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An information theoretic approach to neural network based system identification

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1 Author(s)
Chernyshov, K.R. ; V.A. Trapeznikov Inst. of Control Sci., Moscow

The paper presents an approach to system identification of input/output mappings of non-linear stochastic systems in accordance to an information-theoretic criterion. At that, a parameterized description of the system under study is utilized combined with a corresponding technique of estimation of the mutual information (in the Shannon sense), leading, finally, to a problem of the finite dimensional optimization. Solving the latter is based on applying ideas of papers on using neural networks within problems of optimization of continuous functions.

Published in:

Control and Communications, 2009. SIBCON 2009. International Siberian Conference on

Date of Conference:

27-28 March 2009