Bayesian system identification of a nonlinear dynamical system using a novel variant of Simulated Annealing
Bayesian system identification of a nonlinear dynamical system using a novel MCMC algorithm. The new algorithm  Data Annealing  is computationally cheap and requires little manual tuning. Data Annealing is applied to the system identification of a nonlinear dynamical system. This process is repeated using several competing model structures. The issue of model selection is addressed using the Deviance Information Criterion.
simulated annealing deviance information criterion bayesian model updating nonlinear system identification markov chain monte carlo