Motor Cortical Decoding Using an Autoregressive Moving Average Model

Total Page:16

File Type:pdf, Size:1020Kb

Motor Cortical Decoding Using an Autoregressive Moving Average Model Motor Cortical Decoding Using an Autoregressive Moving Average Model Jessica Fisher and Michael J. Black Department of Computer Science, Brown University Providence, Rhode Island 02912 Email: {jfisher, black}@cs.brown.edu Abstract— We develop an Autoregressive Moving Average An ARMA model was suggested by [1] in the context (ARMA) model for decoding hand motion from neural firing of decoding a center-out reaching task. They extended the data and provide a simple method for estimating the parameters method to model a non-linear relationship between firing of the model. Results show that this method produces more accurate reconstructions of hand position than the previous rates and hand motions using Support Vector Regression. Kalman filter and linear regression methods. The ARMA model Here we apply the simpler ARMA model to a more complex combines the best properties of both these methods, producing task involving arbitrary 2D hand motions. We show that a reconstructed hand trajectories that are smooth and accurate. very simple algorithm suffices to estimate the parameters of This simple technique is computationally efficient making it the ARMA process, and that the resulting decoding method appropriate for real-time prosthetic control tasks. results in reconstructions that are highly correlated to the true I. INTRODUCTION hand trajectory. We explore the choice of parameters and pro- One of the primary problems in the development of prac- vide a quantitative comparison between the ARMA process, tical neural motor prostheses is the formulation of accurate linear regression, and the Kalman filter. We found that the methods for decoding neural signals. Here we focus on the simple ARMA process provides smooth reconstructions that problem of reconstructing the trajectory of a primate hand are more accurate than those of previous methods. given the extracellularly recorded firing activity of a popu- lation of neurons in the arm area of primary motor cortex. II. METHODS Various machine learning techniques, mathematical models, A. Recording and decoding algorithms have been applied to this problem [1]–[7]. The simplest and most common of these is the linear Our experiments here use previously recorded and reported regression method which represents hand position at a given data [9] in which a Bionic Technologies LLC (BTL) 100- time instant as a linear combination of population firing rates electrode silicon array [10] was implanted in the arm area over some preceding time interval [2], [3], [6]. While simple of the primary motor cortex of a macaca mulatta monkey. and relatively accurate, the resulting reconstructions require The monkey was trained to move a two-joint planar manip- post hoc smoothing to be practical in a neural prosthesis [8]. ulandum to control a feedback cursor on a computer screen. Alternatively, Bayesian decoding methods have been used, The position of the manipulandum and the neural activity including the Kalman filter [4] and particle filter [5], [7]. In were recorded simultaneously, and the neural activity was contrast to the linear regression method, Bayesian methods summed into 70-ms bins. The task the monkey performed include an explicit temporal smoothness term that models was a “pinball” task [4] in which he moved the cursor to hit the prior probability of hand motion. The Kalman filter is a target on the screen, and when he succeeded, a new target particularly appropriate for prosthetic applications given its appeared. Neural signals were detected on 42 electrodes, and accuracy and efficiency (for both training and decoding) a simple thresholding operation was used to detect action [8]. Unlike the linear regression method which uses a large potentials. The spikes on each electrode were treated as one history of firing data to reconstruct hand motion at every (potentially) multi-unit channel of data. In [11] it was found time instant, conditional independence assumptions in the that multi-unit data provided decoding accuracy on a par with standard Kalman filter restrict it to using only the current the best single unit data obtained by human spike sorting. firing rates of the neurons. While the hand trajectories The dataset was divided into separate training and testing sets decoded with the Kalman filter do not require post hoc of approximately 6.2 minutes and one minute respectively. smoothing, they still lack the smoothness of natural hand B. Linear Regression motion [8]. Here we develop a simple Autoregressive Moving Average The linear regression method is the most common method (ARMA) process for