Output-Dependent Gaussian Process State-Space Model.

Zhidi Lin Lei Cheng Feng Yin Lexi Xu Shuguang Cui

Published in: ICASSP (2023)

Keyphrases

gaussian process
state space model
dynamical model
gaussian processes
regression model
bayesian framework
state estimation
model selection
semi supervised
latent variables
kalman filter
hyperparameters
autoregressive
closed form