A method of multivariable Hermite basis function approximation

  • Authors:
  • Bartlomiej Beliczynski

  • Affiliations:
  • Warsaw University of Technology, Institute of Control and Industrial Electronics, ul. Koszykowa 75, 00-662 Warszawa, Poland

  • Venue:
  • Neurocomputing
  • Year:
  • 2012

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Abstract

A method of multivariable (multivariate) Hermite function based approximation is presented and discussed. The multivariable basis is constructed as a product of one-variable Hermite functions with adjustable scaling parameters. Thanks basis orthonormality, the approximated function expansion coefficients are calculated by using explicit, non-search formulae. The scaling parameters are determined via a search algorithm. Initially, an excessive number of functions in the basis is calculated, then a simple pruning method is applied. Only those are taken which contribute the most to error decrease, down to a desired level. The method ensures a very good generalization property. This claim is supported by both theoretical considerations and working examples.