用贝叶斯方法建模时变系统响应,同时量化不确定性。
Bayesian Modeling and Estimation of Linear Time-Varying Systems using Neural Networks and Gaussian Processes
- 将系统冲激响应建为随机过程,分解为均值与扰动项。
- 单组噪声数据下仍可准确识别LTI系统,误差低于传统方法。
- 适合需不确定性感知的动态系统建模任务。
从输入输出数据中识别线性时变(LTV)系统是一个基础但困难的不适定逆问题。本文提出统一的贝叶斯框架,将系统冲激响应 $h(t, τ)$ 建模为随机过程,将其分解为后验均值与随机波动项,该形式提供了量化不确定性的合理途径,通过共同的后验表示统一了内在信道变异性和认知不确定性,并自然定义了一类新系统类——期望意义下的线性时不变(LTIE)。为实现推断,我们采用现代机器学习技术,包括贝叶斯神经网络与高斯过程,结合可扩展的变分推断。实验表明,该框架仅凭一组带噪声的输入输出数据即可推断出LTI系统的特性,即使在故意的加性噪声误设条件下依然有效;在模拟环境噪声层析成像场景中,整体误差下限低于经典的CCF叠加基线;并通过结构化高斯过程先验成功追踪连续变化的LTV冲激响应。本工作为动态环境中不确定性感知的系统辨识提供了灵活且稳健的方法。
原文摘要 · Abstract (English)
The identification of Linear Time-Varying (LTV) systems from input-output data is a fundamental yet challenging ill-posed inverse problem. This work introduces a unified Bayesian framework that models the system's impulse response, $h(t, τ)$, as a stochastic process. We decompose the response into a posterior mean and a random fluctuation term, a formulation that provides a principled approach for quantifying uncertainty, unifies intrinsic channel variability and epistemic uncertainty through a common posterior representation, and naturally defines a new, useful system class we term Linear Time-Invariant in Expectation (LTIE). To perform inference, we leverage modern machine learning techniques, including Bayesian neural networks and Gaussian Processes, using scalable variational inference. We demonstrate through a series of experiments that our framework can infer the properties of an LTI system from a single noisy input-output pair, including under deliberate additive-noise misspecification, achieve a lower overall error floor than the classical CCF stacking baseline in a simulated ambient noise tomography setting, and track a continuously varying LTV impulse response by using a structured Gaussian Process prior. This work provides a flexible and robust methodology for uncertainty-aware system identification in dynamic environments.
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