Gauss--Hermite Quadrature for Gaussian-Mixture Entropy with an Action-Space Hermite Surrogate

📅 2026-08-20
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🤖 AI Summary
本文提出了一种高斯-埃尔米特求积方法来数值近似计算高斯混合分布的微分熵,并在连续动作优化中引入了基于埃尔米特多项式的替代模型,以提高雷达指向性能。
📝 Abstract
Gaussian distributions are used to model uncertainty in signals and states, and Gaussian mixtures are often used when the underlying distribution is multimodal. Unlike a single Gaussian, a Gaussian mixture generally has no closed-form expression for differential entropy and therefore requires numerical approximation. We propose a Gauss--Hermite quadrature method for evaluating Gaussian mixture differential entropy. The quadrature order controls the numerical resolution of the approximation. The method is evaluated on one- and two-dimensional Gaussian mixture benchmarks against Taylor approximations, analytic entropy bounds, and numerical integration references. For repeated optimization over continuous actions, we also propose a Hermite polynomial surrogate in action space. In a radar pointing benchmark, its second-order form achieves substantially lower surrogate error and optimizer regret than a second-order Taylor surrogate based on local derivatives at the nominal action, while both methods use nine direct objective evaluations per replanning step. The Hermite surrogate also improves pointing performance in the tested benchmark.
Problem

Research questions and friction points this paper is trying to address.

Gaussian Mixture
Differential Entropy
Numerical Approximation
Hermite Polynomial Surrogate
Innovation

Methods, ideas, or system contributions that make the work stand out.

Gauss--Hermite Quadrature
Gaussian Mixture Entropy
Hermite Surrogate
Action Space Optimization
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J
Jae Wan Shim
1Extreme Materials Research Center, Korea Institute of Science and Technology, 5 Hwarang-ro 14-gil, Seongbuk, Seoul, 02792, Republic of Korea; 2Climate and Environmental Research Institute, Korea Institute of Science and Technology, 5 Hwarang-ro 14-gil, Seongbuk, Seoul, 02792, Republic of Korea; 3Division of AI-Robotics, KIST Campus, University of Science and Technology, 5 Hwarang-ro 14-gil, Seongbuk, Seoul, 02792, Republic of Korea