TY - GEN
T1 - Learning relational Kalman filtering
AU - Choi, Jaesik
AU - Amir, Eyal
AU - Xu, Tianfang
AU - Valocchi, Albert J.
N1 - Publisher Copyright:
Copyright © 2015. Association for the Advancement of Artificial Intelligence (www.aaai.org). All rights reserved.
PY - 2015/6/1
Y1 - 2015/6/1
N2 - The Kalman Filter (KF) is pervasively used to control a vast array of consumer, health and defense products. By grouping sets of symmetric state variables, the Relational Kalman Filter (RKF) enables us to scale the exact KF for large-scale dynamic systems. In this paper, we provide a parameter learning algorithm for RKF, and a regrouping algorithm that prevents the degeneration of the relational structure for efficient filtering. The proposed algorithms significantly expand the applicability of the RKFs by solving the following questions: (1) how to learn parameters for RKF from partial observations: and (2) how to regroup the degenerated state variables by noisy real-world observations. To our knowledge, this is the first paper on learning parameters in relational continuous probabilistic models. We show that our new algorithms significantly improve the accuracy and the efficiency of filtering large-scale dynamic systems.
AB - The Kalman Filter (KF) is pervasively used to control a vast array of consumer, health and defense products. By grouping sets of symmetric state variables, the Relational Kalman Filter (RKF) enables us to scale the exact KF for large-scale dynamic systems. In this paper, we provide a parameter learning algorithm for RKF, and a regrouping algorithm that prevents the degeneration of the relational structure for efficient filtering. The proposed algorithms significantly expand the applicability of the RKFs by solving the following questions: (1) how to learn parameters for RKF from partial observations: and (2) how to regroup the degenerated state variables by noisy real-world observations. To our knowledge, this is the first paper on learning parameters in relational continuous probabilistic models. We show that our new algorithms significantly improve the accuracy and the efficiency of filtering large-scale dynamic systems.
UR - http://www.scopus.com/inward/record.url?scp=84960075086&partnerID=8YFLogxK
UR - http://www.scopus.com/inward/citedby.url?scp=84960075086&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:84960075086
T3 - Proceedings of the National Conference on Artificial Intelligence
SP - 2539
EP - 2546
BT - Proceedings of the 29th AAAI Conference on Artificial Intelligence, AAAI 2015 and the 27th Innovative Applications of Artificial Intelligence Conference, IAAI 2015
PB - AI Access Foundation
T2 - 29th AAAI Conference on Artificial Intelligence, AAAI 2015 and the 27th Innovative Applications of Artificial Intelligence Conference, IAAI 2015
Y2 - 25 January 2015 through 30 January 2015
ER -