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1 | (20) |
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1.1 Introduction to Gaussian-Process Regression |
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3 | (13) |
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3 | (4) |
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1.1.2 Gaussian-Process Regression |
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7 | (9) |
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16 | (1) |
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17 | (4) |
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18 | (3) |
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2 System Identification with GP Models |
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21 | (82) |
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25 | (1) |
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2.2 Obtaining Data---Design of the Experiment, the Experiment Itself and Data Processing |
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26 | (2) |
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28 | (19) |
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28 | (5) |
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2.3.2 Selection of Regressors |
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33 | (2) |
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2.3.3 Covariance Functions |
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35 | (12) |
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47 | (15) |
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2.4.1 Bayesian Model Inference |
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48 | (2) |
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2.4.2 Marginal Likelihood---Evidence Maximisation |
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50 | (6) |
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2.4.3 Estimation and Model Structure |
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56 | (3) |
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2.4.4 Selection of Mean Function |
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59 | (2) |
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2.4.5 Asymptotic Properties of GP Models |
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61 | (1) |
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2.5 Computational Implementation |
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62 | (13) |
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2.5.1 Direct Implementation |
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62 | (2) |
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2.5.2 Indirect Implementation |
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64 | (6) |
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70 | (5) |
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75 | (5) |
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2.7 Dynamic Model Simulation |
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80 | (7) |
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2.7.1 Numerical Approximation |
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81 | (1) |
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2.7.2 Analytical Approximation of Statistical Moments with a Taylor Expansion |
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81 | (1) |
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2.7.3 Unscented Transformation |
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82 | (1) |
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2.7.4 Analytical Approximation with Exact Matching of Statistical Moments |
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83 | (1) |
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2.7.5 Propagation of Uncertainty |
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84 | (2) |
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2.7.6 When to Use Uncertainty Propagation? |
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86 | (1) |
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2.8 An Example of GP Model Identification |
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87 | (16) |
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95 | (8) |
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3 Incorporation of Prior Knowledge |
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103 | (44) |
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3.1 Different Prior Knowledge and Its Incorporation |
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103 | (4) |
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3.1.1 Changing Input--Output Data |
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104 | (2) |
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3.1.2 Changing the Covariance Function |
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106 | (1) |
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3.1.3 Combination with the Presumed Structure |
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106 | (1) |
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3.2 Wiener and Hammerstein GP Models |
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107 | (11) |
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3.2.1 GP Modelling Used in the Wiener Model |
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108 | (5) |
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3.2.2 GP Modelling Used in the Hammerstein Model |
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113 | (5) |
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3.3 Incorporation of Local Models |
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118 | (29) |
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3.3.1 Local Models Incorporated into a GP Model |
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122 | (10) |
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3.3.2 Fixed-Structure GP Model |
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132 | (11) |
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143 | (4) |
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147 | (62) |
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4.1 Control with an Inverse Dynamics Model |
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150 | (5) |
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155 | (3) |
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4.3 Model Predictive Control |
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158 | (28) |
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186 | (2) |
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188 | (5) |
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4.6 Model Identification Adaptive Control |
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193 | (5) |
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4.7 Control Using Iterative Learning |
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198 | (11) |
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203 | (6) |
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5 Trends, Challenges and Research Opportunities |
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209 | (4) |
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211 | (2) |
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213 | (40) |
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6.1 Gas--Liquid Separator Modelling and Control |
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214 | (16) |
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6.2 Faulty Measurements Detection and Reconstruction in Urban Traffic |
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230 | (11) |
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6.3 Prediction of Ozone Concentration in the Air |
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241 | (12) |
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250 | (3) |
Appendix A Mathematical Preliminaries |
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253 | (4) |
Appendix B Predictions |
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257 | (6) |
Appendix C Matlab Code |
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263 | (2) |
Index |
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265 | |