Digital Signal Processing Reference
In-Depth Information
equilibrium. Accordingly, we propose the following modified ARE:
i = 1 E[
2 ]
(w
(
n
)
m i
)
ARE(MMSOM, SOM)
i
=
2 ] .
(11.78)
i = 1 E[
(w Mi (
n
)
m i )
From Equations 11.77 and 11.78, it is seen that the performance of SOM and
MMSOM with respect to the mean-squared estimation error is different for
small and large n . For large n , the dc-error dominates, and therefore the output
variance does not play any role. Therefore, all the conclusions drawn from the
analysis of bias are still valid: i.e., the MMSOM outperforms the linear SOM.
This is not the case for small n .Todemonstrate the role of output variance,
we evaluate Equation 11.78 for n
1.
First, let us consider the influence functions of the SOM weights. They are
given by
=
IF
(
x ;
w
1 ,F
) =
x [1
u s
(
x
T SOM
)
]
E[ x
|
x
∈ V
(
W
)
]
(11.79)
1
IF
(
x ;
w
2 ,F
) =
xu s
(
x
T SOM
)
E[ x
|
x
∈ V
(
W
)
] ,
(11.80)
2
where u s
(
x
)
is the unit-step function
1 f x
0
u s
(
x
) =
(11.81)
0
otherwise.
By applying Equation 11.75, we find
E[ x 2
2
i
V
(w i ,F
) =
|
x
∈ V i (
W
)
]
w
i
=
1 , 2
.
(11.82)
In the case of the Gaussian mixture model, for the first SOM weight and
T
=
T SOM ,weobtain
E[ x 2
|
x
∈ V
(
W
)
]
1
1
2 +
erf T
m 1 + σ
2 + (
1
m 1
=
1
)
F
(
T
)
σ
exp
2
1
2 +
erf T
m 2 + σ
T
2
m 2
2
1
2
m 1
×
(
m 1
+
T
)
σ
σ
exp
2
T
1
2
m 2
+ (
1
)(
m 2
+
T
)
.
(11.83)
σ
For the second SOM weight, we have
σ
] .
(11.84)
1
E[ x 2
2
m 1 + (
m 2
E[ x 2
|
x
∈ V
(
W
)
]
=
+
1
)
F
(
T
)
|
x
∈ V
(
W
)
2
1
1
F
(
T
)
Search WWH ::




Custom Search