dynoGP: Deep Gaussian Processes for dynamic system identification
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Abstract (arXiv)
In this work, we present a novel approach to system identification for dynamical systems, based on a specific class of Deep Gaussian Processes (Deep GPs). These models are constructed by interconnecting linear dynamic GPs (equivalent to stochastic linear time-invariant dynamical systems) and static GPs (to model static nonlinearities). Our approach combines the strengths of data-driven methods, such as those based on neural network architectures, with the ability to output a probability distribution. This offers a more comprehensive framework for system identification that includes uncertainty quantification. Using both simulated and real-world data, we demonstrate the effectiveness of the proposed approach.
Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 17 of its 42 references that are in the map. First posted on arXiv 8 Feb 2025.
Builds on
17 of 42 references.
References · 17
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- 2015On the Error of Random Fourier Featurescited by 76
- 2017A general framework for Vecchia approximations of Gaussian processescited by 66
- 2020dynoNet: a neural network architecture for learning dynamical systemscited by 28
5 more
- 2019Model structures and fitting criteria for system identification with neural networkscited by 16
- 2020Deep Sigma Point Processescited by 16
- 2020Time series forecasting with Gaussian Processes needs priorscited by 13
- 2021Correlated Product of Experts for Sparse Gaussian Process Regressioncited by 7
- 2024Baseline Results for Selected Nonlinear System Identification Benchmarkscited by 7
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Citing papers per year: 2025: 1; 2026: 2.
3 papers.