In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the co...In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the convergence of this algorithm is theoretically discussed, and a sufficient condition for the convergence criterion of the orthogonal procedure is given. According to this condition, the recursive algorithm is convergent to model wavelet A- = （1, α1,..., αq）.展开更多
A new recursive algorithm of multi variable time varying AR model is proposed. By changing the form of AR model, the parameter estimation can be regarded as state estimation of state equations. Then the Kalman filte...A new recursive algorithm of multi variable time varying AR model is proposed. By changing the form of AR model, the parameter estimation can be regarded as state estimation of state equations. Then the Kalman filter is used to estimate the variation of展开更多
This paper presents a Markov random field （MRP） approach to estimating and sampling the probability distribution in populations of solutions. The approach is used to define a class of algorithms under the general he...This paper presents a Markov random field （MRP） approach to estimating and sampling the probability distribution in populations of solutions. The approach is used to define a class of algorithms under the general heading distribution estimation using Markov random fields （DEUM）. DEUM is a subclass of estimation of distribution algorithms （EDAs） where interaction between solution variables is represented as an undirected graph and the joint probability of a solution is factorized as a Gibbs distribution derived from the structure of the graph. The focus of this paper will be on describing the three main characteristics of DEUM framework, which distinguishes it from the traditional EDA. They are： 1） use of MRF models, 2） fitness modeling approach to estimating the parameter of the model and 3） Monte Carlo approach to sampling from the model.展开更多
基金Project supported by Scientific Research Fund of Chongqing Municipal Education Commission (kj0604-16)
文摘In this article, the problem on the estimation of the convolution model parameters is considered. The recursive algorithm for estimating model parameters is introduced from the orthogonal procedure of the data, the convergence of this algorithm is theoretically discussed, and a sufficient condition for the convergence criterion of the orthogonal procedure is given. According to this condition, the recursive algorithm is convergent to model wavelet A- = （1, α1,..., αq）.
文摘A new recursive algorithm of multi variable time varying AR model is proposed. By changing the form of AR model, the parameter estimation can be regarded as state estimation of state equations. Then the Kalman filter is used to estimate the variation of
文摘This paper presents a Markov random field （MRP） approach to estimating and sampling the probability distribution in populations of solutions. The approach is used to define a class of algorithms under the general heading distribution estimation using Markov random fields （DEUM）. DEUM is a subclass of estimation of distribution algorithms （EDAs） where interaction between solution variables is represented as an undirected graph and the joint probability of a solution is factorized as a Gibbs distribution derived from the structure of the graph. The focus of this paper will be on describing the three main characteristics of DEUM framework, which distinguishes it from the traditional EDA. They are： 1） use of MRF models, 2） fitness modeling approach to estimating the parameter of the model and 3） Monte Carlo approach to sampling from the model.
