Robust state estimation methods for robotics applications

State estimation is an integral component of any autonomous robotic system. Finding the correct position, velocity, and orientation of an agent in its environment enables it to do other tasks like mapping and interacting with the environment, and collaborating with other agents. State estimation is achieved by using data obtained from multiple sensors and fusing them in a probabilistic framework. These include inertial data from Inertial Measurement Unit (IMU), images from camera, range data from lidars, and positioning data from Global Navigation Satellite Systems (GNSS) receivers. The main challenge faced in sensor-based state estimation is the presence of noisy, erroneous, and even lack of informative data. Some common examples of such situations include wrong feature matching between images or point clouds, false loop-closures due to perceptual aliasing (different places that look similar can confuse the robot), presence of dynamic objects in the environment (odometry algorithms assume a static environment), multipath errors for GNSS (signals for satellites jumping off tall structures like buildings before reaching receivers) and more. This work studies existing and new ways of how standard estimation algorithms like the Kalman filter and factor graphs can be made robust to such adverse conditions without losing performance in ideal outlier-free conditions. The first part of this work demonstrates the importance of robust Kalman filters on wheel-inertial odometry for high-slip terrain. Next, inertial data is integrated into GNSS factor graphs to improve the accuracy and robustness of GNSS factor graphs. Lastly, a combined framework for improving the robustness of non-linear least squares and estimating the inlier noise threshold is proposed and tested with point cloud registration and lidar-inertial odometry algorithms followed by an algorithmic analysis of optimizing generalized robust cost functions with factor graphs for GNSS positioning problem

Parameter Estimation and Model Selection in Computational Biology

A central challenge in computational modeling of biological systems is the determination of the model parameters. Typically, only a fraction of the parameters (such as kinetic rate constants) are experimentally measured, while the rest are often fitted. The fitting process is usually based on experimental time course measurements of observables, which are used to assign parameter values that minimize some measure of the error between these measurements and the corresponding model prediction. The measurements, which can come from immunoblotting assays, fluorescent markers, etc., tend to be very noisy and taken at a limited number of time points. In this work we present a new approach to the problem of parameter selection of biological models. We show how one can use a dynamic recursive estimator, known as extended Kalman filter, to arrive at estimates of the model parameters. The proposed method follows. First, we use a variation of the Kalman filter that is particularly well suited to biological applications to obtain a first guess for the unknown parameters. Secondly, we employ an a posteriori identifiability test to check the reliability of the estimates. Finally, we solve an optimization problem to refine the first guess in case it should not be accurate enough. The final estimates are guaranteed to be statistically consistent with the measurements. Furthermore, we show how the same tools can be used to discriminate among alternate models of the same biological process. We demonstrate these ideas by applying our methods to two examples, namely a model of the heat shock response in E. coli, and a model of a synthetic gene regulation system. The methods presented are quite general and may be applied to a wide class of biological systems where noisy measurements are used for parameter estimation or model selection

Sequential Bayesian inference for implicit hidden Markov models and current limitations

Hidden Markov models can describe time series arising in various fields of science, by treating the data as noisy measurements of an arbitrarily complex Markov process. Sequential Monte Carlo (SMC) methods have become standard tools to estimate the hidden Markov process given the observations and a fixed parameter value. We review some of the recent developments allowing the inclusion of parameter uncertainty as well as model uncertainty. The shortcomings of the currently available methodology are emphasised from an algorithmic complexity perspective. The statistical objects of interest for time series analysis are illustrated on a toy "Lotka-Volterra" model used in population ecology. Some open challenges are discussed regarding the scalability of the reviewed methodology to longer time series, higher-dimensional state spaces and more flexible models.Comment: Review article written for ESAIM: proceedings and surveys. 25 pages, 10 figure

Improve Speech Enhancement Using Weiner Filtering

Speech enhancement aims to improve speech quality by using various algorithms. It may sound simple, but what is meant by the word quality. It can be at least clarity and intelligibility, pleasantness, or compatibility with some other method in speech processing. Wiener filter are rather simple and workable, but after the estimation of the background noise, one neglects the fact that the signal is actually speech. Furthermore, the phase component of the signal is left untouched. However, this is perhaps not such a bad problem; after all, human ear is not very sensitive to phase changes. The third restriction in spectral subtraction methods is the processing of the speech signal in frames, so the Proceeding from one frame to another must be handled with care to avoid discontinuities. Noise reduction is a key-point of speech enhancement systems in hands-free communications. A number of techniques have been already developed in the frequency domain such as an optimal short-time spectral amplitude estimator proposed by Ephraim and Malah including the estimation of the a priori signal-to-noise ratio. This approach reduces significantly the disturbing noise and provides enhanced speech with colorless residual noise. In this paper, we propose a technique based on a Wiener filtering under uncertainty of signal presence in the noisy observation. Two different estimators of the a priori signal-to-noise ratio are tested and compared. The main interest of this approach comes from its low complexity. In this paper we demonstrate the application of weiner filter for a speech signal using Matlab 7.1 and signal processing toolbox

Multiscale Bayesian State Space Model for Granger Causality Analysis of Brain Signal

Modelling time-varying and frequency-specific relationships between two brain signals is becoming an essential methodological tool to answer heoretical questions in experimental neuroscience. In this article, we propose to estimate a frequency Granger causality statistic that may vary in time in order to evaluate the functional connections between two brain regions during a task. We use for that purpose an adaptive Kalman filter type of estimator of a linear Gaussian vector autoregressive model with coefficients evolving over time. The estimation procedure is achieved through variational Bayesian approximation and is extended for multiple trials. This Bayesian State Space (BSS) model provides a dynamical Granger-causality statistic that is quite natural. We propose to extend the BSS model to include the \`{a} trous Haar decomposition. This wavelet-based forecasting method is based on a multiscale resolution decomposition of the signal using the redundant \`{a} trous wavelet transform and allows us to capture short- and long-range dependencies between signals. Equally importantly it allows us to derive the desired dynamical and frequency-specific Granger-causality statistic. The application of these models to intracranial local field potential data recorded during a psychological experimental task shows the complex frequency based cross-talk between amygdala and medial orbito-frontal cortex. Keywords: \`{a} trous Haar wavelets; Multiple trials; Neuroscience data; Nonstationarity; Time-frequency; Variational methods The published version of this article is Cekic, S., Grandjean, D., Renaud, O. (2018). Multiscale Bayesian state-space model for Granger causality analysis of brain signal. Journal of Applied Statistics. https://doi.org/10.1080/02664763.2018.145581

A natural approach to optimal forecasting in case of preliminary observations

Forecasting Techniques;mathematische statistiek