A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding

Set-membership estimation is usually formulated in the context of set-valued calculus and no probabilistic calculations are necessary. In this paper, we show that set-membership estimation can be equivalently formulated in the probabilistic setting by employing sets of probability measures. Inference in set-membership estimation is thus carried out by computing expectations with respect to the updated set of probability measures P as in the probabilistic case. In particular, it is shown that inference can be performed by solving a particular semi-infinite linear programming problem, which is a special case of the truncated moment problem in which only the zero-th order moment is known (i.e., the support). By writing the dual of the above semi-infinite linear programming problem, it is shown that, if the nonlinearities in the measurement and process equations are polynomial and if the bounding sets for initial state, process and measurement noises are described by polynomial inequalities, then an approximation of this semi-infinite linear programming problem can efficiently be obtained by using the theory of sum-of-squares polynomial optimization. We then derive a smart greedy procedure to compute a polytopic outer-approximation of the true membership-set, by computing the minimum-volume polytope that outer-bounds the set that includes all the means computed with respect to P

Polyhedral Predictive Regions For Power System Applications

Despite substantial improvement in the development of forecasting approaches, conditional and dynamic uncertainty estimates ought to be accommodated in decision-making in power system operation and market, in order to yield either cost-optimal decisions in expectation, or decision with probabilistic guarantees. The representation of uncertainty serves as an interface between forecasting and decision-making problems, with different approaches handling various objects and their parameterization as input. Following substantial developments based on scenario-based stochastic methods, robust and chance-constrained optimization approaches have gained increasing attention. These often rely on polyhedra as a representation of the convex envelope of uncertainty. In the work, we aim to bridge the gap between the probabilistic forecasting literature and such optimization approaches by generating forecasts in the form of polyhedra with probabilistic guarantees. For that, we see polyhedra as parameterized objects under alternative definitions (under $L_1$ and $L_\infty$ norms), the parameters of which may be modelled and predicted. We additionally discuss assessing the predictive skill of such multivariate probabilistic forecasts. An application and related empirical investigation results allow us to verify probabilistic calibration and predictive skills of our polyhedra.Comment: 8 page

Visual Odometry and Sparse Scene Reconstruction for UAVs with a Multi-Fisheye Camera System

Autonomously operating UAVs demand a fast localization for navigation, to actively explore unknown areas and to create maps. For pose estimation, many UAV systems make use of a combination of GPS receivers and inertial sensor units (IMU). However, GPS signal coverage may go down occasionally, especially in the close vicinity of objects, and precise IMUs are too heavy to be carried by lightweight UAVs. This and the high cost of high quality IMU motivate the use of inexpensive vision based sensors for localization using visual odometry or visual SLAM (simultaneous localization and mapping) techniques. The first contribution of this thesis is a more general approach to bundle adjustment with an extended version of the projective coplanarity equation which enables us to make use of omnidirectional multi-camera systems which may consist of fisheye cameras that can capture a large field of view with one shot. We use ray directions as observations instead of image points which is why our approach does not rely on a specific projection model assuming a central projection. In addition, our approach allows the integration and estimation of points at infinity, which classical bundle adjustments are not capable of. We show that the integration of far or infinitely far points stabilizes the estimation of the rotation angles of the camera poses. In its second contribution, we employ this approach to bundle adjustment in a highly integrated system for incremental pose estimation and mapping on light-weight UAVs. Based on the image sequences of a multi-camera system our system makes use of tracked feature points to incrementally build a sparse map and incrementally refines this map using the iSAM2 algorithm. Our system is able to optionally integrate GPS information on the level of carrier phase observations even in underconstrained situations, e.g. if only two satellites are visible, for georeferenced pose estimation. This way, we are able to use all available information in underconstrained GPS situations to keep the mapped 3D model accurate and georeferenced. In its third contribution, we present an approach for re-using existing methods for dense stereo matching with fisheye cameras, which has the advantage that highly optimized existing methods can be applied as a black-box without modifications even with cameras that have field of view of more than 180 deg. We provide a detailed accuracy analysis of the obtained dense stereo results. The accuracy analysis shows the growing uncertainty of observed image points of fisheye cameras due to increasing blur towards the image border. Core of the contribution is a rigorous variance component estimation which allows to estimate the variance of the observed disparities at an image point as a function of the distance of that point to the principal point. We show that this improved stochastic model provides a more realistic prediction of the uncertainty of the triangulated 3D points.Autonom operierende UAVs benötigen eine schnelle Lokalisierung zur Navigation, zur Exploration unbekannter Umgebungen und zur Kartierung. Zur Posenbestimmung verwenden viele UAV-Systeme eine Kombination aus GPS-Empfängern und Inertial-Messeinheiten (IMU). Die Verfügbarkeit von GPS-Signalen ist jedoch nicht überall gewährleistet, insbesondere in der Nähe abschattender Objekte, und präzise IMUs sind für leichtgewichtige UAVs zu schwer. Auch die hohen Kosten qualitativ hochwertiger IMUs motivieren den Einsatz von kostengünstigen bildgebenden Sensoren zur Lokalisierung mittels visueller Odometrie oder SLAM-Techniken zur simultanen Lokalisierung und Kartierung. Im ersten wissenschaftlichen Beitrag dieser Arbeit entwickeln wir einen allgemeineren Ansatz für die Bündelausgleichung mit einem erweiterten Modell für die projektive Kollinearitätsgleichung, sodass auch omnidirektionale Multikamerasysteme verwendet werden können, welche beispielsweise bestehend aus Fisheyekameras mit einer Aufnahme einen großen Sichtbereich abdecken. Durch die Integration von Strahlrichtungen als Beobachtungen ist unser Ansatz nicht von einem kameraspezifischen Abbildungsmodell abhängig solange dieses der Zentralprojektion folgt. Zudem erlaubt unser Ansatz die Integration und Schätzung von unendlich fernen Punkten, was bei klassischen Bündelausgleichungen nicht möglich ist. Wir zeigen, dass durch die Integration weit entfernter und unendlich ferner Punkte die Schätzung der Rotationswinkel der Kameraposen stabilisiert werden kann. Im zweiten Beitrag verwenden wir diesen entwickelten Ansatz zur Bündelausgleichung für ein System zur inkrementellen Posenschätzung und dünnbesetzten Kartierung auf einem leichtgewichtigen UAV. Basierend auf den Bildsequenzen eines Mulitkamerasystems baut unser System mittels verfolgter markanter Bildpunkte inkrementell eine dünnbesetzte Karte auf und verfeinert diese inkrementell mittels des iSAM2-Algorithmus. Unser System ist in der Lage optional auch GPS Informationen auf dem Level von GPS-Trägerphasen zu integrieren, wodurch sogar in unterbestimmten Situation - beispielsweise bei nur zwei verfügbaren Satelliten - diese Informationen zur georeferenzierten Posenschätzung verwendet werden können. Im dritten Beitrag stellen wir einen Ansatz zur Verwendung existierender Methoden für dichtes Stereomatching mit Fisheyekameras vor, sodass hoch optimierte existierende Methoden als Black Box ohne Modifzierungen sogar mit Kameras mit einem Gesichtsfeld von mehr als 180 Grad verwendet werden können. Wir stellen eine detaillierte Genauigkeitsanalyse basierend auf dem Ergebnis des dichten Stereomatchings dar. Die Genauigkeitsanalyse zeigt, wie stark die Genauigkeit beobachteter Bildpunkte bei Fisheyekameras zum Bildrand aufgrund von zunehmender Unschärfe abnimmt. Das Kernstück dieses Beitrags ist eine Varianzkomponentenschätzung, welche die Schätzung der Varianz der beobachteten Disparitäten an einem Bildpunkt als Funktion von der Distanz dieses Punktes zum Hauptpunkt des Bildes ermöglicht. Wir zeigen, dass dieses verbesserte stochastische Modell eine realistischere Prädiktion der Genauigkeiten der 3D Punkte ermöglicht

