Variational Bayesian learning of nonlinear hidden state-space models for model predictive control

@article{Raiko2009VariationalBL,
  title={Variational Bayesian learning of nonlinear hidden state-space models for model predictive control},
  author={Tapani Raiko and Matti Tornio},
  journal={Neurocomputing},
  year={2009},
  volume={72},
  pages={3704-3712}
}
This paper studies the identification and model predictive control in nonlinear hidden 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 various control schemes, including combinations of direct and indirect controls, as well as using control schemes as well as the effect of changing horizon lengths and initialisation methods using… CONTINUE READING
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