arXiv · 2009.00845
Online system identification in a Duffing oscillator by free energy minimisation
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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Wouter M Kouw. 2020-09-02. Online system identification in a Duffing oscillator by free energy minimisation. https://doi.org/10.1007/978-3-030-64919-7_6
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