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Bayes Filters Pieter Abbeel UC Berkeley EECS Many slides adapted from Thrun, Burgard and Fox, Probabilistic Robotics TexPoint fonts used in EMF. Read the.

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Presentation on theme: "Bayes Filters Pieter Abbeel UC Berkeley EECS Many slides adapted from Thrun, Burgard and Fox, Probabilistic Robotics TexPoint fonts used in EMF. Read the."— Presentation transcript:

1 Bayes Filters Pieter Abbeel UC Berkeley EECS Many slides adapted from Thrun, Burgard and Fox, Probabilistic Robotics TexPoint fonts used in EMF. Read the TexPoint manual before you delete this box.: AAAAAAAAAAAAA

2 2 Actions Often the world is dynamic since actions carried out by the robot, actions carried out by other agents, or just the time passing by change the world. How can we incorporate such actions?

3 3 Typical Actions The robot turns its wheels to move The robot uses its manipulator to grasp an object Plants grow over time… Actions are never carried out with absolute certainty. In contrast to measurements, actions generally increase the uncertainty.

4 4 Modeling Actions To incorporate the outcome of an action u into the current “ belief ”, we use the conditional pdf P(x|u,x ’ ) This term specifies the pdf that executing u changes the state from x ’ to x.

5 5 Example: Closing the door

6 6 State Transitions P(x|u,x ’ ) for u = “ close door ” : If the door is open, the action “ close door ” succeeds in 90% of all cases.

7 7 Integrating the Outcome of Actions Continuous case: Discrete case:

8 8 Example: The Resulting Belief

9 Bayes rule Measurements

10 10 Bayes Filters: Framework Given: Stream of observations z and action data u: Sensor model P(z|x). Action model P(x|u,x ’ ). Prior probability of the system state P(x). Wanted: Estimate of the state X of a dynamical system. The posterior of the state is also called Belief:

11 11 Markov Assumption Underlying Assumptions Static world Independent noise Perfect model, no approximation errors

12 12 Bayes Filters Bayes z = observation u = action x = state Markov Total prob. Markov

13 13 Bayes Filter Algorithm 1. Algorithm Bayes_filter( Bel(x),d ): 2.  0 3. If d is a perceptual data item z then 4. For all x do 5. 6. 7. For all x do 8. 9. Else if d is an action data item u then 10. For all x do 11. 12. Return Bel ’ (x)

14 14 Bayes Filters are Familiar! Kalman filters Particle filters Hidden Markov models Dynamic Bayesian networks Partially Observable Markov Decision Processes (POMDPs)

15 Example Applications Robot localization: Observations are range readings (continuous) States are positions on a map (continuous) Speech recognition HMMs: Observations are acoustic signals (continuous valued) States are specific positions in specific words (so, tens of thousands) Machine translation HMMs: Observations are words (tens of thousands) States are translation options

16 16 Summary Bayes rule allows us to compute probabilities that are hard to assess otherwise. Under the Markov assumption, recursive Bayesian updating can be used to efficiently combine evidence. Bayes filters are a probabilistic tool for estimating the state of dynamic systems.

17 Example: Robot Localization t=0 Sensor model: never more than 1 mistake Know the heading (North, East, South or West) Motion model: may not execute action with small prob. 10 Prob Example from Michael Pfeiffer

18 Example: Robot Localization t=1 Lighter grey: was possible to get the reading, but less likely b/c required 1 mistake 10 Prob

19 Example: Robot Localization t=2 10 Prob

20 Example: Robot Localization t=3 10 Prob

21 Example: Robot Localization t=4 10 Prob

22 Example: Robot Localization t=5 10 Prob

23 The likelihood of the observations The forward algorithm first sums over x 1, then over x 2 and so forth, which allows it to efficiently compute the likelihood at all times t, indeed: Relevance: Compare the fit of several HMM models to the data Could optimize the dynamics model and observation model to maximize the likelihood Run multiple simultaneous trackers --- retain the best and split again whenever applicable (e.g., loop closures in SLAM, or different flight maneuvers)


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