An error-entropy minimization algorithm for supervised training ofnonlinear adaptive systems |
| |
Authors: | Erdogmus D. Principe J.C. |
| |
Affiliation: | Computational NeuroEngineering Lab., Florida Univ., Gainesville, FL; |
| |
Abstract: | The paper investigates error-entropy-minimization in adaptive systems training. We prove the equivalence between minimization of error's Renyi (1970) entropy of order α and minimization of a Csiszar (1981) distance measure between the densities of desired and system outputs. A nonparametric estimator for Renyi's entropy is presented, and it is shown that the global minimum of this estimator is the same as the actual entropy. The performance of the error-entropy-minimization criterion is compared with mean-square-error-minimization in the short-term prediction of a chaotic time series and in nonlinear system identification |
| |
Keywords: | |
|
|