w 2 (i) w 3 (i) -1 资讯工程所医学影像处理实验室.ppt

Chapter 3Single-Layer Perceptrons Adaptive Filter Problem 在動態系統(dynamic system)中，其數學特徵是未知的，在系統中我們所知道的只有一組由系統產生的labeled input-output data. 也就是說，當一個m-dimension的輸入x(i)輸入到系統中，系統會產生對應的輸出d(i) 。 因此系統的外部行為可表示成 Adaptive Filter Problem (cont.) 問題在於如何設計一多輸入單一輸出的模型？ The neural model operates under the influence of an algorithm that controls necessary adjustments to the synaptic weights of the neuron. The algorithm starts from an arbitrary setting of the neuron’s synaptic weights. Adjustments to the synaptic weights, in response to statistical variations in the system’s behavior, are made on a continuous basis. Computations of adjustments to the synaptic weights are completed inside a time interval that is one sampling period long. Adaptive model consists of two continuous processes Filtering process, which involves the computation of two signals. An output, and an error signal Adaptive process Automatic adjustment of the synaptic weights of the neuron in accordance with the error signal e(i). Adaptive Filter Problem (cont.) The output y(i) is the same as the induced local field v(i) Eq(3.2)可表示成向量的內積形式where The neuron’s output y(i) is compared to the corresponding output d(i) Unconstrained Optimization Techniques 若一成本函數(cost function)E(w)對權重向量w是連續可微，則adaptive filtering algorithm的目的在於選擇一權重向量w，具有最小的成本。 若最佳的權重向量為w*，則須滿足 Minimize the cost function E (w) with respect to the weight vector w. The necessary condition for optimality iswhere gradient operator isthe gradient vector of the cost function is Unconstrained Optimization Techniques Local iterative descent Starting with an initial guess denoted by w(0), generate a sequence of weight vectors w(1), w(2),…,such that the cost function E(w) is reduced at each iteration of the algorithmwhere w(n) is the old value of the weight vector and w(n+1) is its updated value. We hope that the algorithm will eventually converge onto the optimal solution w*. Method of steepest Descent The successive adjustments applied to the w