System identification using Bayesian neural networks with nonparametric noise models
利用贝叶斯神经网络与非参数噪声模型进行系统辨识
System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along with its unknown noise processes. In particular, we propose a Bayesian nonparametric approach for system identification in discrete time nonlinear random dynamical systems assuming only the order of the Markov process is known. The proposed…