Data-driven probability density forecast for stochastic dynamical systems.
Meng ZhaoLijian JiangPublished in: CoRR (2022)
Keyphrases
- dynamical systems
- probability density
- data driven
- density estimation
- random variables
- gaussian mixture model
- differential equations
- probability density function
- probability distribution
- dynamic systems
- nonlinear dynamical systems
- gaussian mixture
- phase space
- maximum likelihood estimation
- density function
- state space
- predictive state representations
- monte carlo
- stochastic processes
- linear dynamical systems
- model selection
- partially observable markov decision processes
- em algorithm
- linear quadratic
- search algorithm
- clustering algorithm