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.
| Original language | English |
|---|---|
| Title of host publication | Active Inference |
| Subtitle of host publication | First International Workshop, IWAI 2020, Co-located with ECML/PKDD 2020, Ghent, Belgium, September 14, 2020, Proceedings |
| Editors | Tim Verbelen, Pablo Lanillos, Christopher L. Buckley, Cedric De Boom |
| Place of Publication | Cham |
| Publisher | Springer |
| Chapter | 6 |
| Pages | 42-51 |
| Number of pages | 10 |
| ISBN (Electronic) | 978-3-030-64919-7 |
| ISBN (Print) | 978-3-030-64918-0 |
| DOIs | |
| Publication status | Published - 18 Dec 2020 |
| Event | 1st International Workshop on Active Inference (IWAI 2020) - Virtual, Ghent, Belgium Duration: 14 Sept 2020 → 14 Sept 2020 Conference number: 1 https://iwaiworkshop.github.io/ |
Publication series
| Name | Communications in Computer and Information Science (CCIS) |
|---|---|
| Volume | 1326 |
| ISSN (Print) | 1865-0929 |
| ISSN (Electronic) | 1865-0937 |
Workshop
| Workshop | 1st International Workshop on Active Inference (IWAI 2020) |
|---|---|
| Abbreviated title | IWAI 2020 |
| Country/Territory | Belgium |
| City | Ghent |
| Period | 14/09/20 → 14/09/20 |
| Other | In Conjunction with ECML/PKDD 2020 |
| Internet address |
Keywords
- Duffing oscillator
- Forney factor graphs
- Free energy minimisation
- Online system identification
- Variational message passing