Combining Slow and Fast: Complementary Filtering for Dynamics Learning
This work addresses the challenge of predicting system behavior over varying time scales, which is incremental as it applies existing signal processing techniques to dynamics learning.
The paper tackles the problem of modeling unknown dynamical systems by combining models with accurate short-term predictions and those with reliable long-term predictions, using complementary filtering to achieve accurate predictions across both time horizons.
Modeling an unknown dynamical system is crucial in order to predict the future behavior of the system. A standard approach is training recurrent models on measurement data. While these models typically provide exact short-term predictions, accumulating errors yield deteriorated long-term behavior. In contrast, models with reliable long-term predictions can often be obtained, either by training a robust but less detailed model, or by leveraging physics-based simulations. In both cases, inaccuracies in the models yield a lack of short-time details. Thus, different models with contrastive properties on different time horizons are available. This observation immediately raises the question: Can we obtain predictions that combine the best of both worlds? Inspired by sensor fusion tasks, we interpret the problem in the frequency domain and leverage classical methods from signal processing, in particular complementary filters. This filtering technique combines two signals by applying a high-pass filter to one signal, and low-pass filtering the other. Essentially, the high-pass filter extracts high-frequencies, whereas the low-pass filter extracts low frequencies. Applying this concept to dynamics model learning enables the construction of models that yield accurate long- and short-term predictions. Here, we propose two methods, one being purely learning-based and the other one being a hybrid model that requires an additional physics-based simulator.