@inbook{c001dcd5066949639a5cbcc5c43e93a3,
title = "System identification based on online variational bayes method and its application to reinforcement learning",
abstract = "In this article, we present an on-line variational Bayes (VB) method for the identification of linear state space models. The learning algorithm is implemented as alternate maximization of an on-line free energy, which can be used for determining the dimension of the internal state. We also propose a reinforcement learning (RL) method using this system identification method. Our RL method is applied to a simple automatic control problem. The result shows that our method is able to determine correctly the dimension of the internal state and to acquire a good control, even in a partially observable environment.",
author = "Junichiro Yoshimoto and Shin Ishii and Sato, \{Masa Aki\}",
year = "2003",
doi = "10.1007/3-540-44989-2\_16",
language = "English",
isbn = "3540404082",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "123--131",
editor = "Okyay Kaynak and Ethem Alpaydin and Erkki Oja and Lei Xu",
booktitle = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
address = "Germany",
}