The recent Predictive Linear Gaussian model (or PLG) improves upon traditional linear dynamical system models by using a predictive representation of state, which makes consistent...
The Predictive Linear Gaussian model (or PLG) improves upon traditional linear dynamical system models by using a predictive representation of state, which makes consistent parame...
Like its linear counterpart, the Kernel Least Mean Square (KLMS) algorithm is also becoming popular in nonlinear adaptive filtering due to its simplicity and robustness. The “k...
We introduce the controlled predictive linearGaussian model (cPLG), a model that uses predictive state to model discrete-time dynamical systems with real-valued observations and v...
We use concepts from chaos theory in order to model
nonlinear dynamical systems that exhibit deterministic behavior.
Observed time series from such a system can be embedded
into...