The application of Bayesian change point detection in UAV fuel systems

AbstractA significant amount of research has been undertaken in statistics to develop and implement various change point detection techniques for different industrial applications. One of the successful change point detection techniques is Bayesian approach because of its strength to cope with uncertainties in the recorded data. The Bayesian Change Point (BCP) detection technique has the ability to overcome the uncertainty in estimating the number and location of change point due to its probabilistic theory. In this paper we implement the BCP detection technique to a laboratory based fuel rig system to detect the change in the pre-valve pressure signal due to a failure in the valve. The laboratory test-bed represents a Unmanned Aerial Vehicle (UAV) fuel system and its associated electrical power supply, control system and sensing capabilities. It is specifically designed in order to replicate a number of component degradation faults with high accuracy and repeatability so that it can produce benchmark datasets to demonstrate and assess the efficiency of the BCP algorithm. Simulation shows satisfactory results of implementing the proposed BCP approach. However, the computational complexity, and the high sensitivity due to the prior distribution on the number and location of the change points are the main disadvantages of the BCP approac

Real-Time Predictive Modeling and Robust Avoidance of Pedestrians with Uncertain, Changing Intentions

To plan safe trajectories in urban environments, autonomous vehicles must be able to quickly assess the future intentions of dynamic agents. Pedestrians are particularly challenging to model, as their motion patterns are often uncertain and/or unknown a priori. This paper presents a novel changepoint detection and clustering algorithm that, when coupled with offline unsupervised learning of a Gaussian process mixture model (DPGP), enables quick detection of changes in intent and online learning of motion patterns not seen in prior training data. The resulting long-term movement predictions demonstrate improved accuracy relative to offline learning alone, in terms of both intent and trajectory prediction. By embedding these predictions within a chance-constrained motion planner, trajectories which are probabilistically safe to pedestrian motions can be identified in real-time. Hardware experiments demonstrate that this approach can accurately predict pedestrian motion patterns from onboard sensor/perception data and facilitate robust navigation within a dynamic environment.Comment: Submitted to 2014 International Workshop on the Algorithmic Foundations of Robotic

Coding of non-stationary sources as a foundation for detecting change points and outliers in binary time-series

An interesting scheme for estimating and adapting distributions in real-time for non-stationary data has recently been the focus of study for several different tasks relating to time series and data mining, namely change point detection, outlier detection and online compression/sequence prediction. An appealing feature is that unlike more sophisticated procedures, it is as fast as the related stationary procedures which are simply modified through discounting or windowing. The discount scheme makes older observations lose their influence on new predictions. The authors of this article recently used a discount scheme for introducing an adaptive version of the Context Tree Weighting compression algorithm. The mentioned change point and outlier detection methods rely on the changing compression ratio of an online compression algorithm. Here we are beginning to provide theoretical foundations for the use of these adaptive estimation procedures that have already shown practical promise

Bayesian learning of models for estimating uncertainty in alert systems: application to air traffic conflict avoidance

Alert systems detect critical events which can happen in the short term. Uncertainties in data and in the models used for detection cause alert errors. In the case of air traffic control systems such as Short-Term Conflict Alert (STCA), uncertainty increases errors in alerts of separation loss. Statistical methods that are based on analytical assumptions can provide biased estimates of uncertainties. More accurate analysis can be achieved by using Bayesian Model Averaging, which provides estimates of the posterior probability distribution of a prediction. We propose a new approach to estimate the prediction uncertainty, which is based on observations that the uncertainty can be quantified by variance of predicted outcomes. In our approach, predictions for which variances of posterior probabilities are above a given threshold are assigned to be uncertain. To verify our approach we calculate a probability of alert based on the extrapolation of closest point of approach. Using Heathrow airport flight data we found that alerts are often generated under different conditions, variations in which lead to alert detection errors. Achieving 82.1% accuracy of modelling the STCA system, which is a necessary condition for evaluating the uncertainty in prediction, we found that the proposed method is capable of reducing the uncertain component. Comparison with a bootstrap aggregation method has demonstrated a significant reduction of uncertainty in predictions. Realistic estimates of uncertainties will open up new approaches to improving the performance of alert systems