Kalman Filter Auto-tuning through Enforcing Chi-Squared Normalized Error Distributions with Bayesian Optimization

The nonlinear and stochastic relationship between noise covariance parameter values and state estimator performance makes optimal filter tuning a very challenging problem. Popular optimization-based tuning approaches can easily get trapped in local minima, leading to poor noise parameter identification and suboptimal state estimation. Recently, black box techniques based on Bayesian optimization with Gaussian processes (GPBO) have been shown to overcome many of these issues, using normalized estimation error squared (NEES) and normalized innovation error (NIS) statistics to derive cost functions for Kalman filter auto-tuning. While reliable noise parameter estimates are obtained in many cases, GPBO solutions obtained with these conventional cost functions do not always converge to optimal filter noise parameters and lack robustness to parameter ambiguities in time-discretized system models. This paper addresses these issues by making two main contributions. First, we show that NIS and NEES errors are only chi-squared distributed for tuned estimators. As a result, chi-square tests are not sufficient to ensure that an estimator has been correctly tuned. We use this to extend the familiar consistency tests for NIS and NEES to penalize if the distribution is not chi-squared distributed. Second, this cost measure is applied within a Student-t processes Bayesian Optimization (TPBO) to achieve robust estimator performance for time discretized state space models. The robustness, accuracy, and reliability of our approach are illustrated on classical state estimation problems.

MDPose: Human Skeletal Motion Reconstruction Using WiFi Micro-Doppler Signatures

Motion tracking systems based on optical sensors typically often suffer from issues, such as poor lighting conditions, occlusion, limited coverage, and may raise privacy concerns. More recently, radio frequency (RF)-based approaches using commercial WiFi devices have emerged which offer low-cost ubiquitous sensing whilst preserving privacy. However, the output of an RF sensing system, such as Range-Doppler spectrograms, cannot represent human motion intuitively and usually requires further processing. In this study, MDPose, a novel framework for human skeletal motion reconstruction based on WiFi micro-Doppler signatures, is proposed. It provides an effective solution to track human activities by reconstructing a skeleton model with 17 key points, which can assist with the interpretation of conventional RF sensing outputs in a more understandable way. Specifically, MDPose has various incremental stages to gradually address a series of challenges: First, a denoising algorithm is implemented to remove any unwanted noise that may affect the feature extraction and enhance weak Doppler signatures. Secondly, the convolutional neural network (CNN)-recurrent neural network (RNN) architecture is applied to learn temporal-spatial dependency from clean micro-Doppler signatures and restore key points' velocity information. Finally, a pose optimising mechanism is employed to estimate the initial state of the skeleton and to limit the increase of error. We have conducted comprehensive tests in a variety of environments using numerous subjects with a single receiver radar system to demonstrate the performance of MDPose, and report 29.4mm mean absolute error over all key points positions, which outperforms state-of-the-art RF-based pose estimation systems.

FMNet: Latent Feature-wise Mapping Network for Cleaning up Noisy Micro-Doppler Spectrogram

Micro-Doppler signatures contain considerable information about target dynamics. However, the radar sensing systems are easily affected by noisy surroundings, resulting in uninterpretable motion patterns on the micro-Doppler spectrogram. Meanwhile, radar returns often suffer from multipath, clutter and interference. These issues lead to difficulty in, for example motion feature extraction, activity classification using micro Doppler signatures ($\mu$-DS), etc. In this paper, we propose a latent feature-wise mapping strategy, called Feature Mapping Network (FMNet), to transform measured spectrograms so that they more closely resemble the output from a simulation under the same conditions. Based on measured spectrogram and the matched simulated data, our framework contains three parts: an Encoder which is used to extract latent representations/features, a Decoder outputs reconstructed spectrogram according to the latent features, and a Discriminator minimizes the distance of latent features of measured and simulated data. We demonstrate the FMNet with six activities data and two experimental scenarios, and final results show strong enhanced patterns and can keep actual motion information to the greatest extent. On the other hand, we also propose a novel idea which trains a classifier with only simulated data and predicts new measured samples after cleaning them up with the FMNet. From final classification results, we can see significant improvements.

Learning from Natural Noise to Denoise Micro-Doppler Spectrogram

Micro-Doppler analysis has become increasingly popular in recent years owning to the ability of the technique to enhance classification strategies. Applications include recognising everyday human activities, distinguishing drone from birds, and identifying different types of vehicles. However, noisy time-frequency spectrograms can significantly affect the performance of the classifier and must be tackled using appropriate denoising algorithms. In recent years, deep learning algorithms have spawned many deep neural network-based denoising algorithms. For these methods, noise modelling is the most important part and is used to assist in training. In this paper, we decompose the problem and propose a novel denoising scheme: first, a Generative Adversarial Network (GAN) is used to learn the noise distribution and correlation from the real-world environment; then, a simulator is used to generate clean Micro-Doppler spectrograms; finally, the generated noise and clean simulation data are combined as the training data to train a Convolutional Neural Network (CNN) denoiser. In experiments, we qualitatively and quantitatively analyzed this procedure on both simulation and measurement data. Besides, the idea of learning from natural noise can be applied well to other existing frameworks and demonstrate greater performance than other noise models.