the neural decoding task that combines used for motor cortical decoding and assumes that the the linear regression method with the smoothness term of current hand state (position, velocity, and acceleration) can the Kalman filter. By using more data at each time instant be represented as a linear combination of the current firing than the Kalman filter, accuracy is improved, and by adding rates of a population of neurons. Least-squares regression is a spatial smoothing term to the linear regression method, performed to determine the coefficients (the “filter”) for this smooth trajectories are obtained without post hoc smoothing. linear combination based on training data, and the filter is then used on testing data to decode the state at each time history of firing rates and the preceding hand states, given instant [2], [6]. The linear relationship is described by by t−1 t xt = Ax − + Fz − (2) X = ZF (1) t m t k where A ∈ <D×Dm (D is the dimensionality of the state where X is a state matrix containing the (xt,yt) hand vector x) and F ∈ <D×Nk, and k and m are parameters positions at time instants t = 1 ...T , Z is a matrix of firing determining how many previous time steps (of hand state rates of the N = 42 multi-units over the same time period, and neural firing respectively) to include in the calculation. and F is the linear filter matrix relating hand positions and t−1 Dm×1 xt−m ∈ < is a column vector containing the concate- firing activity. In particular, t nation of the states from times t − m to t − 1, and zt−k ∈ <Nk×1 is a column vector containing the concatenation of xT yT the firing rates for all neurons from times t − k to t. We xT −1 yT −1 call this an Autoregressive Moving Average (ARMA)(m, k) X = . , . process [12]. A x1 y1 The parameters to be estimated in this model are and F. We alternate learning these (beginning with F) using the 1 1 2 n same method as linear regression: zT ... zT −k zT ... zT −k 1 1 1 2 n T + zT −1 ... zT −k−1 zT −1 ... zT −k−1 1 F = (Z ) (X2 − AX1) (3) Z = . , . T + . A = (X1 ) (X2 − FZ) (4) 1 1 2 n zk ... z1 zk ... z1 1 D×T −1 where X2 ∈ < is a matrix of states from times 2 to T Nk×T −1 fx1 fy1 (T being the total number of time steps), Z ∈ < is a t fx2 fy2 firing rate matrix where each column is of the form zt−k as Dm×T −1 F . described above, and X1 ∈ < is a matrix in which = . t−1 each column is of the form xt−m as described above. fxkN fykN Initially, we set A to a matrix of zeros and learn F (note f1 f2 that this is simply the standard linear regression method). where xt represents the hand x position at time t (analogous To determine when convergence has occurred, we use the i for y), zt represents the firing rate of neuron i at time t, mean squared error of the training data [4]. Convergence has th fxp represents the p filter coefficient for x (same for y), occurred when the difference between the previous iteration’s and the fp’s represent constant offset terms. Note that k is error and the current error is less than some parameter . In a constant representing a time window of neural firing rates our experiments, we used = 0.001. to be considered. Also, the column of ones in X provides D. Kalman Filter a constant bias term. This model can easily be expanded to include velocity and acceleration. The Kalman filter has been proposed for decoding motor We solve for F by minimizing the squared error kX − cortical data [4]. Like the above methods it assumes a 2 linear relationship between neural firing and hand kinematics ZFk2 which gives the solution for the filter matrix F as (though formulated as a generative model) and like the − F = (ZT Z) 1ZT X = Z+X ARMA model assumes the hand motion evolves linearly, as follows: where Z+ is the pseudo-inverse of Z. The hand position xt = Axt−1 + w (5) xt = (xt,yt) at a particular time instant can be reconstructed as zt = Hxt + q (6) x = zt F t t−k where w ∼ N(0, W) and q ∼ N(0, Q). A recursive t 1×Nk x z where zt−k ∈ < is a vector representing a k time bin Bayesian method is used to predict t given t. While the history of neural firing preceding time instant t (a row of the reader is referred to [4] for details, it is worth noting that Z matrix above). the Kalman filter reconstructs hand kinematics as C. Autoregressive Moving Average (ARMA) Model xt = Axt−1 + Kt(zt − H(Axt−1)) The linear filter models how hand position is related to were Kt is the Kalman gain matrix. Note that the first term neural activity over some time interval, but it does not ex- is the same as in the ARMA model but is restricted to using plicitly model anything about how hands move. The motion only the previous time instant due to a first order Markov of the hand is constrained by physics and the properties of assumption used to derive the filter.
