A genetic algorithm technique for the approximation of nonlinear transfer functions is proposed in this paper. It is shown that the GA approximation method gives better accuracy than the classical Chebyshev approximation, which is sometimes considered to be the best one on the minimax criterion. Application of this technique to behavioral-level simulation is also discussed. Keywords– genetic al...

The application of the genetic algorithm to the approximation of nonlinear transfer functions is considered. It is shown that the GA approximation method gives better accuracy than the classical Chebyshev approximation, which is sometimes considered to be the best available method for the minimax criterion. Other advantages of the proposed method include the ability to carry out a global search...

This pa per suggests a simple valuation method based on Chebyshev approximation at Chebyshev nodes to value American put options. It is similar to the approach taken in Sullivan (2000), where the option`s continuation region function is estimated by using a Chebyshev polynomial. However, in contrast to Sullivan (2000), the functional is fitted by using Chebyshev nodes. The suggested method is f...

Since the real coefficients of a FIR filter with arbitrary complex-valued desired frequency responses are neither symmetric nor antisymmetric, the Remez exchange algorithm cannot be applied directly. The problem can be solved by dividing the original complex approximation into two real ones such that the Remez exchange algorithm can be applied by slightly modifying the Parks McClellan program. ...

The problem of calculating the best approximating straight line--in the sense of Chebyshev--to a finite set of points in R" is considered. Firstand second-order optimality conditions are derived and analysed. Lipschitz optimization techniques can be used to find a global minimizer.

This pa per suggests a simple method based on Chebyshev approximation at Chebyshev nodes to approximate partial differential equations. The methodology simply consists in determining the value function by using a set of nodes and basis functions. We provide two examples. Pricing an European option and determining the best policy for chatting down a machinery. The suggested method is flexible, e...

We present approximation kernels for orthogonal expansions with respect to Bernstein-Szegö polynomials. The construction is derived from known results for Chebyshev polynomials of the first kind and does not pose any restrictions on the Bernstein-Szegö polynomials.

This paper considers a problem of Chebyshev approximation by interpolating rationals. Examples are given which show that best approximations may not exist. Sufficient conditions for existence are established, some of which can easily be checked in practice. Illustrative examples are also presented.

Best L1 approximations of the Heaviside function in Chebyshev and weak-Chebyshev spaces has a Gibbs phenomenon. It has been shown in the nineties for the trigonometric polynomial [1] and polygonal line cases [2]. By mean of recent results of characterization of best L1 approximation in Chebyshev and weak-Chebyshev spaces [3] that we recall, this Gibbs phenomenon can also be evidenced in the pol...

The paper is concerned with the Chebyshev approximation of decay-type functions /(x) by interpolating rationals. The interpolating points are chosen to be the zeros of j(x). Existence, uniqueness and characterization of best approximations are first shown. An exchange algorithm is then described for computing the best approximation.