Gaussian process regression with derivative observations. Code is tested under GNU Octave, version 4.0.2. The implementation is according to
E. Solak, R. Murray-Smith, W. E. Leithead, D. J. Leith, and C. E. Rasmussen, “Derivative observations in Gaussian process models of dynamic systems,” in Advances in Neural Information Processing Systems 15, (Vancouver, British Columbia, Canada), 2002.
This program uses and adapts some of the programs in the GPML toolbox developed by C. E. Rasmussen et.al., but does not require it to run.
This program can be used without restrictions. But since it is not extensively tested, errors may still exist, so please run with due care and report to me if there are errors found.
If you come across this repository through my IEEE CGNCC 2016 paper, please go to the gpr_dob_map repository for the source code.