Recommended publications
  • Kalman and Particle Filtering
    Abstract: The Kalman and Particle filters are algorithms that recursively update an estimate of the state and find the innovations driving a stochastic process given a sequence of observations. The Kalman filter accomplishes this goal by linear projections, while the Particle filter does so by a sequential Monte Carlo method. With the state estimates, we can forecast and smooth the stochastic process. With the innovations, we can estimate the parameters of the model. The article discusses how to set a dynamic model in a state-space form, derives the Kalman and Particle filters, and explains how to use them for estimation. Kalman and Particle Filtering The Kalman and Particle filters are algorithms that recursively update an estimate of the state and find the innovations driving a stochastic process given a sequence of observations. The Kalman filter accomplishes this goal by linear projections, while the Particle filter does so by a sequential Monte Carlo method. Since both filters start with a state-space representation of the stochastic processes of interest, section 1 presents the state-space form of a dynamic model. Then, section 2 intro- duces the Kalman filter and section 3 develops the Particle filter. For extended expositions of this material, see Doucet, de Freitas, and Gordon (2001), Durbin and Koopman (2001), and Ljungqvist and Sargent (2004). 1. The state-space representation of a dynamic model A large class of dynamic models can be represented by a state-space form: Xt+1 = ϕ (Xt,Wt+1; γ) (1) Yt = g (Xt,Vt; γ) . (2) This representation handles a stochastic process by finding three objects: a vector that l describes the position of the system (a state, Xt X R ) and two functions, one mapping ∈ ⊂ 1 the state today into the state tomorrow (the transition equation, (1)) and one mapping the state into observables, Yt (the measurement equation, (2)).
    [Show full text]
  • Applying Particle Filtering in Both Aggregated and Age-Structured Population Compartmental Models of Pre-Vaccination Measles
    bioRxiv preprint doi: https://doi.org/10.1101/340661; this version posted June 6, 2018. The copyright holder for this preprint (which was not certified by peer review) is the author/funder, who has granted bioRxiv a license to display the preprint in perpetuity. It is made available under aCC-BY 4.0 International license. Applying particle filtering in both aggregated and age-structured population compartmental models of pre-vaccination measles Xiaoyan Li1*, Alexander Doroshenko2, Nathaniel D. Osgood1 1 Department of Computer Science, University of Saskatchewan, Saskatoon, Saskatchewan, Canada 2 Department of Medicine, Division of Preventive Medicine, University of Alberta, Edmonton, Alberta, Canada * [email protected] Abstract Measles is a highly transmissible disease and is one of the leading causes of death among young children under 5 globally. While the use of ongoing surveillance data and { recently { dynamic models offer insight on measles dynamics, both suffer notable shortcomings when applied to measles outbreak prediction. In this paper, we apply the Sequential Monte Carlo approach of particle filtering, incorporating reported measles incidence for Saskatchewan during the pre-vaccination era, using an adaptation of a previously contributed measles compartmental model. To secure further insight, we also perform particle filtering on an age structured adaptation of the model in which the population is divided into two interacting age groups { children and adults. The results indicate that, when used with a suitable dynamic model, particle filtering can offer high predictive capacity for measles dynamics and outbreak occurrence in a low vaccination context. We have investigated five particle filtering models in this project. Based on the most competitive model as evaluated by predictive accuracy, we have performed prediction and outbreak classification analysis.
