2 resultados para KL divergence

em Massachusetts Institute of Technology


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A foundational model of concurrency is developed in this thesis. We examine issues in the design of parallel systems and show why the actor model is suitable for exploiting large-scale parallelism. Concurrency in actors is constrained only by the availability of hardware resources and by the logical dependence inherent in the computation. Unlike dataflow and functional programming, however, actors are dynamically reconfigurable and can model shared resources with changing local state. Concurrency is spawned in actors using asynchronous message-passing, pipelining, and the dynamic creation of actors. This thesis deals with some central issues in distributed computing. Specifically, problems of divergence and deadlock are addressed. For example, actors permit dynamic deadlock detection and removal. The problem of divergence is contained because independent transactions can execute concurrently and potentially infinite processes are nevertheless available for interaction.

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This report examines how to estimate the parameters of a chaotic system given noisy observations of the state behavior of the system. Investigating parameter estimation for chaotic systems is interesting because of possible applications for high-precision measurement and for use in other signal processing, communication, and control applications involving chaotic systems. In this report, we examine theoretical issues regarding parameter estimation in chaotic systems and develop an efficient algorithm to perform parameter estimation. We discover two properties that are helpful for performing parameter estimation on non-structurally stable systems. First, it turns out that most data in a time series of state observations contribute very little information about the underlying parameters of a system, while a few sections of data may be extraordinarily sensitive to parameter changes. Second, for one-parameter families of systems, we demonstrate that there is often a preferred direction in parameter space governing how easily trajectories of one system can "shadow'" trajectories of nearby systems. This asymmetry of shadowing behavior in parameter space is proved for certain families of maps of the interval. Numerical evidence indicates that similar results may be true for a wide variety of other systems. Using the two properties cited above, we devise an algorithm for performing parameter estimation. Standard parameter estimation techniques such as the extended Kalman filter perform poorly on chaotic systems because of divergence problems. The proposed algorithm achieves accuracies several orders of magnitude better than the Kalman filter and has good convergence properties for large data sets.