An algorithm for the estimation of stochastic processes in a neural system is presented. This process is defined here as the continuous stochastic process reflecting the dynamics of the neural system which has some inputs and generates output spike trains. The algorithm proposed here is to identify
Identification and estimation algorithm for stochastic neural system. II
โ Scribed by Mitsuyuki Nakao; Ken-ichi Hara; Masayuki Kimura; Risaburo Sato
- Publisher
- Springer-Verlag
- Year
- 1985
- Tongue
- English
- Weight
- 662 KB
- Volume
- 52
- Category
- Article
- ISSN
- 0340-1200
No coin nor oath required. For personal study only.
โฆ Synopsis
The algorithm for identifying the stochastic neural system and estimating the system process which reflects the dynamics of the neural network are presented in this paper. The analogous algorithm has been proposed in our preceding paper (Nakao et al., 1984), which was based on the randomly missed observations of a system process only. Since the previous algorithm mentioned above was subject to an unfavorable effect of consecutively missed observations, to reduce such an effect the algorithm proposed here is designed additionally to observe an intensity process in a neural spike train as the information for the estimation. The algorithm is constructed with the extended Kalman filters because it is naturally expected that a nonlinear and time variant structure is necessary for the filters to realize the observation of an intensity process by means of mapping from a system process to an intensity process. The performance of the algorithm is examined by applying it to some artificial neural systems and also to cat's visual nervous systems. The results in these applications are thought to prove the effectiveness of the algorithm proposed here and its superiority to the algorithm proposed previously.
๐ SIMILAR VOLUMES
This paper studies the convergence of the stochastic gradient identification algorithm of multi-input multi-output ARX-like systems (i.e., multivariable ARX-like systems) by using the stochastic martingale theory. This ARX-like model contains a characteristic polynomial and differs from the conventi