Derivative Observations in Gaussian Process Models of Dynamic Systems

Solak, E., Murray-smith, R., Leithead, W. E., Leith, D. J., Rasmussen, Carl E.

Neural Information Processing Systems 

Gaussian processes provide an approach to nonparametric modelling which allows a straightforward combination of function and derivative observations in an empirical model. This is of particular importance in identification of nonlinear dynamic systems from experimental data.

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