Online system identification in a Duffing oscillator by free energy minimisation

Wouter M. Kouw

doi:10.1007/978-3-030-64919-7_6

Online system identification in a Duffing oscillator by free energy minimisation

Wouter M. Kouw

Signal Processing Systems

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Conferentiebijdrage › Academic › peer review

1 Citaat (Scopus)

Samenvatting

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.

Originele taal-2	Engels
Titel	Active Inference
Subtitel	First International Workshop, IWAI 2020, Co-located with ECML/PKDD 2020, Ghent, Belgium, September 14, 2020, Proceedings
Redacteuren	Tim Verbelen, Pablo Lanillos, Christopher L. Buckley, Cedric De Boom
Plaats van productie	Cham
Uitgeverij	Springer
Hoofdstuk	6
Pagina's	42-51
Aantal pagina's	10
ISBN van elektronische versie	978-3-030-64919-7
ISBN van geprinte versie	978-3-030-64918-0
DOI's	https://doi.org/10.1007/978-3-030-64919-7_6
Status	Gepubliceerd - 18 dec. 2020
Evenement	1st International Workshop on Active Inference (IWAI 2020) - Virtual, Ghent, België Duur: 14 sep. 2020 → 14 sep. 2020 Congresnummer: 1 https://iwaiworkshop.github.io/

Publicatie series

Naam	Communications in Computer and Information Science (CCIS)
Volume	1326
ISSN van geprinte versie	1865-0929
ISSN van elektronische versie	1865-0937

Workshop

Workshop	1st International Workshop on Active Inference (IWAI 2020)
Verkorte titel	IWAI 2020
Land/Regio	België
Stad	Ghent
Periode	14/09/20 → 14/09/20
Internet adres	https://iwaiworkshop.github.io/

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10.1007/978-3-030-64919-7_6

https://iwaiworkshop.github.io/papers/2020/IWAI_2020_paper_15.pdf

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Kouw, W. M. (2020). Online system identification in a Duffing oscillator by free energy minimisation. In T. Verbelen, P. Lanillos, C. L. Buckley, & C. De Boom (editors), Active Inference : First International Workshop, IWAI 2020, Co-located with ECML/PKDD 2020, Ghent, Belgium, September 14, 2020, Proceedings (blz. 42-51). (Communications in Computer and Information Science (CCIS); Vol. 1326). Springer. https://doi.org/10.1007/978-3-030-64919-7_6

Kouw, Wouter M. / Online system identification in a Duffing oscillator by free energy minimisation. Active Inference : First International Workshop, IWAI 2020, Co-located with ECML/PKDD 2020, Ghent, Belgium, September 14, 2020, Proceedings. redacteur / Tim Verbelen ; Pablo Lanillos ; Christopher L. Buckley ; Cedric De Boom. Cham : Springer, 2020. blz. 42-51 (Communications in Computer and Information Science (CCIS)).

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title = "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.",

keywords = "Duffing oscillator, Forney factor graphs, Free energy minimisation, Online system identification, Variational message passing",

author = "Kouw, {Wouter M.}",

year = "2020",

month = dec,

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doi = "10.1007/978-3-030-64919-7_6",

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series = "Communications in Computer and Information Science (CCIS)",

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editor = "Tim Verbelen and Pablo Lanillos and Buckley, {Christopher L.} and {De Boom}, Cedric",

booktitle = "Active Inference",

address = "Germany",

note = "1st International Workshop on Active Inference (IWAI 2020), IWAI 2020 ; Conference date: 14-09-2020 Through 14-09-2020",

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Kouw, WM 2020, Online system identification in a Duffing oscillator by free energy minimisation. in T Verbelen, P Lanillos, CL Buckley & C De Boom (uitgave), Active Inference : First International Workshop, IWAI 2020, Co-located with ECML/PKDD 2020, Ghent, Belgium, September 14, 2020, Proceedings. Communications in Computer and Information Science (CCIS), vol. 1326, Springer, Cham, blz. 42-51, 1st International Workshop on Active Inference (IWAI 2020), Ghent, België, 14/09/20. https://doi.org/10.1007/978-3-030-64919-7_6

Online system identification in a Duffing oscillator by free energy minimisation. / Kouw, Wouter M.
Active Inference : First International Workshop, IWAI 2020, Co-located with ECML/PKDD 2020, Ghent, Belgium, September 14, 2020, Proceedings. uitgave / Tim Verbelen; Pablo Lanillos; Christopher L. Buckley; Cedric De Boom. Cham: Springer, 2020. blz. 42-51 (Communications in Computer and Information Science (CCIS); Vol. 1326).

Onderzoeksoutput: Hoofdstuk in Boek/Rapport/Congresprocedure › Conferentiebijdrage › Academic › peer review

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PY - 2020/12/18

Y1 - 2020/12/18

N2 - 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.

AB - 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.

KW - Duffing oscillator

KW - Forney factor graphs

KW - Free energy minimisation

KW - Online system identification

KW - Variational message passing

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Kouw WM. Online system identification in a Duffing oscillator by free energy minimisation. In Verbelen T, Lanillos P, Buckley CL, De Boom C, redacteurs, Active Inference : First International Workshop, IWAI 2020, Co-located with ECML/PKDD 2020, Ghent, Belgium, September 14, 2020, Proceedings. Cham: Springer. 2020. blz. 42-51. (Communications in Computer and Information Science (CCIS)). doi: 10.1007/978-3-030-64919-7_6

Online system identification in a Duffing oscillator by free energy minimisation

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