process noise
Provably Safe Stein Variational Clarity-Aware Informative Planning
Naveed, Kaleb Ben, Sahai, Utkrisht, Girard, Anouck, Panagou, Dimitra
Autonomous robots are increasingly deployed for information-gathering tasks in environments that vary across space and time. Planning informative and safe trajectories in such settings is challenging because information decays when regions are not revisited. Most existing planners model information as static or uniformly decaying, ignoring environments where the decay rate varies spatially; those that model non-uniform decay often overlook how it evolves along the robot's motion, and almost all treat safety as a soft penalty. In this paper, we address these challenges. We model uncertainty in the environment using clarity, a normalized representation of differential entropy from our earlier work that captures how information improves through new measurements and decays over time when regions are not revisited. Building on this, we present Stein V ariational Clarity-A ware Informative Planning, a framework that embeds clarity dynamics within trajectory optimization and enforces safety through a low-level filtering mechanism based on our earlier gatekeeper framework for safety verification. The planner performs Bayesian inference-based learning via Stein variational inference, refining a distribution over informative trajectories while filtering each nominal Stein informative trajectory to ensure safety. Hardware experiments and simulations across environments with varying decay rates and obstacles demonstrate consistent safety and reduced information deficits.
Efficient Probabilistic Planning with Maximum-Coverage Distributionally Robust Backward Reachable Trees
Rose, Alex, Aggarwal, Naman, Jewison, Christopher, How, Jonathan P.
This paper presents a new multi-query motion planning algorithm for linear Gaussian systems with the goal of reaching a Euclidean ball with high probability. We develop a new formulation for ball-shaped ambiguity sets of Gaussian distributions and leverage it to develop a distributionally robust belief roadmap construction algorithm. This algorithm synthe- sizes robust controllers which are certified to be safe for maximal size ball-shaped ambiguity sets of Gaussian distributions. Our algorithm achieves better coverage than the maximal coverage algorithm for planning over Gaussian distributions [1], and we identify mild conditions under which our algorithm achieves strictly better coverage. For the special case of no process noise or state constraints, we formally prove that our algorithm achieves maximal coverage. In addition, we present a second multi-query motion planning algorithm for linear Gaussian systems with the goal of reaching a region parameterized by the Minkowski sum of an ellipsoid and a Euclidean ball with high probability. This algorithm plans over ellipsoidal sets of maximal size ball-shaped ambiguity sets of Gaussian distributions, and provably achieves equal or better coverage than the best-known algorithm for planning over ellipsoidal ambiguity sets of Gaussian distributions [2]. We demonstrate the efficacy of both methods in a wide range of conditions via extensive simulation experiments.
Noise Analysis and Hierarchical Adaptive Body State Estimator For Biped Robot Walking With ESVC Foot
Chen, Boyang, Zang, Xizhe, Song, Chao, Zhang, Yue, Zhang, Xuehe, Zhao, Jie
The ESVC(Ellipse-based Segmental Varying Curvature) foot, a robot foot design inspired by the rollover shape of the human foot, significantly enhances the energy efficiency of the robot walking gait. However, due to the tilt of the supporting leg, the error of the contact model are amplified, making robot state estimation more challenging. Therefore, this paper focuses on the noise analysis and state estimation for robot walking with the ESVC foot. First, through physical robot experiments, we investigate the effect of the ESVC foot on robot measurement noise and process noise. and a noise-time regression model using sliding window strategy is developed. Then, a hierarchical adaptive state estimator for biped robots with the ESVC foot is proposed. The state estimator consists of two stages: pre-estimation and post-estimation. In the pre-estimation stage, a data fusion-based estimation is employed to process the sensory data. During post-estimation, the acceleration of center of mass is first estimated, and then the noise covariance matrices are adjusted based on the regression model. Following that, an EKF(Extended Kalman Filter) based approach is applied to estimate the centroid state during robot walking. Physical experiments demonstrate that the proposed adaptive state estimator for biped robot walking with the ESVC foot not only provides higher precision than both EKF and Adaptive EKF, but also converges faster under varying noise conditions.
