Author Archives: Juan-antonio Fernández-madrigal

A novel non-linear bayesian filter for continuous time estimation with a nice comparison to discrete-time filters

Atiyeh Ghoreyshi and Terence D. Sanger, A Nonlinear Stochastic Filter for Continuous-Time State Estimation, IEEE Transactions on Automatic Control, vol. 60, no. 8, DOI: 10.1109/TAC.2015.2409910.

Nonlinear filters produce a nonparametric estimate of the probability density of state at each point in time. Currently known nonlinear filters include Particle Filters and the Kushner equation (and its un-normalized version: the Zakai equation). However, these filters have limited measurement models: Particle Filters require measurement at discrete times, and the Kushner and Zakai equations only apply when the measurement can be represented as a function of the state. We present a new nonlinear filter for continuous-time measurements with a much more general stochastic measurement model. It integrates to Bayes’ rule over short time intervals and provides Bayes-optimal estimates from quantized, intermittent, or ambiguous sensor measurements. The filter has a close link to Information Theory, and we show that the rate of change of entropy of the density estimate is equal to the mutual information between the measurement and the state and thus the maximum achievable. This is a fundamentally new class of filter that is widely applicable to nonlinear estimation for continuous-time control.

Substituting the update step of a bayesian filter by a maximum likelihood optimisation in order to use non-linear observation models in a (linear-transition) Kalman framework

Damián Marelli, Minyue Fu, and Brett Ninness, Asymptotic Optimality of the Maximum-Likelihood Kalman Filter for Bayesian Tracking With Multiple Nonlinear Sensors, IEEE Transactions on signal processing, vol. 63, no. 17, DOI: 10.1109/TSP.2015.2440220.

Bayesian tracking is a general technique for state estimation of nonlinear dynamic systems, but it suffers from the drawback of computational complexity. This paper is concerned with a class of Wiener systems with multiple nonlinear sensors. Such a system consists of a linear dynamic system followed by a set of static nonlinear measurements. We study a maximum-likelihood Kalman filtering (MLKF) technique which involves maximum-like-lihood estimation of the nonlinear measurements followed by classical Kalman filtering. This technique permits a distributed implementation of the Bayesian tracker and guarantees the boundedness of the estimation error. The focus of this paper is to study the extent to which the MLKF technique approximates the theoretically optimal Bayesian tracker. We provide conditions to guarantee that this approximation becomes asymptotically exact as the number of sensors becomes large. Two case studies are analyzed in detail.

A new algorithm for clock synchronization in wireless sensor networks with bounded delays, that includes interesting references to surveys

Emanuele Garone, Andrea Gasparri, Francesco Lamonaca, Clock synchronization protocol for wireless sensor networks with bounded communication delays, Automatica, Volume 59, September 2015, Pages 60-72, ISSN 0005-1098, DOI: 10.1016/j.automatica.2015.06.014.

In this paper, we address the clock synchronization problem for wireless sensor networks. In particular, we consider a wireless sensor network where nodes are equipped with a local clock and communicate in order to achieve a common sense of time. The proposed approach consists of two asynchronous consensus algorithms, the first of which synchronizes the clocks frequency and the second of which synchronizes the clocks offset. This work advances the state of the art by providing robustness against bounded communication delays. A theoretical characterization of the algorithm properties is provided. Simulations and experimental results are presented to corroborate the theoretical findings and show the effectiveness of the proposed algorithm.

A very interesting review of current approaches to SLAM based on smoothing (i.e., graph optimization) and in clustering the map into submaps

Jiantong Cheng, Jonghyuk Kim, Jinliang Shao, Weihua Zhang, Robust linear pose graph-based SLAM, Robotics and Autonomous Systems, Volume 72, October 2015, Pages 71-82, ISSN 0921-8890, DOI: 10.1016/j.robot.2015.04.010.

This paper addresses a robust and efficient solution to eliminate false loop-closures in a pose-graph linear SLAM problem. Linear SLAM was recently demonstrated based on submap joining techniques in which a nonlinear coordinate transformation was performed separately out of the optimization loop, resulting in a convex optimization problem. This however introduces added complexities in dealing with false loop-closures, which mostly stems from two factors: (a) the limited local observations in map-joining stages and (b) the non block-diagonal nature of the information matrix of each submap. To address these problems, we propose a Robust Linear SLAM by (a) developing a delayed optimization for outlier candidates and (b) utilizing a Schur complement to efficiently eliminate corrupted information block. Based on this new strategy, we prove that the spread of outlier information does not compromise the optimization performance of inliers and can be fully filtered out from the corrupted information matrix. Experimental results based on public synthetic and real-world datasets in 2D and 3D environments show that this robust approach can cope with the incorrect loop-closures robustly and effectively.