Active and Physics-Based Human Pose Reconstruction

Perceiving humans is an important and complex problem within computervision. Its significance is derived from its numerous applications, suchas human-robot interaction, virtual reality, markerless motion capture,and human tracking for autonomous driving. The difficulty lies in thevariability in human appearance, physique, and plausible body poses. Inreal-world scenes, this is further exacerbated by difficult lightingconditions, partial occlusions, and the depth ambiguity stemming fromthe loss of information during the 3d to 2d projection. Despite thesechallenges, significant progress has been made in recent years,primarily due to the expressive power of deep neural networks trained onlarge datasets. However, creating large-scale datasets with 3dannotations is expensive, and capturing the vast diversity of the realworld is demanding. Traditionally, 3d ground truth is captured usingmotion capture laboratories that require large investments. Furthermore,many laboratories cannot easily accommodate athletic and dynamicmotions. This thesis studies three approaches to improving visualperception, with emphasis on human pose estimation, that can complementimprovements to the underlying predictor or training data.The first two papers present active human pose estimation, where areinforcement learning agent is tasked with selecting informativeviewpoints to reconstruct subjects efficiently. The papers discard thecommon assumption that the input is given and instead allow the agent tomove to observe subjects from desirable viewpoints, e.g., those whichavoid occlusions and for which the underlying pose estimator has a lowprediction error.The third paper introduces the task of embodied visual active learning,which goes further and assumes that the perceptual model is notpre-trained. Instead, the agent is tasked with exploring its environmentand requesting annotations to refine its visual model. Learning toexplore novel scenarios and efficiently request annotation for new datais a step towards life-long learning, where models can evolve beyondwhat they learned during the initial training phase. We study theproblem for segmentation, though the idea is applicable to otherperception tasks.Lastly, the final two papers propose improving human pose estimation byintegrating physical constraints. These regularize the reconstructedmotions to be physically plausible and serve as a complement to currentkinematic approaches. Whether a motion has been observed in the trainingdata or not, the predictions should obey the laws of physics. Throughintegration with a physical simulator, we demonstrate that we can reducereconstruction artifacts and enforce, e.g., contact constraints

A Tutorial on Bayesian Optimization of Expensive Cost Functions, with Application to Active User Modeling and Hierarchical Reinforcement Learning

We present a tutorial on Bayesian optimization, a method of finding the maximum of expensive cost functions. Bayesian optimization employs the Bayesian technique of setting a prior over the objective function and combining it with evidence to get a posterior function. This permits a utility-based selection of the next observation to make on the objective function, which must take into account both exploration (sampling from areas of high uncertainty) and exploitation (sampling areas likely to offer improvement over the current best observation). We also present two detailed extensions of Bayesian optimization, with experiments---active user modelling with preferences, and hierarchical reinforcement learning---and a discussion of the pros and cons of Bayesian optimization based on our experiences