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stat.ML updates on arXiv.org

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Bayesian Modeling and Estimation of Linear Time-Varying S...
Yaniv Shulman · 2025-07-17 · via stat.ML updates on arXiv.org

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.