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 online estimation



Online Estimation via Offline Estimation: An Information-Theoretic Framework

Neural Information Processing Systems

The classical theory of statistical estimation aims to estimate a parameter of interest under data generated from a fixed design (''offline estimation''), while the contemporary theory of online learning provides algorithms for estimation under adaptively chosen covariates (''online estimation''). Motivated by connections between estimation and interactive decision making, we ask: is it possible to convert offline estimation algorithms into online estimation algorithms in a black-box fashion? We investigate this question from an information-theoretic perspective by introducing a new framework, Oracle-Efficient Online Estimation (OEOE), where the learner can only interact with the data stream indirectly through a sequence of offline estimators produced by a black-box algorithm operating on the stream. Our main results settle the statistical and computational complexity of online estimation in this framework.



Online Estimation via Offline Estimation: An Information-Theoretic Framework

Neural Information Processing Systems

The classical theory of statistical estimation aims to estimate a parameter of interest under data generated from a fixed design (''offline estimation''), while the contemporary theory of online learning provides algorithms for estimation under adaptively chosen covariates (''online estimation''). Motivated by connections between estimation and interactive decision making, we ask: is it possible to convert offline estimation algorithms into online estimation algorithms in a black-box fashion? We investigate this question from an information-theoretic perspective by introducing a new framework, Oracle-Efficient Online Estimation (OEOE), where the learner can only interact with the data stream indirectly through a sequence of offline estimators produced by a black-box algorithm operating on the stream. Our main results settle the statistical and computational complexity of online estimation in this framework. We show that information-theoretically, there exist algorithms that achieve near-optimal online estimation error via black-box offline estimation oracles, and give a nearly-tight characterization for minimax rates in the OEOE framework.


Wheel-GINS: A GNSS/INS Integrated Navigation System with a Wheel-mounted IMU

Wu, Yibin, Kuang, Jian, Niu, Xiaoji, Stachniss, Cyrill, Klingbeil, Lasse, Kuhlmann, Heiner

arXiv.org Artificial Intelligence

A long-term accurate and robust localization system is essential for mobile robots to operate efficiently outdoors. Recent studies have shown the significant advantages of the wheel-mounted inertial measurement unit (Wheel-IMU)-based dead reckoning system. However, it still drifts over extended periods because of the absence of external correction signals. To achieve the goal of long-term accurate localization, we propose Wheel-GINS, a Global Navigation Satellite System (GNSS)/inertial navigation system (INS) integrated navigation system using a Wheel-IMU. Wheel-GINS fuses the GNSS position measurement with the Wheel-IMU via an extended Kalman filter to limit the long-term error drift and provide continuous state estimation when the GNSS signal is blocked. Considering the specificities of the GNSS/Wheel-IMU integration, we conduct detailed modeling and online estimation of the Wheel-IMU installation parameters, including the Wheel-IMU leverarm and mounting angle and the wheel radius error. Experimental results have shown that Wheel-GINS outperforms the traditional GNSS/Odometer/INS integrated navigation system during GNSS outages. At the same time, Wheel-GINS can effectively estimate the Wheel-IMU installation parameters online and, consequently, improve the localization accuracy and practicality of the system. The source code of our implementation is publicly available (https://github.com/i2Nav-WHU/Wheel-GINS).


MR-ULINS: A Tightly-Coupled UWB-LiDAR-Inertial Estimator with Multi-Epoch Outlier Rejection

Zhang, Tisheng, Yuan, Man, Wei, Linfu, Wang, Yan, Tang, Hailiang, Niu, Xiaoji

arXiv.org Artificial Intelligence

The LiDAR-inertial odometry (LIO) and the ultra-wideband (UWB) have been integrated together to achieve driftless positioning in global navigation satellite system (GNSS)-denied environments. However, the UWB may be affected by systematic range errors (such as the clock drift and the antenna phase center offset) and non-line-of-sight (NLOS) signals, resulting in reduced robustness. In this study, we propose a UWB-LiDAR-inertial estimator (MR-ULINS) that tightly integrates the UWB range, LiDAR frame-to-frame, and IMU measurements within the multi-state constraint Kalman filter (MSCKF) framework. The systematic range errors are precisely modeled to be estimated and compensated online. Besides, we propose a multi-epoch outlier rejection algorithm for UWB NLOS by utilizing the relative accuracy of the LIO. Specifically, the relative trajectory of the LIO is employed to verify the consistency of all range measurements within the sliding window. Extensive experiment results demonstrate that MR-ULINS achieves a positioning accuracy of around 0.1 m in complex indoor environments with severe NLOS interference. Ablation experiments show that the online estimation and multi-epoch outlier rejection can effectively improve the positioning accuracy. Besides, MR-ULINS maintains high accuracy and robustness in LiDAR-degenerated scenes and UWB-challenging conditions with spare base stations.