    [Show full text]
  • Dynamic Detection of Change Points in Long Time Series
    AISM (2007) 59: 349–366 DOI 10.1007/s10463-006-0053-9 Nicolas Chopin Dynamic detection of change points in long time series Received: 23 March 2005 / Revised: 8 September 2005 / Published online: 17 June 2006 © The Institute of Statistical Mathematics, Tokyo 2006 Abstract We consider the problem of detecting change points (structural changes) in long sequences of data, whether in a sequential fashion or not, and without assuming prior knowledge of the number of these change points. We reformulate this problem as the Bayesian filtering and smoothing of a non standard state space model. Towards this goal, we build a hybrid algorithm that relies on particle filter- ing and Markov chain Monte Carlo ideas. The approach is illustrated by a GARCH change point model. Keywords Change point models · GARCH models · Markov chain Monte Carlo · Particle filter · Sequential Monte Carlo · State state models 1 Introduction The assumption that an observed time series follows the same fixed stationary model over a very long period is rarely realistic. In economic applications for instance, common sense suggests that the behaviour of economic agents may change abruptly under the effect of economic policy, political events, etc. For example, Mikosch and St˘aric˘a (2003, 2004) point out that GARCH models fit very poorly too long sequences of financial data, say 20 years of daily log-returns of some speculative asset. Despite this, these models remain highly popular, thanks to their forecast ability (at least on short to medium-sized time series) and their elegant simplicity (which facilitates economic interpretation). Against the common trend of build- ing more and more sophisticated stationary models that may spuriously provide a better fit for such long sequences, the aforementioned authors argue that GARCH models remain a good ‘local’ approximation of the behaviour of financial data, N.
    [Show full text]
  • Bayesian Filtering: from Kalman Filters to Particle Filters, and Beyond ZHE CHEN
    MANUSCRIPT 1 Bayesian Filtering: From Kalman Filters to Particle Filters, and Beyond ZHE CHEN Abstract— In this self-contained survey/review paper, we system- IV Bayesian Optimal Filtering 9 atically investigate the roots of Bayesian filtering as well as its rich IV-AOptimalFiltering..................... 10 leaves in the literature. Stochastic filtering theory is briefly reviewed IV-BKalmanFiltering..................... 11 with emphasis on nonlinear and non-Gaussian filtering. Following IV-COptimumNonlinearFiltering.............. 13 the Bayesian statistics, different Bayesian filtering techniques are de- IV-C.1Finite-dimensionalFilters............ 13 veloped given different scenarios. Under linear quadratic Gaussian circumstance, the celebrated Kalman filter can be derived within the Bayesian framework. Optimal/suboptimal nonlinear filtering tech- V Numerical Approximation Methods 14 niques are extensively investigated. In particular, we focus our at- V-A Gaussian/Laplace Approximation ............ 14 tention on the Bayesian filtering approach based on sequential Monte V-BIterativeQuadrature................... 14 Carlo sampling, the so-called particle filters. Many variants of the V-C Mulitgrid Method and Point-Mass Approximation . 14 particle filter as well as their features (strengths and weaknesses) are V-D Moment Approximation ................. 15 discussed. Related theoretical and practical issues are addressed in V-E Gaussian Sum Approximation . ............. 16 detail. In addition, some other (new) directions on Bayesian filtering V-F Deterministic
    [Show full text]
  • Monte Carlo Smoothing for Nonlinear Time Series
    Monte Carlo Smoothing for Nonlinear Time Series Simon J. GODSILL, Arnaud DOUCET, and Mike WEST We develop methods for performing smoothing computations in general state-space models. The methods rely on a particle representation of the filtering distributions, and their evolution through time using sequential importance sampling and resampling ideas. In particular, novel techniques are presented for generation of sample realizations of historical state sequences. This is carried out in a forward-filtering backward-smoothing procedure that can be viewed as the nonlinear, non-Gaussian counterpart of standard Kalman filter-based simulation smoothers in the linear Gaussian case. Convergence in the mean squared error sense of the smoothed trajectories is proved, showing the validity of our proposed method. The methods are tested in a substantial application for the processing of speech signals represented by a time-varying autoregression and parameterized in terms of time-varying partial correlation coefficients, comparing the results of our algorithm with those from a simple smoother based on the filtered trajectories. KEY WORDS: Bayesian inference; Non-Gaussian time series; Nonlinear time series; Particle filter; Sequential Monte Carlo; State- space model. 1. INTRODUCTION and In this article we develop Monte Carlo methods for smooth- g(yt+1|xt+1)p(xt+1|y1:t ) p(xt+1|y1:t+1) = . ing in general state-space models. To fix notation, consider p(yt+1|y1:t ) the standard Markovian state-space model (West and Harrison 1997) Similarly, smoothing can be performed recursively backward in time using the smoothing formula xt+1 ∼ f(xt+1|xt ) (state evolution density), p(xt |y1:t )f (xt+1|xt ) p(x |y ) = p(x + |y ) dx + .
