ADAPTIVE SPLIT-MERGE ALGORITHM FOR GAUSSIAN MIXTURE MODELS TO SOLVE THE KOLMOGOROV EQUATION

被引:0
|
作者
Vishwajeet, Kumar [1 ]
Singla, Puneet [1 ]
机构
[1] Univ Buffalo, Dept Mech & Aerosp Engn, Buffalo, NY 14260 USA
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关键词
POLYNOMIAL-CHAOS; STATE;
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暂无
中图分类号
V [航空、航天];
学科分类号
08 ; 0825 ;
摘要
Number of components in a Gaussian mixture model plays an important role in its accuracy and computational complexity. New adaptive split-merge technique is introduced in this paper based on the minimization of error in the solution of Fokker Planck Kolmogorov Equation. We also discuss the effect of splitting/merging of few components on the weights of other components. A single Gaussian component at initial time is split over time to account for the change in the probability density function of the states of the system.
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页码:977 / 988
页数:12
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