Development of modeling and control strategies for an approximated Gaussian process

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility of implementation of a control strategy. We propose a linear model to approximate GPs; this model expands the GP model by a series of basis functions. Several examples and simulation studies are presented to demonstrate the advantages of the proposed method. A control strategy is provided with the proposed linear model. Keywords: Data mining, forecasting, stochastic processes, control strategies INTRODUCTION The Gaussian process (GP) is a powerful modeling tool that has many applications in research and practice. It provides a practical and probabilistic approach to learning in kernel machines. The GP is extensively applied as a prior of a true function.