    [Show full text]
  • Time Series Analysis 5
    Warm-up: Recursive Least Squares Kalman Filter Nonlinear State Space Models Particle Filtering Time Series Analysis 5. State space models and Kalman filtering Andrew Lesniewski Baruch College New York Fall 2019 A. Lesniewski Time Series Analysis Warm-up: Recursive Least Squares Kalman Filter Nonlinear State Space Models Particle Filtering Outline 1 Warm-up: Recursive Least Squares 2 Kalman Filter 3 Nonlinear State Space Models 4 Particle Filtering A. Lesniewski Time Series Analysis Warm-up: Recursive Least Squares Kalman Filter Nonlinear State Space Models Particle Filtering OLS regression As a motivation for the reminder of this lecture, we consider the standard linear model Y = X Tβ + "; (1) where Y 2 R, X 2 Rk , and " 2 R is noise (this includes the model with an intercept as a special case in which the first component of X is assumed to be 1). Given n observations x1;:::; xn and y1;:::; yn of X and Y , respectively, the ordinary least square least (OLS) regression leads to the following estimated value of the coefficient β: T −1 T βbn = (Xn Xn) Xn Yn: (2) The matrices X and Y above are defined as 0 T1 0 1 x1 y1 X = B . C 2 (R) Y = B . C 2 Rn; @ . A Matn;k and n @ . A (3) T xn yn respectively. A. Lesniewski Time Series Analysis Warm-up: Recursive Least Squares Kalman Filter Nonlinear State Space Models Particle Filtering Recursive least squares Suppose now that X and Y consists of a streaming set of data, and each new observation leads to an updated value of the estimated β.
    [Show full text]
  • Adaptive Motion Model for Human Tracking Using Particle Filter
    2010 International Conference on Pattern Recognition Adaptive Motion Model for Human Tracking Using Particle Filter Mohammad Hossein Ghaeminia1, Amir Hossein Shabani2, and Shahryar Baradaran Shokouhi1 1Iran Univ. of Science & Technology, Tehran, Iran 2University of Waterloo, ON, Canada [email protected] [email protected] [email protected] Abstract is periodically adapted by an efficient learning procedure (Figure 1). The core of learning the motion This paper presents a novel approach to model the model is the parameter estimation for which the complex motion of human using a probabilistic sequence of velocity and acceleration are innovatively autoregressive moving average model. The analyzed to be modeled by a Gaussian Mixture Model parameters of the model are adaptively tuned during (GMM). The non-negative matrix factorization is then the course of tracking by utilizing the main varying used for dimensionality reduction to take care of high components of the pdf of the target’s acceleration and variations during abrupt changes [3]. Utilizing this velocity. This motion model, along with the color adaptive motion model along with a color histogram histogram as the measurement model, has been as measurement model in the PF framework provided incorporated in the particle filtering framework for us an appropriate approach for human tracking in the human tracking. The proposed method is evaluated by real world scenario of PETS benchmark [4]. PETS benchmark in which the targets have non- The rest of this paper is organized as the following. smooth motion and suddenly change their motion Section 2 overviews the related works. Section 3 direction. Our method competes with the state-of-the- explains the particle filter and the probabilistic ARMA art techniques for human tracking in the real world model.
