A new heuristic approach for minimizing possibly nonlinear and non-differentiable continuous space functions is presented. By means of an extensive testbed it is demonstrated that the new method converges faster and with more certainty than many other acclaimed global optimization methods. The new method requires few control variables, is robust, easy to use, and lends itself very well to parallel computation.

/pdf/differential-evolution-a-simple-and-efficient-heuristic-for-4vrb5o5ldc.pdf

Differential Evolution – A Simple and Efficient Heuristic for Global Optimization over Continuous Spaces

In the choice of an estimator for the spectrum of a stationary time series from a finite sample of the process, the problems of bias control and consistency, or "smoothing," are dominant. In this paper we present a new method based on a "local" eigenexpansion to estimate the spectrum in terms of the solution of an integral equation. Computationally this method is equivalent to using the weishted average of a series of direct-spectrum estimates based on orthogonal data windows (discrete prolate spheroidal sequences) to treat both the bias and smoothing problems. Some of the attractive features of this estimate are: there are no arbitrary windows; it is a small sample theory; it is consistent; it provides an analysis-of-variance test for line components; and it has high resolution. We also show relations of this estimate to maximum-likelihood estimates, show that the estimation capacity of the estimate is high, and show applications to coherence and polyspectrum estimates.

Spectrum estimation and harmonic analysis

A summary of many of the new techniques developed in the last two decades for spectrum analysis of discrete time series is presented in this tutorial. An examination of the underlying time series model assumed by each technique serves as the common basis for understanding the differences among the various spectrum analysis approaches. Techniques discussed include the classical periodogram, classical Blackman-Tukey, autoregressive (maximum entropy), moving average, autotegressive-moving average, maximum likelihood, Prony, and Pisarenko methods. A summary table in the text provides a concise overview for all methods, including key references and appropriate equations for computation of each spectral estimate.

Spectrum analysis&#8212;A modern perspective

A new heuristic approach for minimizing possibly nonlinear and non differentiable continuous space functions is presented. By means of an extensive testbed, which includes the De Jong functions, it will be demonstrated that the new method converges faster and with more certainty than Adaptive Simulated Annealing as well as the Annealed Nelder&Mead approach, both of which have a reputation for being very powerful. The new method requires few control variables, is robust, easy to use and lends itself very well to parallel computation. ________________________________________ 1)International Computer Science Institute, 1947 Center Street, Berkeley, CA 94704-1198, Suite 600, Fax: 510-643-7684. E-mail: storn@icsi.berkeley.edu. On leave from Siemens AG, ZFE T SN 2, OttoHahn-Ring 6, D-81739 Muenchen, Germany. Fax: 01149-636-44577, Email:rainer.storn@zfe.siemens.de. 2)836 Owl Circle, Vacaville, CA 95687, kprice@solano.community.net.

https://cis.poly.edu/~mleung/CS909/s04/Storn95-012.pdf

Differential Evolution - A simple and efficient adaptive scheme for global optimization over continuous spaces

The article introduces digital image restoration to the reader who is just beginning in this field, and provides a review and analysis for the reader who may already be well-versed in image restoration. The perspective on the topic is one that comes primarily from work done in the field of signal processing. Thus, many of the techniques and works cited relate to classical signal processing approaches to estimation theory, filtering, and numerical analysis. In particular, the emphasis is placed primarily on digital image restoration algorithms that grow out of an area known as "regularized least squares" methods. It should be noted, however, that digital image restoration is a very broad field, as we discuss, and thus contains many other successful approaches that have been developed from different perspectives, such as optics, astronomy, and medical imaging, just to name a few. In the process of reviewing this topic, we address a number of very important issues in this field that are not typically discussed in the technical literature.

Digital Image Restoration

sprightly style and is interesting from cover to cover. The comments, critiques, and summaries that accompany the chapters are very helpful in crystalizing the ideas and answering questions that may arise, particularly to the self-learner. The transparency in the presentation of the material in the book equips the reader to proceed quickly to a wealth of problems included at the end of each chapter. These problems ranging from elementary to research-level are very valuable in that a solid working knowledge of the invariant imbedding techniques is acquired as well as good insight in attacking problems in various applied areas. Furthermore, a useful selection of references is given at the end of each chapter. This book may not appeal to those mathematicians who are interested primarily in the sophistication of mathematical theory, because the authors have deliberately avoided all pseudo-sophistication in attaining transparency of exposition. Precisely for the same reason the majority of the intended readers who are applications-oriented and are eager to use the techniques quickly in their own fields will welcome and appreciate the efforts put into writing this book. From a purely mathematical point of view, some of the invariant imbedding results may be considered to be generalizations of the classical theory of first-order partial differential equations, and a part of the analysis of invariant imbedding is still at a somewhat heuristic stage despite successes in many computational applications. However, those who are concerned with mathematical rigor will find opportunities to explore the foundations of the invariant imbedding method. In conclusion, let me quote the following: "What is the best method to obtain the solution to a problem'? The answer is, any way that works." (Richard P. Feyman, Engineering and Science, March 1965, Vol. XXVIII, no. 6, p. 9.) In this well-written book, Bellman and Wing have indeed accomplished the task of introducing the simplicity of the invariant imbedding method to tackle various problems of interest to engineers, physicists, applied mathematicians, and numerical analysts.

Theory and application of digital signal processing

Digital spectral analysis

It is argued that several computation procedures commonly used in spectrum estimation are contrary to the basic idioms of statistical analysis.

Comments on modern methods for spectrum estimation

On the smoothed periodogram method for spectrum estimation

This letter discusses the relation between Nuttall and Carter's lag reshaping method for spectral estimation without tapering and overlapping, and earlier methods with similar aims.

https://ieeexplore.ieee.org/iel5/5/31324/01456894.pdf

C. K. Yuen

Papers

Theory and application of digital signal processing

Digital spectral analysis

Comments on modern methods for spectrum estimation

On the smoothed periodogram method for spectrum estimation

Comments on "Spectral estimation using combined time and lag weighting"