Sparse Bayesian Nonlinear System Identification Using Variational Inference

DOI10.1109/TAC.2018.2813004MaRDI QIDQ4562797zbMATH OpenDBLPWikidataFDO

Authors William R. Jacobs, Tara Baldacchino, Tony J. Dodd, Sean R. Anderson

Publication date 18 December 2018

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/TAC.2018.2813004

Mathematics Subject Classification ID

Bayesian inference (62F15) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Measures of information, entropy (94A17)

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Cited in

(14)

• Bayesian augmented Lagrangian algorithm for system identification
• On the use of sparse Bayesian learning-based polynomial chaos expansion for global reliability sensitivity analysis
• Sparse Bayesian deep learning for dynamic system identification
• Global sensitivity analysis: a Bayesian learning based polynomial chaos approach
• Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation
• Parameter estimation of nonlinear output error system under variational Bayesian method based on probabilistic graphical model
• The modified extended Kalman filter based recursive estimation for Wiener nonlinear systems with process noise and measurement noise
• A novel system identification algorithm for nonlinear Markov jump system
• Data augmentation-based statistical inference of diffusion processes
• An efficient two-stage algorithm for parameter identification of non-linear state-space models-based on Gaussian process regression
• A combined estimator for nonlinear system identification via LPV approximations
• A Bayesian transfer sparse identification method for nonlinear ARX systems
• Robust sparse identification of linear parameter-varying systems using variational Bayesian with spike-and-slab prior
• Identification for stable second-order nonlinear systems

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