Bayesian model selection using automatic relevance determination for nonlinear dynamical systems

DOI10.1016/j.cma.2017.01.042zbMath1439.62087OpenAlexW2587831136MaRDI QIDQ2309843

Dominique Poirel, Rimple Sandhu, Chris Pettit, Abhijit Sarkar, Mohammad Khalil

Publication date: 6 April 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2017.01.042

zbMATH Keywords

Kalman filterBayesian model selectionMarkov chain Monte Carlo simulationautomatic relevance determination

Mathematics Subject Classification ID

Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Dynamical systems in solid mechanics (37N15) Nonlinear dynamics in mechanics (70K99) Dynamical systems in control (37N35) Dynamical systems in classical and celestial mechanics (37N05)

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Uses Software

• EnKF
• PRMLT

Cites Work

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