Application of varying parameters modelling with Gaussian processes (original) (raw)
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The Gaussian process model is an example of a flexible, probabilistic, nonparametric model with uncertainty predictions. It can be used for the modelling 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.