开发
这个过程有一些错误,需要进行修改。
首先,在求解 $v_i^{(s)}$ 的过程中,应该是:
$$v_i^{(s)} = -\frac{\partial g_{\theta}}{\partial v_i}|_{v_i=-\exp(-\frac{(\xi^{(s)})^2}{2\sigma^2})}=\left[1-\frac{1}{\theta}(-v_i\log(-v_i)+v_i)^{\theta-1}\right]_{v_i=-\exp(-\frac{(\xi^{(s)})^2}{2\sigma^2})}$$
此外,在最后的结果中,$\kappa$ 应该是一个长度为 $m_2$ 的列向量,而不是行向量。因此,正确的结果应该是:
$$\min{}C_{1}\sum_{i=1}^{m_{2}}\frac{\sigma^{2}}{2}[1-\exp(-\frac{\xi_{i}^{2}}{2\sigma^{2}})]^{\theta} = \frac{1}{2\sigma^2}\kappa^T \Omega^{\frac{1}{\theta}}\kappa$$
其中,$\kappa$ 是一个长度为 $m_2$ 的列向量,其第 $i$ 个元素为 $\xi_i$,$\Omega$ 是一个对角线矩阵,其第 $i$ 个对角线元素为 $-\theta \exp(-\frac{\xi_i^2}{2\sigma^2})$。
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