Algorithm 1.
Train GPR with training data (X,Y) | |
Calculate sigma points χt−1 = {χt−1,i},i = 0, ⋯, 2L of X* according to Eqn. 4 | |
Pt|t−1 = Pt−1 + Qt | |
for i = 0, ⋯,2L do | |
Calculate γt−1,i = GP(χt−1,i) | |
end for | |
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Train GPR with training data (X,Y) | |
Calculate sigma points χt−1 = {χt−1,i},i = 0, ⋯, 2L of X* according to Eqn. 4 | |
Pt|t−1 = Pt−1 + Qt | |
for i = 0, ⋯,2L do | |
Calculate γt−1,i = GP(χt−1,i) | |
end for | |
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