Some Properties of Nonlinear MAP Estimation by Simulated Annealing
نویسنده
چکیده
A Simulated Annealing method is presented for the solution of nonlinear time series estimation problems, by maximization of the a Posteriori Likelihood function. Homogeneous temperature annealing is proposed for smoothing problems and inhomogeneous temperature annealing for filtering problems. Both methods of annealing guarantee convergence to the Maximum A Posteriori Likelihood (MAP) estimate. Entropy change with temperature provides a heuristic evaluation of speed of convergence.
منابع مشابه
Blind Separation of Sources using Density Estimation and Sim - ulated Annealing
This paper presents a new adaptive blind separation of sources (BSS) method for linear and non-linear mixtures. The sources are assumed to be statistically independent with non-uniform and symmetrical PDF. The algorithm is based on both simulated annealing and density estimation methods using a neural network. Considering the properties of the vectorial spaces of sources and mixtures, and using...
متن کاملComparative Study of Optimization Methods for Estimation of Sea Surface Temperature and Ocean Wind with Microwave Radiometer Data
Comparative study of optimization methods for estimation sea surface temperature and ocean wind with microwave radiometer data is conducted. The well known mesh method (Grid Search Method: GSM), regressive method, and simulated annealing method are compared. Surface emissivity is estimated with the simulated annealing and compared to the well known Thomas T. Wilheit model based emissivity. On t...
متن کاملEstimation of Software Reliability by Sequential Testing with Simulated Annealing of Mean Field Approximation
Various problems of combinatorial optimization and permutation can be solved with neural network optimization. The problem of estimating the software reliability can be solved with the optimization of failed components to its minimum value. Various solutions of the problem of estimating the software reliability have been given. These solutions are exact and heuristic, but all the exact approach...
متن کاملA Heuristic Algorithm for Nonlinear Lexicography Goal Programming with an Efficient Initial Solution
In this paper, a heuristic algorithm is proposed in order to solve a nonlinear lexicography goal programming (NLGP) by using an efficient initial point. Some numerical experiments showed that the search quality by the proposed heuristic in a multiple objectives problem depends on the initial point features, so in the proposed approach the initial point is retrieved by Data Envelopment Analysis...
متن کاملControlling Chaos by an Improved Estimation of Distribution Algorithm
Control and synchronization of chaotic systems are important issues in nonlinear sciences. This paper proposes an effective estimation of distribution algorithm (EDA)-based memetic algorithm (MA) to direct the orbits of discrete chaotic dynamical systems as well as to synchronize chaotic systems, which could be formulated as complex multi-modal numerical optimization problems. In EDA-based MA (...
متن کامل