Quantum probability theory as an alternative to classical (Kolgomorov) probability theory for modelling human decision making processes, and a curious description of the effect of a particular ordering of decisions in the complete result

Peter D. Bruza, Zheng Wang, Jerome R. Busemeyer, Quantum cognition: a new theoretical approach to psychology, Trends in Cognitive Sciences, Volume 19, Issue 7, July 2015, Pages 383-393, ISSN 1364-6613, DOI: 10.1016/j.tics.2015.05.001.

What type of probability theory best describes the way humans make judgments under uncertainty and decisions under conflict? Although rational models of cognition have become prominent and have achieved much success, they adhere to the laws of classical probability theory despite the fact that human reasoning does not always conform to these laws. For this reason we have seen the recent emergence of models based on an alternative probabilistic framework drawn from quantum theory. These quantum models show promise in addressing cognitive phenomena that have proven recalcitrant to modeling by means of classical probability theory. This review compares and contrasts probabilistic models based on Bayesian or classical versus quantum principles, and highlights the advantages and disadvantages of each approach.

Transfer learning in reinforcement learning through case-based and the use of heuristics for selecting actions

Reinaldo A.C. Bianchi, Luiz A. Celiberto Jr., Paulo E. Santos, Jackson P. Matsuura, Ramon Lopez de Mantaras, Transferring knowledge as heuristics in reinforcement learning: A case-based approach, Artificial Intelligence, Volume 226, September 2015, Pages 102-121, ISSN 0004-3702, DOI: 10.1016/j.artint.2015.05.008.

The goal of this paper is to propose and analyse a transfer learning meta-algorithm that allows the implementation of distinct methods using heuristics to accelerate a Reinforcement Learning procedure in one domain (the target) that are obtained from another (simpler) domain (the source domain). This meta-algorithm works in three stages: first, it uses a Reinforcement Learning step to learn a task on the source domain, storing the knowledge thus obtained in a case base; second, it does an unsupervised mapping of the source-domain actions to the target-domain actions; and, third, the case base obtained in the first stage is used as heuristics to speed up the learning process in the target domain.
A set of empirical evaluations were conducted in two target domains: the 3D mountain car (using a learned case base from a 2D simulation) and stability learning for a humanoid robot in the Robocup 3D Soccer Simulator (that uses knowledge learned from the Acrobot domain). The results attest that our transfer learning algorithm outperforms recent heuristically-accelerated reinforcement learning and transfer learning algorithms.

Semantic and syntactic bootstrapped learning for robots, inspired in similar processes in humans, that use language as a scaffolding mechanism to improve learning in unknown situations

Worgotter, F.; Geib, C.; Tamosiunaite, M.; Aksoy, E.E.; Piater, J.; Hanchen Xiong; Ude, A.; Nemec, B.; Kraft, D.; Kruger, N.; Wachter, M.; Asfour, T., Structural Bootstrapping—A Novel, Generative Mechanism for Faster and More Efficient Acquisition of Action-Knowledge, Autonomous Mental Development, IEEE Transactions on , vol.7, no.2, pp.140,154, June 2015, DOI: 10.1109/TAMD.2015.2427233.

Humans, but also robots, learn to improve their behavior. Without existing knowledge, learning either needs to be explorative and, thus, slow or-to be more efficient-it needs to rely on supervision, which may not always be available. However, once some knowledge base exists an agent can make use of it to improve learning efficiency and speed. This happens for our children at the age of around three when they very quickly begin to assimilate new information by making guided guesses how this fits to their prior knowledge. This is a very efficient generative learning mechanism in the sense that the existing knowledge is generalized into as-yet unexplored, novel domains. So far generative learning has not been employed for robots and robot learning remains to be a slow and tedious process. The goal of the current study is to devise for the first time a general framework for a generative process that will improve learning and which can be applied at all different levels of the robot’s cognitive architecture. To this end, we introduce the concept of structural bootstrapping-borrowed and modified from child language acquisition-to define a probabilistic process that uses existing knowledge together with new observations to supplement our robot’s data-base with missing information about planning-, object-, as well as, action-relevant entities. In a kitchen scenario, we use the example of making batter by pouring and mixing two components and show that the agent can efficiently acquire new knowledge about planning operators, objects as well as required motor pattern for stirring by structural bootstrapping. Some benchmarks are shown, too, that demonstrate how structural bootstrapping improves performance.

