Aug 21 2017 cs.SY
Input design is an important issue for classical system identification methods but has not been investigated for the kernel-based regularization method (KRM) until very recently. In this paper, we consider in the time domain the input design problem of KRMs for LTI system identification. Different from the recent result, we adopt a Bayesian perspective and in particular make use of scalar measures (e.g., the $A$-optimality, $D$-optimality, and $E$-optimality) of the Bayesian mean square error matrix as the design criteria subject to power-constraint on the input. Instead to solve the optimization problem directly, we propose a two-step procedure. In the first step, by making suitable assumptions on the unknown input, we construct a quadratic map (transformation) of the input such that the transformed input design problems are convex, the number of optimization variables is independent of the number of input data, and their global minima can be found efficiently by applying well-developed convex optimization software packages. In the second step, we derive the expression of the optimal input based on the global minima found in the first step by solving the inverse image of the quadratic map. In addition, we derive analytic results for some special types of fixed kernels, which provide insights on the input design and also its dependence on the kernel structure.
Jul 04 2017 cs.SY
The kernel-based regularization method has two core issues: kernel design and hyperparameter estimation. In this paper, we focus on the second issue and study the properties of several hyperparameter estimators including the empirical Bayes (EB) estimator, two Stein's unbiased risk estimators (SURE) and their corresponding Oracle counterparts, with an emphasis on the asymptotic properties of these hyperparameter estimators. To this goal, we first derive and then rewrite the first order optimality conditions of these hyperparameter estimators, leading to several insights on these hyperparameter estimators. Then we show that as the number of data goes to infinity, the two SUREs converge to the best hyperparameter minimizing the corresponding mean square error, respectively, while the more widely used EB estimator converges to another best hyperparameter minimizing the expectation of the EB estimation criterion. This indicates that the two SUREs are asymptotically optimal but the EB estimator is not. Surprisingly, the convergence rate of two SUREs is slower than that of the EB estimator, and moreover, unlike the two SUREs, the EB estimator is independent of the convergence rate of $\Phi^T\Phi/N$ to its limit, where $\Phi$ is the regression matrix and $N$ is the number of data. A Monte Carlo simulation is provided to demonstrate the theoretical results.
Mapping and self-localization in unknown environments are fundamental capabilities in many robotic applications. These tasks typically involve the identification of objects as unique features or landmarks, which requires the objects both to be detected and then assigned a unique identifier that can be maintained when viewed from different perspectives and in different images. The \textitdata association and \textitsimultaneous localization and mapping (SLAM) problems are, individually, well-studied in the literature. But these two problems are inherently tightly coupled, and that has not been well-addressed. Without accurate SLAM, possible data associations are combinatorial and become intractable easily. Without accurate data association, the error of SLAM algorithms diverge easily. This paper proposes a novel nonparametric pose graph that models data association and SLAM in a single framework. An algorithm is further introduced to alternate between inferring data association and performing SLAM. Experimental results show that our approach has the new capability of associating object detections and localizing objects at the same time, leading to significantly better performance on both the data association and SLAM problems than achieved by considering only one and ignoring imperfections in the other.
Sep 29 2015 cs.RO
Active SLAM is the task of actively planning robot paths while simultaneously building a map and localizing within. Existing work has focused on planning paths with occupancy grid maps, which do not scale well and suffer from long term drift. This work proposes a Topological Feature Graph (TFG) representation that scales well and develops an active SLAM algorithm with it. The TFG uses graphical models, which utilize independences between variables, and enables a unified quantification of exploration and exploitation gains with a single entropy metric. Hence, it facilitates a natural and principled balance between map exploration and refinement. A probabilistic roadmap path-planner is used to generate robot paths in real time. Experimental results demonstrate that the proposed approach achieves better accuracy than a standard grid-map based approach while requiring orders of magnitude less computation and memory resources.
In sparse target inference problems it has been shown that significant gains can be achieved by adaptive sensing using convex criteria. We generalize previous work on adaptive sensing to (a) include multiple classes of targets with different levels of importance and (b) accommodate multiple sensor models. New optimization policies are developed to allocate a limited resource budget to simultaneously locate, classify and estimate a sparse number of targets embedded in a large space. Upper and lower bounds on the performance of the proposed policies are derived by analyzing a baseline policy, which allocates resources uniformly across the scene, and an oracle policy which has a priori knowledge of the target locations/classes. These bounds quantify analytically the potential benefit of adaptive sensing as a function of target frequency and importance. Numerical results indicate that the proposed policies perform close to the oracle bound (<3dB) when signal quality is sufficiently high (e.g.~performance within 3 dB for SNR above 15 dB). Moreover, the proposed policies improve on previous policies in terms of reducing estimation error, reducing misclassification probability, and increasing expected return. To account for sensors with different levels of agility, three sensor models are considered: global adaptive (GA), which can allocate different amounts of resource to each location in the space; global uniform (GU), which can allocate resources uniformly across the scene; and local adaptive (LA), which can allocate fixed units to a subset of locations. Policies that use a mixture of GU and LA sensors are shown to perform similarly to those that use GA sensors while being more easily implementable.