Gaussian process approach for modelling of nonlinear systems

2009 ◽  
Vol 22 (4-5) ◽  
pp. 522-533 ◽  
Author(s):  
Gregor Gregorčič ◽  
Gordon Lightbody
2014 ◽  
Vol 134 (11) ◽  
pp. 1708-1715
Author(s):  
Tomohiro Hachino ◽  
Kazuhiro Matsushita ◽  
Hitoshi Takata ◽  
Seiji Fukushima ◽  
Yasutaka Igarashi

2019 ◽  
Vol 87 ◽  
pp. 17-28 ◽  
Author(s):  
Ping Li ◽  
Songcan Chen

Vibration ◽  
2020 ◽  
Vol 3 (3) ◽  
pp. 281-303
Author(s):  
Timothy J. Rogers ◽  
Keith Worden ◽  
Elizabeth J. Cross

This work suggests a solution for joint input-state estimation for nonlinear systems. The task is to recover the internal states of a nonlinear oscillator, the displacement and velocity of the system, and the unmeasured external forces applied. To do this, a Gaussian process latent force model is developed for nonlinear systems. The model places a Gaussian process prior over the unknown input forces for the system, converts this into a state-space form and then augments the nonlinear system with these additional hidden states. To perform inference over this nonlinear state-space model a particle Gibbs approach is used combining a “Particle Gibbs with Ancestor Sampling” Markov kernel for the states and a Metropolis-Hastings update for the hyperparameters of the Gaussian process. This approach is shown to be effective in a numerical case study on a Duffing oscillator where the internal states and the unknown forcing are recovered, each with a normalised mean-squared error less than 0.5%. It is also shown how this Bayesian approach allows uncertainty quantification of the estimates of the states and inputs which can be invaluable in further engineering analyses.


2010 ◽  
Vol 7 (1) ◽  
pp. 141-145 ◽  
Author(s):  
Edoardo Pasolli ◽  
Farid Melgani ◽  
Massimo Donelli

2019 ◽  
Vol 2 (3) ◽  
pp. 444-455 ◽  
Author(s):  
Milad Ramezankhani ◽  
Bryn Crawford ◽  
Hamid Khayyam ◽  
Minoo Naebe ◽  
Rudolf Seethaler ◽  
...  

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