Kalman Filter Tuning with Bayesian Optimization

Many state estimation algorithms must be tuned given the state space process and observation models, the process and observation noise parameters must be chosen. Conventional tuning approaches rely on heuristic hand-tuning or gradient-based optimization techniques to minimize a performance cost function. However, the relationship between tuned noise values and estimator performance is highly nonlinear and stochastic. Therefore, the tuning solutions can easily get trapped in local minima, which can lead to poor choices of noise parameters and suboptimal estimator performance. This paper describes how Bayesian Optimization (BO) can overcome these issues. BO poses optimization as a Bayesian search problem for a stochastic ``black box'' cost function, where the goal is to search the solution space to maximize the probability of improving the current best solution. As such, BO offers a principled approach to optimization-based estimator tuning in the presence of local minima and performance stochasticity. While extended Kalman filters (EKFs) are the main focus of this work, BO can be similarly used to tune other related state space filters. The method presented here uses performance metrics derived from normalized innovation squared (NIS) filter residuals obtained via sensor data, which renders knowledge of ground-truth states unnecessary. The robustness, accuracy, and reliability of BO-based tuning is illustrated on practical nonlinear state estimation problems,losed-loop aero-robotic control.

NeuroMask: Explaining Predictions of Deep Neural Networks through Mask Learning

Deep Neural Networks (DNNs) deliver state-of-the-art performance in many image recognition and understanding applications. However, despite their outstanding performance, these models are black-boxes and it is hard to understand how they make their decisions. Over the past few years, researchers have studied the problem of providing explanations of why DNNs predicted their results. However, existing techniques are either obtrusive, requiring changes in model training, or suffer from low output quality. In this paper, we present a novel method, NeuroMask, for generating an interpretable explanation of classification model results. When applied to image classification models, NeuroMask identifies the image parts that are most important to classifier results by applying a mask that hides/reveals different parts of the image, before feeding it back into the model. The mask values are tuned by minimizing a properly designed cost function that preserves the classification result and encourages producing an interpretable mask. Experiments using state-of-the-art Convolutional Neural Networks for image recognition on different datasets (CIFAR-10 and ImageNet) show that NeuroMask successfully localizes the parts of the input image which are most relevant to the DNN decision. By showing a visual quality comparison between NeuroMask explanations and those of other methods, we find NeuroMask to be both accurate and interpretable.

Extrinisic Calibration of a Camera-Arm System Through Rotation Identification

Determining extrinsic calibration parameters is a necessity in any robotic system composed of actuators and cameras. Once a system is outside the lab environment, parameters must be determined without relying on outside artifacts such as calibration targets. We propose a method that relies on structured motion of an observed arm to recover extrinsic calibration parameters. Our method combines known arm kinematics with observations of conics in the image plane to calculate maximum-likelihood estimates for calibration extrinsics. This method is validated in simulation and tested against a real-world model, yielding results consistent with ruler-based estimates. Our method shows promise for estimating the pose of a camera relative to an articulated arm's end effector without requiring tedious measurements or external artifacts. Index Terms: robotics, hand-eye problem, self-calibration, structure from motion

Federated AI for building AI Solutions across Multiple Agencies

The different sets of regulations existing for differ-ent agencies within the government make the task of creating AI enabled solutions in government dif-ficult. Regulatory restrictions inhibit sharing of da-ta across different agencies, which could be a significant impediment to training AI models. We discuss the challenges that exist in environments where data cannot be freely shared and assess tech-nologies which can be used to work around these challenges. We present results on building AI models using the concept of federated AI, which al-lows creation of models without moving the training data around.

Weak in the NEES?: Auto-tuning Kalman Filters with Bayesian Optimization

Kalman filters are routinely used for many data fusion applications including navigation, tracking, and simultaneous localization and mapping problems. However, significant time and effort is frequently required to tune various Kalman filter model parameters, e.g. process noise covariance, pre-whitening filter models for non-white noise, etc. Conventional optimization techniques for tuning can get stuck in poor local minima and can be expensive to implement with real sensor data. To address these issues, a new "black box" Bayesian optimization strategy is developed for automatically tuning Kalman filters. In this approach, performance is characterized by one of two stochastic objective functions: normalized estimation error squared (NEES) when ground truth state models are available, or the normalized innovation error squared (NIS) when only sensor data is available. By intelligently sampling the parameter space to both learn and exploit a nonparametric Gaussian process surrogate function for the NEES/NIS costs, Bayesian optimization can efficiently identify multiple local minima and provide uncertainty quantification on its results.

Recursive Estimation of Orientation Based on the Bingham Distribution

Directional estimation is a common problem in many tracking applications. Traditional filters such as the Kalman filter perform poorly because they fail to take the periodic nature of the problem into account. We present a recursive filter for directional data based on the Bingham distribution in two dimensions. The proposed filter can be applied to circular filtering problems with 180 degree symmetry, i.e., rotations by 180 degrees cannot be distinguished. It is easily implemented using standard numerical techniques and suitable for real-time applications. The presented approach is extensible to quaternions, which allow tracking arbitrary three-dimensional orientations. We evaluate our filter in a challenging scenario and compare it to a traditional Kalman filtering approach.