【摘要】 在讨论迭代双乔里斯基整数变换降相关性LAMBDA方法的基础上,发现解算历元数较少时方差-协方差阵轻微病态,提出了在分解前对方差-协方差阵正则化的改进法,实例证明改进后的方法需要历元数减少,搜索效率和稳定性高。更多还原

【Abstract】 This paper discusses the LAMBDA of iterative double-Cholesky integer transforming for decorrelation firstly,we found that the covariance matrix may be abnormity when a few epochs are used.So we introduce a modified method that the covariance matrix is regularized before decorrelating admissible integer transformation.The sample demonstrates that the modified method needs a smaller number of epochs and is more stable.更多还原