Density Gaussian Mixture Model Research Articles

Meta model-based and cross entropy-based importance sampling algorithms for efficiently solving system failure probability function

The multi-mode system failure probability function (SFPF) can quantify how the distribution parameters of the random input vector affect the system safety and decouple the system reliability-based design optimization model. However, for a problem with a time-consuming implicit performance function and rare failure domain, efficiently solving the SFPF remains significantly challenging. Therefore, in this study, two efficient algorithms are proposed, namely, the meta model-based importance sampling and cross entropy-based importance sampling. The contributions of this study are twofold. The first is constructing a single-loop optimal importance sampling density (SL-OISD) method to decouple the double-loop framework for analyzing the SFPF. The second is establishing two methods to efficiently approximate the SL-OISD and complete the SFPF estimation. The first method is based on the meta model of the system performance function, which is abbreviated as SL-Meta-IS. The second method is based on minimizing the cross entropy between the Gaussian mixture density model and SL-OISD, which is abbreviated as SL-CE-IS. To reduce the number of evaluating the system performance function when approximating the SL-OISD, sampling the SL-OISD, and identifying the state of the samples for completing the SFPF estimation, an adaptive Kriging model of the system performance function is introduced into SL-Meta-IS and SL-CE-IS. Owing to decoupling the double-loop framework into a single-loop framework, replacing the time-consuming system performance function with the economic Kriging model, and employing importance sampling variance reduction techniques to address issues related to the rare failure domain, the proposed SL-Meta-IS and SL-CE-IS methods greatly enhance the efficiency of SFPF estimations. The numerical and practical examples demonstrate that the two proposed methods are superior to the existing algorithms; moreover, the efficiency of SL-CE-IS is higher than that of SL-Meta-IS.

An Improved Gaussian Mixture CKF Algorithm under Non-Gaussian Observation Noise

In order to solve the problems that the weight of Gaussian components of Gaussian mixture filter remains constant during the time update stage, an improved Gaussian Mixture Cubature Kalman Filter (IGMCKF) algorithm is designed by combining a Gaussian mixture density model with a CKF for target tracking. The algorithm adopts Gaussian mixture density function to approximately estimate the observation noise. The observation models based on Mini RadaScan for target tracking on offing are introduced, and the observation noise is modelled as glint noise. The Gaussian components are predicted and updated using CKF. A cost function is designed by integral square difference to update the weight of Gaussian components on the time update stage. Based on comparison experiments of constant angular velocity model and maneuver model with different algorithms, the proposed algorithm has the advantages of fast tracking response and high estimation precision, and the computation time should satisfy real-time target tracking requirements.

Joint entropy maximization in kernel-based topographic maps.

A new learning algorithm for kernel-based topographic map formation is introduced. The kernel parameters are adjusted individually so as to maximize the joint entropy of the kernel outputs. This is done by maximizing the differential entropies of the individual kernel outputs, given that the map's output redundancy, due to the kernel overlap, needs to be minimized. The latter is achieved by minimizing the mutual information between the kernel outputs. As a kernel, the (radial) incomplete gamma distribution is taken since, for a gaussian input density, the differential entropy of the kernel output will be maximal. Since the theoretically optimal joint entropy performance can be derived for the case of nonoverlapping gaussian mixture densities, a new clustering algorithm is suggested that uses this optimum as its "null" distribution. Finally, it is shown that the learning algorithm is similar to one that performs stochastic gradient descent on the Kullback-Leibler divergence for a heteroskedastic gaussian mixture density model.

Kernel-based topographic map formation by local density modeling.

We introduce a new learning algorithm for kernel-based topographic map formation. The algorithm generates a gaussian mixture density model by individually adapting the gaussian kernels' centers and radii to the assumed gaussian local input densities.

Channel identification and signal spectrum estimation for robust automatic speech recognition

A feature estimation technique is proposed for speech signals that are corrupted by both additive and convolutive noises via combining channel identification with power spectrum estimation. A correlation-matching algorithm is developed for channel identification, and a Gaussian mixture density model of speech DFT spectra is formulated for estimation of speech power spectra. Cepstral features of speech are calculated from the estimated power spectra. Using the proposed method, significantly improved accuracy was achieved on speaker-independent continuous speech recognition where the speech data were corrupted by a simulated linear distortion channel and additive white noise.