论文标题

可扩展对具有确定性等效EM的部分观察到的系统

Scalable Identification of Partially Observed Systems with Certainty-Equivalent EM

论文作者

Menda, Kunal, de Becdelièvre, Jean, Gupta, Jayesh K., Kroo, Ilan, Kochenderfer, Mykel J., Manchester, Zachary

论文摘要

系统标识是基于模型的控制,估计器设计和输出预测的关键步骤。这项工作考虑了部分观察到的非线性系统的离线识别。我们从经验上表明,确定性等于期望 - 最大化可能是对机器人技术中常见的高维确定性系统的可靠且可扩展的方法。我们将确定性等效期望最大化作为块坐标呈现,并提供有效的实现。该算法在模拟的Lorenz吸引子的模拟系统上进行了测试,这表明其能够鉴定高维系统,这对于基于粒子的方法可能是棘手的。我们的方法还用于识别特技直升机的动力学。通过以未观察到的流体状态增强状态,可以获得一个模型,该模型可以比最新的方法更好地预测直升机的加速度。这项工作的代码库可在https://github.com/sisl/ceem上获得。

System identification is a key step for model-based control, estimator design, and output prediction. This work considers the offline identification of partially observed nonlinear systems. We empirically show that the certainty-equivalent approximation to expectation-maximization can be a reliable and scalable approach for high-dimensional deterministic systems, which are common in robotics. We formulate certainty-equivalent expectation-maximization as block coordinate-ascent, and provide an efficient implementation. The algorithm is tested on a simulated system of coupled Lorenz attractors, demonstrating its ability to identify high-dimensional systems that can be intractable for particle-based approaches. Our approach is also used to identify the dynamics of an aerobatic helicopter. By augmenting the state with unobserved fluid states, a model is learned that predicts the acceleration of the helicopter better than state-of-the-art approaches. The codebase for this work is available at https://github.com/sisl/CEEM.

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