Kalman extension of the genetic algorithm

Phillip D. Stroud · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 2000

In typical GA application, the fitness assigned to a chromosome-represented individual in the context of a specified environment takes a deterministic calculable value. In many problems of interest, the fitness of an individual is stochastic, and the environment changes in unpredictable ways. These two factors contribute to an uncertainty that can be associated with the estimated fitness of the individual.

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