PASCAL - Pattern Analysis, Statistical Modelling and Computational Learning

Variational Bayesian Approach for Nonlinear Identification and Control
Matti Tornio and Tapani Raiko
In: IFAC Workshop on IFAC Workshop on Nonlinear Model Predictive Control for Fast Systems (NMPC_FS06), 9-11 Oct 2006, Grenoble, France.


This paper studies the identification and model predictive control in nonlinear state-space models. Nonlinearities are modelled with neural networks and system identification is done with variational Bayesian learning. In addition to the robustness of control, the stochastic approach allows for a novel control scheme called optimistic inference control. We study the speed and accuracy of the two control schemes as well as the effect of changing horizon lengths and initialisation methods using a simulated cart-pole system.

PDF - Requires Adobe Acrobat Reader or other PDF viewer.
EPrint Type:Conference or Workshop Item (Oral)
Project Keyword:Project Keyword UNSPECIFIED
Subjects:Computational, Information-Theoretic Learning with Statistics
Learning/Statistics & Optimisation
Theory & Algorithms
ID Code:2210
Deposited By:Tapani Raiko
Deposited On:24 September 2006