49724

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Constructing a Symmetric Tsallis Divergence as a System Identification Criterion

Электронная публикация: 

Да

ISBN/ISSN: 

2405-8963

DOI: 

10.1016/j.ifacol.2018.11.480

Наименование источника: 

  • IFAC-PapersOnLine

Обозначение и номер тома: 

Vol. 51, No. 32

Город: 

  • Amsterdam

Издательство: 

  • Elsevier

Год издания: 

2018

Страницы: 

550-555
Аннотация
In spite of the system identification, as (in accordance to L. Ljung (2010)) a science and art of constructing mathematical models via sample data, is a polyhedral process, selecting an identification criterion within an identification problem statement is a constituent part requiring both accounting its adequacy to the data available and practical suitability of implementation. The paper presents an approach to the identification of input/output mappings of stochastic systems in accordance to information-theoretic criteria that are derived by constructing a symmetric divergence measure based on Tsallis entropy of an arbitrary order. Meanwhile, a parameterized description of the system under study is utilized combined with a corresponding technique of estimation of the mutual information constructed by use of Tsallis entropy. This leads, finally, to a problem of the finite dimensional optimization to be solved by a suitable technique.

Библиографическая ссылка: 

Чернышев К.Р. Constructing a Symmetric Tsallis Divergence as a System Identification Criterion // IFAC-PapersOnLine. 2018. Vol. 51, No. 32. С. 550-555.