• Corpus ID: 233393792

System identification using Bayesian neural networks with nonparametric noise models

  title={System identification using Bayesian neural networks with nonparametric noise models},
  author={Christos Merkatas and Simo Sarkka},
  journal={arXiv: Methodology},
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 estimating 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 method replaces the… 

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