Developmental approach for a robot manipulator that learns in several bootstrapped stages, strongly inspired in infant development

Ugur, E.; Nagai, Y.; Sahin, E.; Oztop, E., Staged Development of Robot Skills: Behavior Formation, Affordance Learning and Imitation with Motionese, Autonomous Mental Development, IEEE Transactions on , vol.7, no.2, pp.119,139, June 2015, DOI: 10.1109/TAMD.2015.2426192.

Inspired by infant development, we propose a three staged developmental framework for an anthropomorphic robot manipulator. In the first stage, the robot is initialized with a basic reach-and- enclose-on-contact movement capability, and discovers a set of behavior primitives by exploring its movement parameter space. In the next stage, the robot exercises the discovered behaviors on different objects, and learns the caused effects; effectively building a library of affordances and associated predictors. Finally, in the third stage, the learned structures and predictors are used to bootstrap complex imitation and action learning with the help of a cooperative tutor. The main contribution of this paper is the realization of an integrated developmental system where the structures emerging from the sensorimotor experience of an interacting real robot are used as the sole building blocks of the subsequent stages that generate increasingly more complex cognitive capabilities. The proposed framework includes a number of common features with infant sensorimotor development. Furthermore, the findings obtained from the self-exploration and motionese guided human-robot interaction experiments allow us to reason about the underlying mechanisms of simple-to-complex sensorimotor skill progression in human infants.

Finding the common utility of actions in several tasks learnt in the same domain in order to reduce the learning cost of reinforcement learning

Rosman, B.; Ramamoorthy, S., Action Priors for Learning Domain Invariances, Autonomous Mental Development, IEEE Transactions on , vol.7, no.2, pp.107,118, June 2015, DOI: 10.1109/TAMD.2015.2419715.

An agent tasked with solving a number of different decision making problems in similar environments has an opportunity to learn over a longer timescale than each individual task. Through examining solutions to different tasks, it can uncover behavioral invariances in the domain, by identifying actions to be prioritized in local contexts, invariant to task details. This information has the effect of greatly increasing the speed of solving new problems. We formalise this notion as action priors, defined as distributions over the action space, conditioned on environment state, and show how these can be learnt from a set of value functions. We apply action priors in the setting of reinforcement learning, to bias action selection during exploration. Aggressive use of action priors performs context based pruning of the available actions, thus reducing the complexity of lookahead during search. We additionally define action priors over observation features, rather than states, which provides further flexibility and generalizability, with the additional benefit of enabling feature selection. Action priors are demonstrated in experiments in a simulated factory environment and a large random graph domain, and show significant speed ups in learning new tasks. Furthermore, we argue that this mechanism is cognitively plausible, and is compatible with findings from cognitive psychology.

A brief general explanation of Rao-Blacwellization and a new way of applying it to reduce the variance of a point estimation in a sequential bayesian setting

Petetin, Y.; Desbouvries, F., Bayesian Conditional Monte Carlo Algorithms for Nonlinear Time-Series State Estimation, Signal Processing, IEEE Transactions on , vol.63, no.14, pp.3586,3598, DOI: 10.1109/TSP.2015.2423251.

Bayesian filtering aims at estimating sequentially a hidden process from an observed one. In particular, sequential Monte Carlo (SMC) techniques propagate in time weighted trajectories which represent the posterior probability density function (pdf) of the hidden process given the available observations. On the other hand, conditional Monte Carlo (CMC) is a variance reduction technique which replaces the estimator of a moment of interest by its conditional expectation given another variable. In this paper, we show that up to some adaptations, one can make use of the time recursive nature of SMC algorithms in order to propose natural temporal CMC estimators of some point estimates of the hidden process, which outperform the associated crude Monte Carlo (MC) estimator whatever the number of samples. We next show that our Bayesian CMC estimators can be computed exactly, or approximated efficiently, in some hidden Markov chain (HMC) models; in some jump Markov state-space systems (JMSS); as well as in multitarget filtering. Finally our algorithms are validated via simulations.