2 papers
eess.SP2025
Online Bayesian system identification in multivariate autoregressive models via message passing
T. N. Nisslbeck, Wouter M. Kouw
We propose a recursive Bayesian estimation procedure for multivariate autoregressive models with exogenous inputs based on message passing in a factor graph. Unlike recursive least…
eess.SY2024
Bayesian grey-box identification of nonlinear convection effects in heat transfer dynamics
Wouter M. Kouw, Caspar Gruijthuijsen, Lennart Blanken +2
We propose a computational procedure for identifying convection in heat transfer dynamics. The procedure is based on a Gaussian process latent force model, consisting of a white-bo…