System Identification in Gaussian Process Dynamical Systems
Ryan Turner, Marc Deisenroth and Carl Edward Rasmussen
In: Nonparametric Bayes Workshop at NIPS 2009, 12 Dec 2009, Vancouver, BC, Canada.
The contribution of this paper is the GPIL algorithm for system identification in nonlinear dynamic systems for the special case where both the system function and the measurement function are described by Gaussian processes (GPs). Our algorithm learn GP models for both the transition function and measurement function without the necessity of ground truth observations of the latent states.