Learning relational Kalman filtering

Jaesik Choi, Eyal Amir, Tianfang Xu, Albert J. Valocchi

Research output: Chapter in Book/Report/Conference proceedingConference contribution

9 Scopus citations

Abstract

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.

Original languageEnglish (US)
Title of host publicationProceedings of the 29th AAAI Conference on Artificial Intelligence, AAAI 2015 and the 27th Innovative Applications of Artificial Intelligence Conference, IAAI 2015
PublisherAI Access Foundation
Pages2539-2546
Number of pages8
ISBN (Electronic)9781577357025
StatePublished - Jun 1 2015
Externally publishedYes
Event29th AAAI Conference on Artificial Intelligence, AAAI 2015 and the 27th Innovative Applications of Artificial Intelligence Conference, IAAI 2015 - Austin, United States
Duration: Jan 25 2015Jan 30 2015

Publication series

NameProceedings of the National Conference on Artificial Intelligence
Volume4

Other

Other29th AAAI Conference on Artificial Intelligence, AAAI 2015 and the 27th Innovative Applications of Artificial Intelligence Conference, IAAI 2015
CountryUnited States
CityAustin
Period1/25/151/30/15

ASJC Scopus subject areas

  • Software
  • Artificial Intelligence

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