Bayesian deep learning for system identification

Applying deep neural networks (DNNs) for system identification (SYSID) has attracted more andmore attention in recent years. The DNNs, which have universal approximation capabilities for any measurable function, have been successfully implemented in SYSID tasks with typical network structures, e.g., feed-forward neural networks and recurrent...

Sparse Bayesian deep learning for dynamic system identification

This paper proposes a sparse Bayesian treatment of deep neural networks (DNNs) for system identification. Although DNNs show impressive approximation ability in various fields, several challenges still exist for system identification problems. First, DNNs are known to be too complex that they can easily overfit the training data. Second, the...

Doa estimation in heteroscedastic noise with sparse Bayesian learning

The paper considers direction of arrival (DOA) estimation from long-term observations in a noisy environment. In such an environment the noise source might evolve, causing the stationary models to fail. Therefore a heteroscedastic Gaussian noise model is introduced where the variance can vary across observations and sensors. The source...

Distributed Splitting-Over-Features Sparse Bayesian Learning with Alternating Direction Method of Multipliers

In processing spatially distributed data, multi-agent robotic platforms equipped with sensors and computing capabilities are gaining interest for applications in inhospitable environments. In this work an algorithm for a distributed realization of sparse bayesian learning (SBL) is discussed for learning a static spatial process with the...