Identification of Gaussian Process State Space Models

NeurIPS 2017 Stefanos EleftheriadisThomas F. W. NicholsonMarc Peter DeisenrothJames Hensman

The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e., computing a posterior of the latent state given the model... (read more)

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