Helmholtz Machine Evolutionary Algorithm Based on Kalman Filter

On the basis of information fusion, an Evolutionary Algorithm based on Helrnholtz Machine and Kalman Filter (KFHMEA) is proposed. In KFHMEA, the population is divided into several sub-populations and Helmholtz machine is used to estimate the state of each sub-population. Then the information of these states is fused using a Kalman filter, and the fused information is feed back to the sub-populations. Experimental results demonstrate that KFHMEA outperforms HMEA in the stability and global search ability.