Bayesian Joint Input-State Estimation For Nonlinear Systems - T.J. Rogers, K. Worden, E.J. Cross

Code for reproduction of the results shown in,

@article{rogers2020bayesian,
  title={Bayesian Joint Input-State Estimation for Nonlinear Systems},
  author={Rogers, Timothy J and Worden, Keith and Cross, Elizabeth J},
  journal={Vibration},
  volume={3},
  number={3},
  pages={281--303},
  year={2020},
  publisher={Multidisciplinary Digital Publishing Institute}
}

The main script filter_LFM_MH_IN_GIBBS_M12.m will run the experiment shown in Section 3 of the paper to recover a Matern 1/2 forcing signal from a Duffing oscillator.