Differentiable Compliant Contact Primitives for Estimation and Model Predictive Control

Haninger, Kevin, Samuel, Kangwagye, Rozzi, Filippo, Oh, Sehoon, Roveda, Loris

arXiv.org Artificial Intelligence

Control techniques like MPC can realize contact-rich manipulation which exploits dynamic information, maintaining friction limits and safety constraints. However, contact geometry and dynamics are required to be known. This information is often extracted from CAD, limiting scalability and the ability to handle tasks with varying geometry. To reduce the need for a priori models, we propose a framework for estimating contact models online based on torque and position measurements. To do this, compliant contact models are used, connected in parallel to model multi-point contact and constraints such as a hinge. They are parameterized to be differentiable with respect to all of their parameters (rest position, stiffness, contact location), allowing the coupled robot/environment dynamics to be linearized or efficiently used in gradient-based optimization. These models are then applied for: offline gradient-based parameter fitting, online estimation via an extended Kalman filter, and online gradient-based MPC. The proposed approach is validated on two robots, showing the efficacy of sensorless contact estimation and the effects of online estimation on MPC performance.


Online Estimation of Articulated Objects with Factor Graphs using Vision and Proprioceptive Sensing

Buchanan, Russell, Röfer, Adrian, Moura, João, Valada, Abhinav, Vijayakumar, Sethu

arXiv.org Artificial Intelligence

From dishwashers to cabinets, humans interact with articulated objects every day, and for a robot to assist in common manipulation tasks, it must learn a representation of articulation. Recent deep learning learning methods can provide powerful vision-based priors on the affordance of articulated objects from previous, possibly simulated, experiences. In contrast, many works estimate articulation by observing the object in motion, requiring the robot to already be interacting with the object. In this work, we propose to use the best of both worlds by introducing an online estimation method that merges vision-based affordance predictions from a neural network with interactive kinematic sensing in an analytical model. Our work has the benefit of using vision to predict an articulation model before touching the object, while also being able to update the model quickly from kinematic sensing during the interaction. In this paper, we implement a full system using shared autonomy for robotic opening of articulated objects, in particular objects in which the articulation is not apparent from vision alone. We implemented our system on a real robot and performed several autonomous closed-loop experiments in which the robot had to open a door with unknown joint while estimating the articulation online. Our system achieved an 80% success rate for autonomous opening of unknown articulated objects.


Optimal Sampling Designs for Multi-dimensional Streaming Time Series with Application to Power Grid Sensor Data

Xie, Rui, Bai, Shuyang, Ma, Ping

arXiv.org Artificial Intelligence

The Internet of Things (IoT) system generates massive high-speed temporally correlated streaming data and is often connected with online inference tasks under computational or energy constraints. Online analysis of these streaming time series data often faces a trade-off between statistical efficiency and computational cost. One important approach to balance this trade-off is sampling, where only a small portion of the sample is selected for the model fitting and update. Motivated by the demands of dynamic relationship analysis of IoT system, we study the data-dependent sample selection and online inference problem for a multi-dimensional streaming time series, aiming to provide low-cost real-time analysis of high-speed power grid electricity consumption data. Inspired by D-optimality criterion in design of experiments, we propose a class of online data reduction methods that achieve an optimal sampling criterion and improve the computational efficiency of the online analysis. We show that the optimal solution amounts to a strategy that is a mixture of Bernoulli sampling and leverage score sampling. The leverage score sampling involves auxiliary estimations that have a computational advantage over recursive least squares updates. Theoretical properties of the auxiliary estimations involved are also discussed. When applied to European power grid consumption data, the proposed leverage score based sampling methods outperform the benchmark sampling method in online estimation and prediction. The general applicability of the sampling-assisted online estimation method is assessed via simulation studies.


Efficient Object Detection via Adaptive Online Selection of Sensor-Array Elements

Philipose, Matthai (Microsoft)

AAAI Conferences

We examine how to use emerging far-infrared imager ensembles to detect certain objects of interest (e.g., faces, hands, people and animals) in synchronized RGB video streams at very low power. We formulate the problem as one of selecting subsets of sensing elements (among many thousand possibilities) from the ensembles for tests. The subset selection problem is naturally adaptive and online: testing certain elements early can obviate the need for testing many others later, and selection policies must be updated at inference time. We pose the ensemble sensor selection problem as a structured extension of test-cost-sensitive classification, propose a principled suite of techniques to exploit ensemble structure to speed up processing and show how to re-estimate policies fast. We estimate reductions in power consumption of roughly 50x relative to even highly optimized implementations of face detection, a canonical object-detection problem. We also illustrate the benefits of adaptivity and online estimation.