Tutorial example of Gaussian Process prior Modelling Applied to Twin-tank System

Gaussian process priors are used to model a twin-tank system as a tutorial example in the use of Gaussian process priors in the context of dynamic systems modelling. The model learned provides a good description of the real system, and the advantages of input-dependent uncertainty and propagation of uncertainty are shown. Some observations of practical issues when using Gaussian process models with dynamic system data are described.