Optimal Bayesian Affine Estimator and Active Learning for the Wiener Model
Vakili, Sasan, Mazo, Manuel Jr., Esfahani, Peyman Mohajerin
This paper presents a Bayesian estimation framework for Wiener models, focusing on learning nonlinear output functions under known linear state dynamics. We derive a closed-form optimal affine estimator for the unknown parameters, characterized by the so-called "dynamic basis statistics" (DBS). Several features of the proposed estimator are studied, including Bayesian unbiasedness, closed-form posterior statistics, error monotonicity in trajectory length, and consistency condition (also known as persistent excitation). In the special case of Fourier basis functions, we demonstrate that the closed-form description is computationally available, as the Fourier DBS enjoys explicit expressions. Furthermore, we identify an inherent inconsistency in the Fourier bases for single-trajectory measurements, regardless of the input excitation. Leveraging the closed-form estimation error, we develop an active learning algorithm synthesizing input signals to minimize estimation error.
Enhancing Underwater Navigation through Cross-Correlation-Aware Deep INS/DVL Fusion
The accurate navigation of autonomous underwater vehicles critically depends on the precision of Doppler velocity log (DVL) velocity measurements. Recent advancements in deep learning have demonstrated significant potential in improving DVL outputs by leveraging spatiotemporal dependencies across multiple sensor modalities. However, integrating these estimates into model-based filters, such as the extended Kalman filter, introduces statistical inconsistencies, most notably, cross-correlations between process and measurement noise. This paper addresses this challenge by proposing a cross-correlation-aware deep INS/DVL fusion framework. Building upon BeamsNet, a convolutional neural network designed to estimate AUV velocity using DVL and inertial data, we integrate its output into a navigation filter that explicitly accounts for the cross-correlation induced between the noise sources. This approach improves filter consistency and better reflects the underlying sensor error structure. Evaluated on two real-world underwater trajectories, the proposed method outperforms both least squares and cross-correlation-neglecting approaches in terms of state uncertainty. Notably, improvements exceed 10% in velocity and misalignment angle confidence metrics. Beyond demonstrating empirical performance, this framework provides a theoretically principled mechanism for embedding deep learning outputs within stochastic filters.
Learning Stochastic Nonlinear Dynamics with Embedded Latent Transfer Operators
Ke, Naichang, Tanaka, Ryogo, Kawahara, Yoshinobu
We consider an operator-based latent Markov representation of a stochastic nonlinear dynamical system, where the stochastic evolution of the latent state embedded in a reproducing kernel Hilbert space is described with the corresponding transfer operator, and develop a spectral method to learn this representation based on the theory of stochastic realization. The embedding may be learned simultaneously using reproducing kernels, for example, constructed with feed-forward neural networks. We also address the generalization of sequential state-estimation (Kalman filtering) in stochastic nonlinear systems, and of operator-based eigen-mode decomposition of dynamics, for the representation. Several examples with synthetic and real-world data are shown to illustrate the empirical characteristics of our methods, and to investigate the performance of our model in sequential state-estimation and mode decomposition.
A switching Kalman filter approach to online mitigation and correction of sensor corruption for inertial navigation
Mustaev, Artem, Galioto, Nicholas, Boler, Matt, Jakeman, John D., Safta, Cosmin, Gorodetsky, Alex
This paper introduces a novel approach to detect and address faulty or corrupted external sensors in the context of inertial navigation by leveraging a switching Kalman Filter combined with parameter augmentation. Instead of discarding the corrupted data, the proposed method retains and processes it, running multiple observation models simultaneously and evaluating their likelihoods to accurately identify the true state of the system. We demonstrate the effectiveness of this approach to both identify the moment that a sensor becomes faulty and to correct for the resulting sensor behavior to maintain accurate estimates. We demonstrate our approach on an application of balloon navigation in the atmosphere and shuttle reentry. The results show that our method can accurately recover the true system state even in the presence of significant sensor bias, thereby improving the robustness and reliability of state estimation systems under challenging conditions. We also provide a statistical analysis of problem settings to determine when and where our method is most accurate and where it fails.
