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Truncated Moment Problem for Dirac Mixture Densities with Entropy Regularization

Hanebeck, Uwe D.

Abstract:
We assume that a finite set of moments of a random vector is given. Its underlying density is unknown. An algorithm is proposed for efficiently calculating Dirac mixture densities maintaining these moments while providing a homogeneous coverage of the state space.

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Zugehörige Institution(en) am KIT Institut für Anthropomatik und Robotik (IAR)
Publikationstyp Forschungsbericht/Preprint
Publikationsdatum 29.08.2014
Sprache Englisch
Identifikator KITopen-ID: 1000120231
Umfang 18 S.
Nachgewiesen in arXiv
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