文章基本信息

标题：Gauss process state-space model optimization algorithm with expectation maximization
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作者：Hongqiang Liu ; Haiyan Yang ; Tao Zhang 等
期刊名称：International Journal of Distributed Sensor Networks
印刷版ISSN：1550-1329
电子版ISSN：1550-1477
出版年度：2019
卷号：15
期号：7
页码：1
DOI：10.1177/1550147719862217
出版社：Hindawi Publishing Corporation
摘要：A Gauss process state-space model trained in a laboratory cannot accurately simulate a nonlinear system in a non-laboratory environment. To solve this problem, a novel Gauss process state-space model optimization algorithm is proposed by combining the expectation–maximization algorithm with the Gauss process Rauch–Tung–Striebel smoother algorithm, that is, the EM-GP-RTSS algorithm. First, a theoretical formulation of the Gauss process state-space model is proposed, which is not found in previous references. Second, a Gauss process state-space model optimization framework with the expectation–maximization algorithm is proposed. In the expectation–maximization algorithm, the unknown system state is considered as the lost data, and the maximization of measurement likelihood function is transformed into that of a conditional expectation function. Then, the Gauss process–assumed density filter algorithm and the Gauss process Rauch–Tung–Striebel smoother algorithm are proposed with the Gauss process state-space model defined in this article, in order to calculate the smoothed distribution in the conditional expectation function. Finally, the Monte Carlo numerical integral method is used to obtain the approximate expression of the conditional expectation function. The simulation results demonstrate that the Gauss process state-space model optimized by the EM-GP-RTSS can simulate the system in the non-laboratory environment better than the Gauss process state-space model trained in the laboratory, and can reach or exceed the estimation accuracy of the traditional state-space model.
关键词：Gauss process; state-space model; nonlinear dynamic system; expectation maximization algorithm; Gauss process Rauch–Tung–Striebel smoother
其他关键词：Gauss process ; state-space model ; nonlinear dynamic system ; expectation maximization algorithm ; Gauss process Rauch–Tung–Striebel smoother