1. ARGUS II DARP: Applications of Agent-based Information Fusion ARGUS II DARP - Unclassified1 Probabilistic Inference in Multi-Agent Systems Steven Reece Oxford University

2. ARGUS II DARP - Oxford University - Unclassified2 Covariance ellipse Estimation Target tracking Map building Decentralised estimation Multiple observers No central estimator Local message passing Inference graph can be arbitrary Context agent 1 agent 2 agent 3 agent 4 Estimate State

3. ARGUS II DARP - Oxford University - Unclassified3 Data Incest Problem Multiple estimates Correlated errors Maintain correlations Centralised Choke network … or infer bounds on correlations! agent 1 agent 2 agent 3 agent 4 x 1 P 11 x 2 P 22 EstimateCovariance

4. ARGUS II DARP - Oxford University - Unclassified4 Rival Approaches Existing technology Kalman filter ignores correlations. Fused estimates can be too confident E.g. Disaster when aircraft believe they are sufficiently far apart to manoeuvre! Covariance intersection (CI) assumes all correlations are possible. Fused estimates can be uninformative E.g. Disaster when aircraft must manoeuvre but have insufficient information about how far apart they are. They are flying blind!  New technology  Covariance inflation (CInf)

5. ARGUS II DARP - Oxford University - Unclassified5 Covariance Inflation/Deflation Family of 2D covariance matrices. Crucially, correlation is boundable. Fit outer or inner ellipse to family. Reduce risk. agent 2 agent 3 agent 4 x 1 P 11 x 2 P 22

6. ARGUS II DARP - Oxford University - Unclassified6 Covariance Inflation Transmitter agent knows fraction of its own estimate that could be shared by other agents (coupling scalar). Agents communicate Estimate vector Covariance matrix Coupling scalar Receiver determines correlation bounds by combining coupling scalars. agent 2 agent 3 agent 4 x 1 P 11 x 2 P 22 + coupling scalar + coupling scalar

7. ARGUS II DARP - Oxford University - Unclassified7 Efficiency and Computational Cost CInf requires only minor changes to existing data fusion code. CInf invokes some extra computational cost for each agent but no significant communication cost. Along with the estimate and covariance matrix, an agent is required to communicate an extra scalar only. Critical for limited bandwidth applications! Both the Kalman filter and Covariance intersection are special cases of CInf. CInf estimates are more certain than those of its nearest rival, Covariance Intersection (CI).

8. ARGUS II DARP - Oxford University - Unclassified8 Application SLAM Vehicle location is uncertain Landmark estimates therefore inherit common error Correlated errors everywhere! DSLAM Multiple platforms Limited bandwidth Communicate sub-maps Sub-maps are correlated!

9. ARGUS II DARP - Oxford University - Unclassified9 Simulator Details Simulator developed from code supplied by Eric Nettleton, now at BAE SYSTEMS Scenario comprises Two agents Each communicates a sub-map every 10 time steps Compare CInf and CI … you will see Individual feature location uncertainty (ellipses) Total uncertainty in combined agent/feature estimates

10. ARGUS II DARP - Oxford University - Unclassified10 Comparison of Covariance Inflation (CInf) and Covariance Intersection (CI) CICInf

11. ARGUS II DARP - Oxford University - Unclassified11 Many Applications of CInf Applications described in this conference Loopy communication networks SLAM Area surveillance (QinetiQ) Free flight (BAE SYSTEMS) Failure risk envelopes (Rolls-Royce) Data reduction (academic demonstrator) Also … Multi-agent fault detection (decorrelation of fault bids) Control (behaviour envelopes)

12. ARGUS II DARP - Oxford University - Unclassified12 Take Home Message Data incest is a significant problem for flexible multi-agent information systems. Covariance Inflation (CInf) offers a robust, efficient and computationally inexpensive solution to data incest problems. For full details, see our publication to appear at the Eighth International Conference on Information Fusion … and available on-line on the ARGUS web site.

13. ARGUS II DARP: Applications of Agent-based Information Fusion ARGUS II DARP - Unclassified13 Questions?