摘要
为了解决漂移函数的估值难题,文章在详细推导泛克里金法原理公式的基础上,首先推导了用方向导数求解多元条件极值的公式,然后提出了基于方向导数的漂移函数参数估计方法,并作了分析与总结,从时间复杂度的角度看,该方法在很大程度上优于Lagrange乘数法。
In order to solve the valuation problems about the drift function,and by inferring detailedly the formula of Universal-Kriging's principle,this article first inferrs the formula of the multi-conditional extremum that is solved by directional derivative,and then puts forward a method of parameter estimation of the drift function,based on directional derivative.An analysis and summary show that,from the time complexity point of view,this method is to a large extent superior to Lagrange multiplier method.
出处
《石油仪器》
2010年第4期62-64,0,共3页
Petroleum Instruments
基金
国家大学生创新性实验计划资助项目(项目编号:081048901)
项目名称:基于插值技术的地层描述方法研究
关键词
泛克里金
漂移函数
方向导数
时间复杂度
Universal-Kriging
drift function
directional derivative
time complexity
