Identification of Dynamical Systems Using GMM with VQ Initialization


We are using Gaussian Mixture Models (GMM) as a tool to construct local mappings of nonlinear Multi-Input Multi-Output (MIMO) systems. In this work we combine the advantages of GMM with the Kalman filter. To improve the accuracy of the local linear mappings in a potentially large dimensional state space, we propose to initialize the GMM parameters with… (More)


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@inproceedings{Lan2003IdentificationOD, title={Identification of Dynamical Systems Using GMM with VQ Initialization}, author={Jing Lan and Jos{\'e} Carlos Pr{\'i}ncipe and Adilson E. Motter}, year={2003} }