Advertisement

Initial Description of Multi-Modal Dynamic Models

  • Miroslav Kárný
  • Petr Nedoma
  • Ivan Nagy
  • Markéta Valečková

Abstract

Multiple models, neural networks, cluster analysis and probabilistic mixtures are prominent examples of situations when complex multi-modal models [1] are built using vast amount of data. Complexity and non-unicity of modified situation imply that resulting description depends heavily on the initial phase of search. The safest repetitive purely random search is mostly inhibited by computational complexity of the addressed task. For this reasons, various techniques have been designed. None of them, to our best knowledge, suits to cases when dynamic models are constructed. The paper describes a novel technique that fills this gap in a promising way. Essentially, the trial description is gradually split whenever there is possibility that a unimodal sub-model hides more modes.

Keywords

Random Search Little Square Estimate Recursive Little Square Normal Mixture Probabilistic Mixture 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. [1]
    R. Murray-Smith and T. Johansen, Multiple Model Approaches to Modelling and Control. London: Taylor & Francis, 1997.Google Scholar
  2. [2]
    V. Peterka, “Bayesian system identification” in Trends and Progress in System Identification (P. Eykhoff), Oxford: Pergamon Press, 1981.Google Scholar
  3. [3]
    M. Kàrný, et al, “Quasi-Bayes estimation applied to normal mixture” in 3rd IEEE Workshop CMP (J. Rojicek et al), UTIA, 1998.Google Scholar
  4. [4]
    S. Kullback and R. Leibier, “On information and sufficiency” Annals of Mathematical Statistics, vol. 22, 1951Google Scholar

Copyright information

© Springer-Verlag Wien 2001

Authors and Affiliations

  • Miroslav Kárný
  • Petr Nedoma
  • Ivan Nagy
  • Markéta Valečková
    • 1
  1. 1.ÚTIA, AV ČRPrague 8Czech Republic

Personalised recommendations