Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: kalman
See also: rICfil calibrIC ICerzsep

Macro: abinfonewton
Description: Auxiliary routine for rICfil: solves - if possible - by explicit integration and Newton-Algorithm E [|AX|^2 \min{1,b/|AX|}]=1, E [|AX|^2 \min{1,b^2/|AX|^2}]=(1+e)p for X ~ N_p (0,unit(p))

Usage: {A,b,ctrl}=abinfonewton(p,e,itmax,eps,A0,b0,aus)
Input:
p integer; dimension of X
e numeric; efficiency loss to attain;
itmax integer; maximal number of iterations
eps numeric; exactitude
A0 numeric; starting value for a
b0 numeric; starting value for b
aus integer; decides whether to write results on output [1] or not (else)
Output:
A numeric; Lagrange-Multiplyer to achieve Fisher-Consistency
b numeric; clipping height achieving e as rel. effiency loss
ctrl numeric; decides whether convergence "happened"

Note:

Example:
to be looked up in rICfil
Result:

Library: kalman
See also: rICfil calibrIC ICerzsep

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: P.Ruckdeschel 991010
(C) MD*TECH Method and Data Technologies, 17.8.2000