Robust Kalman tracking and smoothing with propagating and non-propagating outliers

A common situation in filtering where classical Kalman filtering does not perform particularly well is tracking in the presence of propagating outliers. This calls for robustness understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. Based on optimality results for distributional-robust Kalman filtering from Ruckdeschel[01,10], we propose new robust recursive filters and smoothers designed for this purpose as well as specialized versions for non-propagating outliers. We apply these procedures in the context of a GPS problem arising in the car industry. To better understand these filters, we study their behavior at stylized outlier patterns (for which they are not designed) and compare them to other approaches for the tracking problem. Finally, in a simulation study we discuss efficiency of our procedures in comparison to competitors.Comment: 27 pages, 12 figures, 2 table

Conformance Testing as Falsification for Cyber-Physical Systems

In Model-Based Design of Cyber-Physical Systems (CPS), it is often desirable to develop several models of varying fidelity. Models of different fidelity levels can enable mathematical analysis of the model, control synthesis, faster simulation etc. Furthermore, when (automatically or manually) transitioning from a model to its implementation on an actual computational platform, then again two different versions of the same system are being developed. In all previous cases, it is necessary to define a rigorous notion of conformance between different models and between models and their implementations. This paper argues that conformance should be a measure of distance between systems. Albeit a range of theoretical distance notions exists, a way to compute such distances for industrial size systems and models has not been proposed yet. This paper addresses exactly this problem. A universal notion of conformance as closeness between systems is rigorously defined, and evidence is presented that this implies a number of other application-dependent conformance notions. An algorithm for detecting that two systems are not conformant is then proposed, which uses existing proven tools. A method is also proposed to measure the degree of conformance between two systems. The results are demonstrated on a range of models

LAPACK-Based Software for Subspace Identification

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Automatic Curriculum Learning For Deep RL: A Short Survey

Automatic Curriculum Learning (ACL) has become a cornerstone of recent successes in Deep Reinforcement Learning (DRL).These methods shape the learning trajectories of agents by challenging them with tasks adapted to their capacities. In recent years, they have been used to improve sample efficiency and asymptotic performance, to organize exploration, to encourage generalization or to solve sparse reward problems, among others. The ambition of this work is dual: 1) to present a compact and accessible introduction to the Automatic Curriculum Learning literature and 2) to draw a bigger picture of the current state of the art in ACL to encourage the cross-breeding of existing concepts and the emergence of new ideas.Comment: Accepted at IJCAI202

Sufficient Conditions for Feasibility and Optimality of Real-Time Optimization Schemes - II. Implementation Issues

The idea of iterative process optimization based on collected output measurements, or "real-time optimization" (RTO), has gained much prominence in recent decades, with many RTO algorithms being proposed, researched, and developed. While the essential goal of these schemes is to drive the process to its true optimal conditions without violating any safety-critical, or "hard", constraints, no generalized, unified approach for guaranteeing this behavior exists. In this two-part paper, we propose an implementable set of conditions that can enforce these properties for any RTO algorithm. This second part examines the practical side of the sufficient conditions for feasibility and optimality (SCFO) proposed in the first and focuses on how they may be enforced in real application, where much of the knowledge required for the conceptual SCFO is unavailable. Methods for improving convergence speed are also considered.Comment: 56 pages, 15 figure