MATHMOD 2022 Discussion Contributions

Sparse Bayesian System Identification for Dynamical Systems with Neuronized Priors

ARGESIM Report 17 (ISBN 978-3-901608-95-7), p 11-12, DOI: 10.11128/arep.17.a17035

Abstract

This work is concerned with learning the dynamics of technical systems from data within a sparse Bayesian framework. The approach employs a basis representation of the unknown dynamics function, similar to the sparse identification of nonlinear dynamics (SINDy) approach, which is combined with a Bayesian procedure for parameter estimation. We propose to use the recently introduced neuronized priors as a unified approach to enforce sparsity in a dynamical systems context, and illustrate the method with an academic example.