Non-Linear Dynamics Identification Using Gaussian Process Prior Models Within A Bayesian Context

Gaussian Process Toolbox

Version 1.0

The Gaussian Process Toolbox contains a set of commonly-used codes that are used for the application of Gaussian process prior models, such as Gaussian regression. A simple demonstration script is also included for people who are new to the field of Gaussian process.

The Gaussian Process Toolbox consists of the following files.

  1. diagadd.m - [file]
  2. expacov.m - [file]
  3. gen_mm.m - [file]
  4. gp2_iden.m - [file]
  5. gp2_iden_derv.m - [file]
  6. gp2_idencov.m - [file]
  7. gp.m - [file]
  8. gp_psd.m - [file]
  9. iseven.m - [file]
  10. nolin_a.m - [file]
  11. nolin_grad.m - [file]
  12. nolin_grad_optag.m - [file]
  13. nolin_hess.m - [file]
  14. nolin_hess_optag.m - [file]
  15. nolin1d_grad_optag.m - [file]
  16. nolin1d_grad_optag_3hyp.m - [file]
  17. nolin1d_hess_optag.m - [file]
  18. repcov.m - [file]
  19. run_demo.m - [file]
  20. traceaxb.m - [file]
  21. traceaxb.dll - [file]
  22. traceaxb.mexglx - [file]
  23. traceaxb.c - [source file]

Note that, files with subscript ".m" refers to MATLAB codes, whereas files with ".meglx" refers to Linux-compiled binaries, ".dll" refers to Windows-compiled binaries, and ".c" refers to the source code for C language. This is particular to files that have the same filename but different extensions.

 

Demonstration Code

For new users interested to know about Gaussian process prior models, a simple script is made available here illustrating the use of Gaussian process prior models in Gaussian regression application. In order to run the demonstration, all the files in this toolbox (GP Toolbox) are required to be placed in the same folder.

To run the demonstration, run the following file from MATLAB environment.

>> run_demo.m

The program will bring you through the process step-by-step.

 

Download

Download Gaussian Process Toolbox 1.0 - tb_gp10.zip

 

Code Descriptions

The usage of the source codes are available on the individual file itself. Note, for binaries files (.dll and .meglx), the descriptions are written on their source code (.c file).