A Sparse Bayesian Approach to the Identification of Nonlinear State-Space Systems
A Sparse Bayesian Approach to the Identification of Nonlinear State-Space Systems
This technical note considers the identification of nonlinear discrete-time systems with additive process noise but without measurement noise. In particular, we propose a method and its associated algorithm to identify the system nonlinear functional forms and their associated parameters from a limited number of time-series data points. For this, we …