# Online system identification in a Duffing oscillator by free energy minimisation

arXiv: https://arxiv.org/abs/2009.00845 · HTML: https://mlsanity.com/paper/2009.00845/

## Key facts

- Cited by 1 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 2 Sep 2020.

## Built on by (most cited first, 1 of 1)

- [Variational message passing for online polynomial NARMAX identification](https://mlsanity.com/paper/2204.00769/) (2022)

## Abstract (arXiv)

Online system identification is the estimation of parameters of a dynamical system, such as mass or friction coefficients, for each measurement of the input and output signals. Here, the nonlinear stochastic differential equation of a Duffing oscillator is cast to a generative model and dynamical parameters are inferred using variational message passing on a factor graph of the model. The approach is validated with an experiment on data from an electronic implementation of a Duffing oscillator. The proposed inference procedure performs as well as offline prediction error minimisation in a state-of-the-art nonlinear model.