Derivative Observations in Gaussian Process Models of Dynamic Systems

  title={Derivative Observations in Gaussian Process Models of Dynamic Systems},
  author={E. Solak and Roderick Murray-Smith and William E. Leithead and Douglas J. Leith and Carl E. Rasmussen},
Gaussian processes provide an approach to nonparametric modelling which allows a straightforward combination of function and derivative observations in an empirical model. This is of particular importance in identification of nonlinear dynamic systems from experimental data. 1) It allows us to combine derivative information, and associated uncertainty with normal function observations into the learning and inference process. This derivative information can be in the form of priors specified by… CONTINUE READING
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