Online Bayesian inference and learning of Gaussian-process state-space models

DOI10.1016/J.AUTOMATICA.2021.109613MaRDI QIDQ2665113zbMATH OpenOpenAlexFDO

Authors Karl Berntorp

Publication date 18 November 2021

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2021.109613

zbMATH Keywords

Bayesian learningGaussian processesMonte Carlo methodsnonlinear modelssystem identification

Mathematics Subject Classification ID

Bayesian inference (62F15) System identification (93B30) Nonlinear systems in control theory (93C10)

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Cites work

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Cited in

(12)

• Online model learning of buildings using stochastic hybrid systems based on Gaussian processes
• Online learning of both state and dynamics using ensemble Kalman filters
• Online inference with multi-modal likelihood functions
• A flexible state-space model for learning nonlinear dynamical systems
• Markov chain Monte Carlo based adaptive Rauch-Tung-Striebel smoother
• Online model selection based on the variational Bayes
• scientific article; zbMATH DE number 2033139 (Why is no real title available?)
• Strongly consistent online forecasting of centered Gaussian processes
• Estimation of dual‐mode nonlinear stochastic systems with unknown parameters
• An LMI framework for contraction-based nonlinear control design by derivatives of Gaussian process regression
• Approximate Gaussian variance inference for state-space models
• Tensor network square root Kalman filter for online Gaussian process regression

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