    [Show full text]
  • Sequential Monte Carlo Filtering Estimation of Ebola
    Sequential Monte Carlo Filtering Estimation of Ebola Progression in West Africa 1, 1 2 1 Narges Montazeri Shahtori ∗, Caterina Scoglio , Arash Pourhabib , and Faryad Darabi Sahneh approaches is that they provide an offline inference of an Abstract— We use a multivariate formulation of sequential outbreak that is inherently dynamic and parameters of model Monte Carlo filter that utilizes mechanistic models for Ebola change during disease evolution, so we need to keep tracking virus propagation and available incidence data to simultane- ously estimate the disease progression states and the model parameters when new data become available. Furthermore, parameters. This method has the advantage of performing since lots of factors such as intervention strategies could the inference online as the new data becomes available and affect on parameters, we expect that the basic reproductive estimates the evolution of basic reproductive ratio R0(t) of the ratio changes during the disease evolution. Therefore we Ebola outbreak through time. Our analysis identifies a peak in need techniques that are able to trace new data as they the basic reproductive ratio close to the time when Ebola cases were reported in Europe and the USA. become available. Towevers et al. [6] estimated the basic reproduction ratio, R0(t), by fitting exponential regression I. INTRODUCTION models to small successive time intervals of the Ebola Since December 2013, West Africa has experienced the outbreak. Therefore, they obtained an estimate of temporal largest Ebola outbreak with more than 20,000 infected cases variations of the growth rate. Their application of regression reported [1]. Secondary infections have also been reported models ignores the systemic epidemiological information in Spain and the United state [2].
    [Show full text]
  • Floor Plan-Free Particle Filter for Indoor Positioning of Industrial Vehicles
    Floor Plan-free Particle Filter for Indoor Positioning of Industrial Vehicles Ivo Silvaa, Adriano Moreiraa, Maria Jo~ao Nicolaua and Cristiano Pend~aoa aAlgoritmi Research Center, University of Minho, Portugal Abstract Industry 4.0 is triggering the rapid development of solutions for indoor localization of industrial ve- hicles in the factories of the future. Either to support indoor navigation or to improve the operations of the factory, the localization of industrial vehicles imposes demanding requirements such as high accuracy, coverage of the entire operating area, low convergence time and high reliability. Industrial vehicles can be located using Wi-Fi fingerprinting, although with large positioning errors. In addition, these vehicles may be tracked with motion sensors, however an initial position is necessary and these sensors often suffer from cumulative errors (e.g. drift in the heading). To overcome these problems, we propose an indoor positioning system (IPS) based on a particle filter that combines Wi-Fi fingerprinting with data from motion sensors (displacement and heading). Wi-Fi position estimates are obtained using a novel approach, which explores signal strength measurements from multiple Wi-Fi interfaces. This IPS is capable of locating a vehicle prototype without prior knowledge of the starting position and heading, without depending on the building's floor plan. An average positioning error of 0.74 m was achieved in performed tests in a factory-like building. Keywords indoor positioning, particle filter, Wi-Fi fingerprinting, sensor fusion, industrial vehicles 1. Introduction Factories of the future rely on the automation of vehicles to increase productivity in processes such as delivering raw materials and dispatching finished products.
