Bayesian Modeling and Estimation of Linear Time-Variant Systems using Neural Networks and Gaussian Processes

Abstract

The identification of Linear Time-Variant (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 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 robustly infer the properties of an LTI system from a single noisy observation, show superior data efficiency compared to classical methods in a simulated ambient noise tomography problem, and successfully 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.