摘要
在详细阐述逆整乔列斯基算法的基础上,提出以最小谱条件数为终止迭代过程的准则,通过对方差-协方差阵的对角线元素进行升序调整来改进逆整乔列斯基算法。以谱条件数和相关系数为评判准则,对逆整乔列斯基算法和改进的逆整乔列斯基算法进行仿真比较和分析,结果表明,改进的逆整乔列斯基算法能更大幅度地降低模糊度向量间的相关性,减小方差-协方差阵的谱条件数。
Based on illustrating the principle of inverse integer Cholesky algorithm,a modified algorithm which adopted the minimum condition number as a rule to terminate iteration and exchanged the diagonal entries of variance-covariance matrix with sort ascending was presented.The two algorithms were compared by numerical simulation with the rules of condition number and mean correlation coefficient.The results showed a more decline of condition number and correlation coefficient could be obtained with the modified algorithm.
出处
《海洋测绘》
2010年第4期12-15,共4页
Hydrographic Surveying and Charting