Hybrid Iterative Linear Quadratic Estimation: Optimal Estimation for Hybrid Systems
Payne, J. Joe, Zhu, James, Kong, Nathan J., Johnson, Aaron M.
In this paper we present Hybrid iterative Linear Quadratic Estimation (HiLQE), an optimization based offline state estimation algorithm for hybrid dynamical systems. We utilize the saltation matrix, a first order approximation of the variational update through an event driven hybrid transition, to calculate gradient information through hybrid events in the backward pass of an iterative linear quadratic optimization over state estimates. This enables accurate computation of the value function approximation at each timestep. Additionally, the forward pass in the iterative algorithm is augmented with hybrid dynamics in the rollout. A reference extension method is used to account for varying impact times when comparing states for the feedback gain in noise calculation. The proposed method is demonstrated on an ASLIP hopper system with position measurements. In comparison to the Salted Kalman Filter (SKF), the algorithm presented here achieves a maximum of 63.55% reduction in estimation error magnitude over all state dimensions near impact events.
I2EKF-LO: A Dual-Iteration Extended Kalman Filter Based LiDAR Odometry
Yu, Wenlu, Xu, Jie, Zhao, Chengwei, Zhao, Lijun, Nguyen, Thien-Minh, Yuan, Shenghai, Bai, Mingming, Xie, Lihua
LiDAR odometry is a pivotal technology in the fields of autonomous driving and autonomous mobile robotics. However, most of the current works focus on nonlinear optimization methods, and still existing many challenges in using the traditional Iterative Extended Kalman Filter (IEKF) framework to tackle the problem: IEKF only iterates over the observation equation, relying on a rough estimate of the initial state, which is insufficient to fully eliminate motion distortion in the input point cloud; the system process noise is difficult to be determined during state estimation of the complex motions; and the varying motion models across different sensor carriers. To address these issues, we propose the Dual-Iteration Extended Kalman Filter (I2EKF) and the LiDAR odometry based on I2EKF (I2EKF-LO). This approach not only iterates over the observation equation but also leverages state updates to iteratively mitigate motion distortion in LiDAR point clouds. Moreover, it dynamically adjusts process noise based on the confidence level of prior predictions during state estimation and establishes motion models for different sensor carriers to achieve accurate and efficient state estimation. Comprehensive experiments demonstrate that I2EKF-LO achieves outstanding levels of accuracy and computational efficiency in the realm of LiDAR odometry. Additionally, to foster community development, our code is open-sourced.https://github.com/YWL0720/I2EKF-LO.
Convolutional Bayesian Filtering
Cao, Wenhan, Liu, Shiqi, Liu, Chang, He, Zeyu, Yau, Stephen S. -T., Li, Shengbo Eben
Bayesian filtering serves as the mainstream framework of state estimation in dynamic systems. Its standard version utilizes total probability rule and Bayes' law alternatively, where how to define and compute conditional probability is critical to state distribution inference. Previously, the conditional probability is assumed to be exactly known, which represents a measure of the occurrence probability of one event, given the second event. In this paper, we find that by adding an additional event that stipulates an inequality condition, we can transform the conditional probability into a special integration that is analogous to convolution. Based on this transformation, we show that both transition probability and output probability can be generalized to convolutional forms, resulting in a more general filtering framework that we call convolutional Bayesian filtering. This new framework encompasses standard Bayesian filtering as a special case when the distance metric of the inequality condition is selected as Dirac delta function. It also allows for a more nuanced consideration of model mismatch by choosing different types of inequality conditions. For instance, when the distance metric is defined in a distributional sense, the transition probability and output probability can be approximated by simply rescaling them into fractional powers. Under this framework, a robust version of Kalman filter can be constructed by only altering the noise covariance matrix, while maintaining the conjugate nature of Gaussian distributions. Finally, we exemplify the effectiveness of our approach by reshaping classic filtering algorithms into convolutional versions, including Kalman filter, extended Kalman filter, unscented Kalman filter and particle filter.