论文标题
通过学习参数化词典重建延迟微分方程
Reconstruction of Delay Differential Equation via Learning Parameterized Dictionary
论文作者
论文摘要
本文介绍了稀疏表示建模方法的变体,该方法具有从采样数据中延迟微分方程重建的有希望的性能。在新方法中,针对传统扩展词典构建了候选函数的参数化词典。该参数化词典使用具有变量的函数来表示一系列函数。因此,它具有在连续函数空间中表达函数的能力,因此字典的尺寸可以呈指数下降。当需要精疲力尽的候选功能来构建适当的词典时,这一点尤其重要。延迟微分方程的重建是这样的情况,应将每个可能的延迟项目视为构造字典的基础,并且自然会引起维数的诅咒。相应地,参数化词典使用变量来对延迟项目进行建模,以使诅咒消失。基于参数化词典,然后重写重建问题并将其视为具有二进制和连续变量的混合成员非线性编程。据我们所知,这种优化问题很难用传统的数学方法解决,而新兴的进化计算则提供了竞争解决方案。因此,考虑了进化计算技术,并在本文中采用了一种典型的算法粒子群优化。实验在5个测试系统中进行,包括3个众所周知的混沌延迟微分方程,例如Mackey-Glass系统。实验结果显示了新方法重建延迟微分方程的有效性。
This paper presents a variant of sparse representation modeling method, which has a promising performance of reconstruction of delay differential equation from sampling data. In the new method, a parameterized dictionary of candidate functions is constructed against the traditional expanded dictionary. The parameterized dictionary uses a function with variables to represent a series of functions. It accordingly has the ability to express functions in the continuous function space so that the dimension of the dictionary can be exponentially decreased. This is particularly important when an exhaustion of candidate functions is needed to construct appropriate dictionary. The reconstruction of delay differential equation is such the case that each possible delay item should be considered as the basis to construct the dictionary and this naturally induces the curse of dimensionality. Correspondingly, the parameterized dictionary uses a variable to model the delay item so the curse disappears. Based on the parameterized dictionary, the reconstruction problem is then rewritten and treated as a mixed-integer nonlinear programming with both binary and continuous variables. To the best of our knowledge, such optimization problem is hard to solve with the traditional mathematical methods while the emerging evolutionary computation provides competitive solutions. Hence, the evolutionary computation technique is considered and a typical algorithm named particle swarm optimization is adopted in this paper. Experiments are carried out in 5 test systems including 3 well-known chaotic delay differential equations such as Mackey-Glass system. The experiment result shows the effectiveness of the new method to reconstruct delay differential equation.