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Helmholtz Machine Evolutionary Algorithm Based on Kalman Filter
基于Kalman滤波的Helmholtz机进化算法

Keywords: Evolutionary computation,Estimation of distribution algorithm,Kalman filter,Information fusion,Helmholtz machine
进化计算
,分布估计算法,Kalman滤波,信息融合,Helmholtz机

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Abstract:

On the basis of information fusion, an Evolutionary Algorithm based on Helrnholtz Machine and Kalman Filter (KFHMEA) is proposed. In KFHMEA, the population is divided into several sub-populations and Helmholtz machine is used to estimate the state of each sub-population. Then the information of these states is fused using a Kalman filter, and the fused information is feed back to the sub-populations. Experimental results demonstrate that KFHMEA outperforms HMEA in the stability and global search ability.

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