Direct Bayesian Identification of Inverse Linear Systems

Abstract

The kernel-based inverse system identification framework enables accurate identification of systems with non-minimum phase dynamics, greatly expanding the potential of non-causal system identification approaches. The existing kernel-based inverse system identification method performs the estimation assuming noisy input data, while in practice noise is typically present only in the output measurements. To address this impracticality, we propose a Bayesian identification method that employs the Expectation-Maximization algorithm and the Markov chain Monte Carlo method to enable direct identification of the inverse system using the available data. Through numerical simulations, we found that the proposed method allows for an accurate estimation of inverse models, and outperforms an indirect approach in both model fit and variance. The proposed method can be used to develop enhanced data-driven feedforward control methods that allow for flexible design while incorporating design specifications.