Learning chaotic dynamics under noise with on-line EM algorithm

被引:0
|
作者
Yoshida, Wako [1 ]
Ishii, Shin [1 ,2 ]
Sato, Masa-Aki [2 ]
机构
[1] Graduate School of Information Science, Nara Institute of Science and Technology, Ikoma, 630-0101, Japan
[2] ATR Human Information Processing Research Laboratories, Kyoto, 619-0288, Japan
基金
瑞士国家科学基金会;
关键词
Algorithms - Learning systems - Neural networks - Online systems - Spurious signal noise;
D O I
10.1002/1520-6440(200106)84:63.0.CO;2-7
中图分类号
学科分类号
摘要
In this article, we discuss the learning of chaotic dynamics by using a normalized Gaussian network (NGnet). The NGnet is trained by an on-line EM algorithm in order to learn the vector field of the chaotic dynamics. We also investigate the robustness of our approach to two kinds of noise processes: system noise and observation noise. It is shown that the trained NGnet is able to reproduce a chaotic attractor, even under the two kinds of noise. The trained NGnet also shows good prediction performance. When only part of the dynamical variables are observed, the NGnet is trained to learn the vector field in the delay coordinate space. It is shown that the chaotic dynamics is able to be learned with this method under the two kinds of noise. © 2001 Scripta Technica.
引用
收藏
页码:23 / 31
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