Wolfram mathematica Mathematica:FindArgMax不返回全局最大值
我有一个高度振荡的函数,我需要找到区间(-Pi,Pi)中的ArgMax 当我绘制函数时,很明显FindArgMax选择了错误的最大值。我尝试过调整AccuracyGoal和PrecisionGoal,以及各种可用的方法,但这似乎没有达到要求的效果Wolfram mathematica Mathematica:FindArgMax不返回全局最大值,wolfram-mathematica,maximize,argmax,Wolfram Mathematica,Maximize,Argmax,我有一个高度振荡的函数,我需要找到区间(-Pi,Pi)中的ArgMax 当我绘制函数时,很明显FindArgMax选择了错误的最大值。我尝试过调整AccuracyGoal和PrecisionGoal,以及各种可用的方法,但这似乎没有达到要求的效果 w[SNR_] := RandomVariate[NormalDistribution[0, 0.5*Sqrt[2]*10^(-SNR/20)], 16] + I RandomVariate[NormalDistribution[0, 0.5*
w[SNR_] :=
RandomVariate[NormalDistribution[0, 0.5*Sqrt[2]*10^(-SNR/20)], 16] +
I RandomVariate[NormalDistribution[0, 0.5*Sqrt[2]*10^(-SNR/20)], 16]
G[\[Omega]_] := Re[Sum[(Exp[1.2556 I (m - 1)] + noise[[m]]) Exp[-I \[Omega] (m - 1)], {m, 1, 16}]/16]
noise = w[-20];
estimate = FindArgMax[G[\[Omega]], \[Omega], Method -> "QuasiNewton",
AccuracyGoal -> 30, PrecisionGoal -> 30][[1]];
Plot[G[x], {x, -Pi, Pi}, Epilog -> Line[{{estimate, -100}, {estimate, 100}}], PlotRange -> All, Frame -> True, Axes -> None, FrameTicks -> {{-Pi, -Pi/2, 0, Pi/2, Pi}, Automatic, {}, {}},PlotRangePadding -> {0, 0.05}]
Print[estimate]
是否有办法找到全局最大值?您需要近似起点,否则最大值将过于本地化
x0 = Sort[Table[{G[x], x}, {x, -Pi, Pi, 0.01}]][[-1, 2]];
estimate = Quiet@
FindArgMax[{G[\[Omega]], -Pi <= \[Omega] <= Pi}, {\[Omega], x0}][[1]];
Plot[G[x], {x, -Pi, Pi},
Epilog -> Line[{{estimate, -100}, {estimate, 100}}],
PlotRange -> Full, Frame -> True, Axes -> None,
FrameTicks -> {{Automatic, Automatic},
{{-Pi, -Pi/2, 0, Pi/2, Pi}, None}},
PlotRangePadding -> {0, 0.05}]
Print[estimate]
x0=Sort[Table[{G[x],x},{x,-Pi,Pi,0.01}][[-1,2]];
估计=安静@
FindArgMax[{G[\[Omega]],-Pi满,帧->真,轴->无,
FrameTicks->{Automatic,Automatic},
{{-Pi,-Pi/2,0,Pi/2,Pi},None},
PlotRangePadding->{0,0.05}]
打印[估计]