Truncated Moment Problem for Dirac Mixture Densities with Entropy Regularization
Systems and Control
2014-09-01 v1
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.
Cite
@article{arxiv.1408.7083,
title = {Truncated Moment Problem for Dirac Mixture Densities with Entropy Regularization},
author = {Uwe D. Hanebeck},
journal= {arXiv preprint arXiv:1408.7083},
year = {2014}
}
Comments
18 pages, 6 figures