Online system identification in a Duffing oscillator by free energy minimisation

• URL: http://arxiv.org/abs/2009.00845v1
• Date: Wed, 2 Sep 2020 06:51:56 GMT
• Title: Online system identification in a Duffing oscillator by free energy minimisation
• Authors: Wouter M Kouw
• Abstract summary: Online system identification is used to estimate parameters of a dynamical system. The proposed inference procedure performs as well as offline prediction error minimisation in a state-of-the-art nonlinear model.
• Score: 7.1577508803778045
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Online system identification is the estimation of parameters of a dynamical system, such as mass or friction coefficients, for each measurement of the input and output signals. Here, the nonlinear stochastic differential equation of a Duffing oscillator is cast to a generative model and dynamical parameters are inferred using variational message passing on a factor graph of the model. The approach is validated with an experiment on data from an electronic implementation of a Duffing oscillator. The proposed inference procedure performs as well as offline prediction error minimisation in a state-of-the-art nonlinear model.

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