    [Show full text]
  • Research Article Epileptic Seizure Prediction by a System of Particle Filter Associated with a Neural Network
    Hindawi Publishing Corporation EURASIP Journal on Advances in Signal Processing Volume 2009, Article ID 638534, 10 pages doi:10.1155/2009/638534 Research Article Epileptic Seizure Prediction by a System of Particle Filter Associated with a Neural Network Derong Liu,1 Zhongyu Pang,2 and Zhuo Wang2 1 The Key Laboratory of Complex Systems and Intelligence Science, Institute of Automation, Chinese Academy of Sciences, Beijing 100190, China 2 Department of Electrical and Computer Engineering, University of Illinois at Chicago, Chicago, IL 60607-7053, USA Correspondence should be addressed to Derong Liu, [email protected] Received 3 December 2008; Revised 5 March 2009; Accepted 28 April 2009 Recommended by Jose Principe None of the current epileptic seizure prediction methods can widely be accepted, due to their poor consistency in performance. In this work, we have developed a novel approach to analyze intracranial EEG data. The energy of the frequency band of 4–12 Hz is obtained by wavelet transform. A dynamic model is introduced to describe the process and a hidden variable is included. The hidden variable can be considered as indicator of seizure activities. The method of particle filter associated with a neural network is used to calculate the hidden variable. Six patients’ intracranial EEG data are used to test our algorithm including 39 hours of ictal EEG with 22 seizures and 70 hours of normal EEG recordings. The minimum least square error algorithm is applied to determine optimal parameters in the model adaptively. The results show that our algorithm can successfully predict 15 out of 16 seizures and the average prediction time is 38.5 minutes before seizure onset.
    [Show full text]
  • Bayesian Inference: Particle Filtering
    Bayesian Inference: Particle Filtering Emin Orhan Department of Brain & Cognitive Sciences University of Rochester Rochester, NY 14627, USA [email protected] August 9, 2012 Introduction: Particle filtering is a general Monte Carlo (sampling) method for performing inference in state-space models where the state of a system evolves in time, and information about the state is obtained via noisy measurements made at each time step. In a general discrete-time state-space model, the state of a system evolves according to: xk = fk(xk−1; vk−1) (1) where xk is a vector representing the state of the system at time k, vk−1 is the state noise vector, fk is a possibly non-linear and time-dependent function describing the evolution of the state vector. The state vector xk is assumed to be latent or unobservable. Information about xk is obtained only through noisy measurements of it, zk, which are governed by the equation: zk = hk(xk; nk) (2) where hk is a possibly non-linear and time-dependent function describing the measurement process and nk is the measurement noise vector. Optimal filtering: The filtering problem involves the estimation of the state vector at time k, given all the measurements up to and including time k, which we denote by z1:k. In a Bayesian setting, this problem can be formalized as the computation of the distribution p(xkjz1:k), which can be done recursively in two steps. In the prediction step, p(xkjz1:k−1) is computed from the filtering distribution p(xk−1jz1:k−1) at time k − 1: Z p(xkjz1:k−1) = p(xkjxk−1)p(xk−1jz1:k−1)dxk−1 (3) where p(xk−1jz1:k−1) is assumed to be known due to recursion and p(xkjxk−1) is given by Equation 1.
    [Show full text]
  • Particle Filters in Robotics
    In Proceedings of Uncertainty in AI (UAI) 2002 Particle Filters in Robotics Sebastian Thrun Computer Science Department Carnegie Mellon University Pittsburgh, PA 15213 http://www.cs.cmu.edu/ thrun perfect models and and imperfect sensors through proba- Abstract bilistic laws, such as Bayes rule. Many recently fielded state-of-the-art robotic systems employ probabilistic tech- niques for perception [12, 46, 52]; some go even as far as In recent years, particle filters have solved several hard using probabilistic techniques at all levels of perception and perceptual problems in robotics. Early successes of decision making [39]. particle filters were limited to low-dimensional esti- mation problems, such as the problem of robot lo- This article focuses on particle filters and their role in calization in environments with known maps. More robotics. Particle filters [9, 30, 40] comprise a broad fam- recently, researchers have begun exploiting structural ily of sequential Monte Carlo algorithms for approximate properties of robotic domains that have led to success- inference in partially observable Markov chains (see [9] ful particle filter applications in spaces with as many for an excellent overview on particle filters and applica- as 100,000 dimensions. The fact that every model—no tions). In robotics, early successes of particle filter imple- mater how detailed—fails to capture the full complex- mentations can be found in the area of robot localization, ity of even the most simple robotic environments has in which a robot’s pose has to be recovered from sensor lead to specific tricks and techniques essential for the data [51]. Particle filters were able to solve two important, success of particle filters in robotic domains.
    [Show full text]