SYDec 14, 2017
Nonlinear Bayesian Estimation: From Kalman Filtering to a Broader HorizonHuazhen Fang, Ning Tian, Yebin Wang et al.
This article presents an up-to-date tutorial review of nonlinear Bayesian estimation. State estimation for nonlinear systems has been a challenge encountered in a wide range of engineering fields, attracting decades of research effort. To date, one of the most promising and popular approaches is to view and address the problem from a Bayesian probabilistic perspective, which enables estimation of the unknown state variables by tracking their probabilistic distribution or statistics (e.g., mean and covariance) conditioned on the system's measurement data. This article offers a systematic introduction of the Bayesian state estimation framework and reviews various Kalman filtering (KF) techniques, progressively from the standard KF for linear systems to extended KF, unscented KF and ensemble KF for nonlinear systems. It also overviews other prominent or emerging Bayesian estimation methods including the Gaussian filtering, Gaussian-sum filtering, particle filtering and moving horizon estimation and extends the discussion of state estimation forward to more complicated problems such as simultaneous state and parameter/input estimation.
LGFeb 2
Generating Physically Sound Designs from Text and a Set of Physical ConstraintsGregory Barber, Todd C. Henry, Mulugeta A. Haile
We present TIDES, a text informed design approach for generating physically sound designs based on a textual description and a set of physical constraints. TIDES jointly optimizes structural (topology) and visual properties. A pre-trained text-image model is used to measure the design's visual alignment with a text prompt and a differentiable physics simulator is used to measure its physical performance. We evaluate TIDES on a series of structural optimization problems operating under different load and support conditions, at different resolutions, and experimentally in the lab by performing the 3-point bending test on 2D beam designs that are extruded and 3D printed. We find that it can jointly optimize the two objectives and return designs that satisfy engineering design requirements (compliance and density) while utilizing features specified by text.
LGMar 19, 2021Code
Joint Parameter Discovery and Generative Modeling of Dynamic SystemsGregory Barber, Mulugeta A. Haile, Tzikang Chen
Given an unknown dynamic system such as a coupled harmonic oscillator with $n$ springs and point masses. We are often interested in gaining insights into its physical parameters, i.e. stiffnesses and masses, by observing trajectories of motion. How do we achieve this from video frames or time-series data and without the knowledge of the dynamics model? We present a neural framework for estimating physical parameters in a manner consistent with the underlying physics. The neural framework uses a deep latent variable model to disentangle the system physical parameters from canonical coordinate observations. It then returns a Hamiltonian parameterization that generalizes well with respect to the discovered physical parameters. We tested our framework with simple harmonic oscillators, $n=1$, and noisy observations and show that it discovers the underlying system parameters and generalizes well with respect to these discovered parameters. Our model also extrapolates the dynamics of the system beyond the training interval and outperforms a non-physically constrained baseline model. Our source code and datasets can be found at this URL: https://github.com/gbarber94/ConSciNet.
LGMay 19, 2021
Physical Constraint Embedded Neural Networks for inference and noise regulationGregory Barber, Mulugeta A. Haile, Tzikang Chen
Neural networks often require large amounts of data to generalize and can be ill-suited for modeling small and noisy experimental datasets. Standard network architectures trained on scarce and noisy data will return predictions that violate the underlying physics. In this paper, we present methods for embedding even--odd symmetries and conservation laws in neural networks and propose novel extensions and use cases for physical constraint embedded neural networks. We design an even--odd decomposition architecture for disentangling a neural network parameterized function into its even and odd components and demonstrate that it can accurately infer symmetries without prior knowledge. We highlight the noise resilient properties of physical constraint embedded neural networks and demonstrate their utility as physics-informed noise regulators. Here we employed a conservation of energy constraint embedded network as a physics-informed noise regulator for a symbolic regression task. We showed that our approach returns a symbolic representation of the neural network parameterized function that aligns well with the underlying physics while outperforming a baseline symbolic regression approach.
SYMar 31, 2019
Robust Extended Kalman Filtering for Systems with Measurement OutliersHuazhen Fang, Mulugeta A. Haile, Yebin Wang
Outliers can contaminate the measurement process of many nonlinear systems, which can be caused by sensor errors, model uncertainties, change in ambient environment, data loss or malicious cyber attacks. When the extended Kalman filter (EKF) is applied to such systems for state estimation, the outliers can seriously reduce the estimation accuracy. This paper proposes an innovation saturation mechanism to modify the EKF toward building robustness against outliers. This mechanism applies a saturation function to the innovation process that the EKF leverages to correct the state estimation. As such, when an outlier occurs, the distorting innovation is saturated and thus prevented from damaging the state estimation. The mechanism features an adaptive adjustment of the saturation bound. The design leads to the development robust EKF approaches for continuous- and discrete-time systems. They are proven to be capable of generating bounded-error estimation in the presence of bounded outlier disturbances. An application study about mobile robot localization is presented, with the numerical simulation showing the efficacy of the proposed design. Compared to existing methods, the proposed approaches can effectively reject outliers of various magnitudes, types and durations, at significant computational efficiency and without requiring measurement redundancy.