Walker Powell, NC State, Sparse Bayesian Identification of Nonlinear Dynamics
SAS 1108Many inference problems relate to the dynamical system, x'=f(x). One primary problem in applications is that of system identification, i.e., how should the user accurately and efficiently identify the model f(x), including its functional family or parameter values, from discrete time-series data? One of the most successful algorithms to this end is the Sparse Identification of…