Local model network identification with Gaussian processes

A Bayesian Gaussian process (GP) modeling approach has recently been introduced to model-based control strategies. The estimate of the variance of the predicted output is the most useful advantage of GPs in comparison to neural networks (NNs) and fuzzy models. However, the GP model is computationally demanding and nontransparent. To reduce the computation load and increase transparency, a local linear GP model network is proposed in this paper. The proposed methodology combines the local model network principle with the GP prior approach. A novel algorithm for structure determination and optimization is introduced, which is widely applicable to the training of local model networks. The modeling procedure of the local linear GP (LGP) model network is demonstrated on an example of a nonlinear laboratory scale process rig.