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Article

The concept for Gaussian process model based system identification toolbox

Juš KocijanUniversity of Nova Gorica, Nova Gorica, SloveniaKristjan AžmanJožef Stefan Institute, Ljubljana, SloveniaAlexandra GrancharovaBulgarian Academy of Sciences, Sofia, Bulgaria
2007en
ABI

Abstract

The Gaussian process model is an example of a flexible, probabilistic, nonparametric model with uncertainty predictions. It can be used for the modeling of complex nonlinear systems and recently it has also been used for dynamic systems identification. A need for the supporting software, in particular for dynamic system identification, has been recognised. Consequently, a Matlab toolbox concept for Gaussian Process based System Identification was generated. The use of the supporting software is illustrated with a nonlinear dynamic system identification example.

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Cited by 30 references