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本文在文献[1]的基础上,提出Nelder-Mead算法中单纯形顶点仿射独立性的递推检验方法,并对Nelder-Mead单纯调优算法提出改进.该算法保留了Nelder-Mead算法计算简便的优点,并且可保证单纯形各顶点的仿射独立性.文中给出了该算法在线性系统辨识中的应用示例.
Based on the literature [1], this paper proposes a recursive test method for the affine independence of simplex vertices in Nelder-Mead algorithm, and improves the Nelder-Mead simple optimization algorithm. The algorithm retains the Nelder-Mead algorithm Simple and convenient, and can guarantee the affine independence of each vertex of simplex.The paper gives an example of the application of the algorithm in linear system identification.