l******9
发帖数: 579 | 1 【 以下文字转载自 Statistics 讨论区 】
发信人: light009 (light009), 信区: Statistics
标 题: 关于函数的逼近问题
发信站: BBS 未名空间站 (Fri Feb 14 00:21:30 2014, 美东)
I have two functions
m1 = f1(w, s)
m2 = f2(w, s)
f1() and f2() are all blackboxs. Given w and s, I can get m1 and m2.
Now, I need to design or find a function g, such that
m2' = g(m1)
Also, the difference between m2 and m2' must be minimized.
The w and s are all stochastic process.
How can I find such a function g()? What knowledge domain does this belong
to ?
Any help would be appreciated ! |
x******a
发帖数: 6336 | |
c*******t
发帖数: 123 | 3 m2' = g(m1)
differentiate m2 with respect to what?
d(m2)/d(what?)=g(m1)
【在 l******9 的大作中提到】
: 【 以下文字转载自 Statistics 讨论区 】
: 发信人: light009 (light009), 信区: Statistics
: 标 题: 关于函数的逼近问题
: 发信站: BBS 未名空间站 (Fri Feb 14 00:21:30 2014, 美东)
: I have two functions
: m1 = f1(w, s)
: m2 = f2(w, s)
: f1() and f2() are all blackboxs. Given w and s, I can get m1 and m2.
: Now, I need to design or find a function g, such that
: m2' = g(m1)
|
l******9
发帖数: 579 | 4 m2' is not first order derivative.
It is just a subscript to mark it as a new variable.
We need to use m2' to approximate m2.
Any help would be appreciated.
Thanks
【在 c*******t 的大作中提到】
: m2' = g(m1)
: differentiate m2 with respect to what?
: d(m2)/d(what?)=g(m1)
|
l******9
发帖数: 579 | 5 Up!
【在 l******9 的大作中提到】
: m2' is not first order derivative.
: It is just a subscript to mark it as a new variable.
: We need to use m2' to approximate m2.
: Any help would be appreciated.
: Thanks
|
r********g
发帖数: 20 | 6 I guess you will need three surrogate models for these 3 functions. |
l******9
发帖数: 579 | 7 【 以下文字转载自 Statistics 讨论区 】
发信人: light009 (light009), 信区: Statistics
标 题: 关于函数的逼近问题
发信站: BBS 未名空间站 (Fri Feb 14 00:21:30 2014, 美东)
I have two functions
m1 = f1(w, s)
m2 = f2(w, s)
f1() and f2() are all blackboxs. Given w and s, I can get m1 and m2.
Now, I need to design or find a function g, such that
m2' = g(m1)
Also, the difference between m2 and m2' must be minimized.
The w and s are all stochastic process.
How can I find such a function g()? What knowledge domain does this belong
to ?
Any help would be appreciated ! |
x******a
发帖数: 6336 | |
c*******t
发帖数: 123 | 9 m2' = g(m1)
differentiate m2 with respect to what?
d(m2)/d(what?)=g(m1)
【在 l******9 的大作中提到】
: 【 以下文字转载自 Statistics 讨论区 】
: 发信人: light009 (light009), 信区: Statistics
: 标 题: 关于函数的逼近问题
: 发信站: BBS 未名空间站 (Fri Feb 14 00:21:30 2014, 美东)
: I have two functions
: m1 = f1(w, s)
: m2 = f2(w, s)
: f1() and f2() are all blackboxs. Given w and s, I can get m1 and m2.
: Now, I need to design or find a function g, such that
: m2' = g(m1)
|
l******9
发帖数: 579 | 10 m2' is not first order derivative.
It is just a subscript to mark it as a new variable.
We need to use m2' to approximate m2.
Any help would be appreciated.
Thanks
【在 c*******t 的大作中提到】
: m2' = g(m1)
: differentiate m2 with respect to what?
: d(m2)/d(what?)=g(m1)
|
l******9
发帖数: 579 | 11 Up!
【在 l******9 的大作中提到】
: m2' is not first order derivative.
: It is just a subscript to mark it as a new variable.
: We need to use m2' to approximate m2.
: Any help would be appreciated.
: Thanks
|
r********g
发帖数: 20 | 12 I guess you will need three surrogate models for these 3 functions. |
m*****n
发帖数: 2152 | 13 这个题目要求g的解析形式吗？好像做不到吧？
m1和m2有可能不是一一对应的，一个m1有可能对应多个m2的值。
【在 l******9 的大作中提到】
: Up!
|
h*******u
发帖数: 15326 | 14 Kalman关键是模型，没模型整什么
【在 x******a 的大作中提到】
: Kalman filter?
|
