Gaussian Processes for Modelling of Dynamic Non-linear Systems
نویسندگان
چکیده
Parametric multiple model techniques have recently been proposed for the modelling of non–linear systems and use in nonlinear control. Research effort has focused on issues such as the selection of the structure, constructive learning techniques, computational issues, the curse of dimensionality, off–equilibrium behavior etc. To reduce these problems, the use of non–parametrical modelling approaches have been proposed. This paper introduces the Gaussian process prior approach for the modelling of non–linear dynamic systems. Issues such as selection of the input space dimension and multi–step ahead prediction are discussed in this paper. The Gaussian process modelling technique is demonstrated on the simulated example of the non–linear hydraulic system.
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