59
Probabilistic Robotics Bayes Filter Implementations Particle filters

Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

  • Upload
    others

  • View
    0

  • Download
    0

Embed Size (px)

Citation preview

Page 1: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Probabilistic Robotics

Bayes Filter Implementations

Particle filters

Page 2: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Sample-based Localization (sonar)

Page 3: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

§  Represent belief by random samples §  Estimation of non-Gaussian, nonlinear processes

§  Monte Carlo filter, Survival of the fittest, Condensation, Bootstrap filter, Particle filter

§  Filtering: [Rubin, 88], [Gordon et al., 93], [Kitagawa 96]

§  Computer vision: [Isard and Blake 96, 98] §  Dynamic Bayesian Networks: [Kanazawa et al., 95]d

Particle Filters

Page 4: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Weight samples: w = f / g

Importance Sampling

Page 5: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Importance Sampling with Resampling

Weighted samples After resampling

Page 6: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Particle Filters

Page 7: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

)|()(

)()|()()|()(

xzpxBel

xBelxzpw

xBelxzpxBel

ααα

=←

Sensor Information: Importance Sampling

Page 8: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

∫←− 'd)'()'|()( , xxBelxuxpxBel

Robot Motion

Page 9: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

)|()(

)()|()()|()(

xzpxBel

xBelxzpw

xBelxzpxBel

ααα

=←

Sensor Information: Importance Sampling

Page 10: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Robot Motion

∫←− 'd)'()'|()( , xxBelxuxpxBel

Page 11: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

draw xit-1 from Bel(xt-1)

draw xit from p(xt | xi

t-1,ut-1)

Importance factor for xit:

)|()(),|(

)(),|()|(ondistributi proposal

ondistributitarget

111

111

tt

tttt

tttttt

it

xzpxBeluxxp

xBeluxxpxzp

w

=

=

−−−

−−−η

1111 )(),|()|()( −−−−∫= tttttttt dxxBeluxxpxzpxBel η

Particle Filter Algorithm

Page 12: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Resampling

• Given: Set S of weighted samples.

• Wanted : Random sample, where the probability of drawing xi is given by wi.

• Typically done n times with replacement to generate new sample set S’.

Page 13: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

w2

w3

w1 wn

Wn-1

Resampling

w2

w3

w1 wn

Wn-1

•  Roulette wheel •  Binary search, n log n

•  Stochastic universal sampling •  Systematic resampling

•  Linear time complexity •  Easy to implement, low variance

Page 14: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Start

Motion Model Reminder

Page 15: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Proximity Sensor Model Reminder

Laser sensor Sonar sensor

Page 16: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

16

Page 17: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

17

Page 18: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

18

Page 19: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

19

Page 20: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

20

Page 21: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

21

Page 22: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

22

Page 23: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

23

Page 24: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

24

Page 25: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

25

Page 26: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

26

Page 27: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

27

Page 28: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

28

Page 29: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

29

Page 30: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

30

Page 31: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

31

Page 32: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

32

Page 33: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

33

Page 34: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

34

Page 35: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

35

Sample-based Localization (sonar)

Page 36: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

36

Initial Distribution

Page 37: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

37

After Incorporating Ten Ultrasound Scans

Page 38: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

38

After Incorporating 65 Ultrasound Scans

Page 39: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

39

Estimated Path

Page 40: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Using Ceiling Maps for Localization

Page 41: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Vision-based Localization

P(z|x)

h(x)

z

Page 42: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Under a Light

Measurement z: P(z|x):

Page 43: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Next to a Light

Measurement z: P(z|x):

Page 44: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Elsewhere

Measurement z: P(z|x):

Page 45: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Global Localization Using Vision

Page 46: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

46

Robots in Action: Albert

Page 47: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

47

Application: Rhino and Albert Synchronized in Munich and Bonn

[Robotics And Automation Magazine, to appear]

Page 48: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Localization for AIBO robots

Page 49: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

49

Limitations

• The approach described so far is able to •  track the pose of a mobile robot and to • globally localize the robot.

• How can we deal with localization errors (i.e., the kidnapped robot problem)?

Page 50: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

50

Approaches

• Randomly insert samples (the robot can be teleported at any point in time).

• Insert random samples proportional to the average likelihood of the particles (the robot has been teleported with higher probability when the likelihood of its observations drops).

Page 51: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

51

Random Samples Vision-Based Localization 936 Images, 4MB, .6secs/image Trajectory of the robot:

Page 52: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

52

Odometry Information

Page 53: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

53

Image Sequence

Page 54: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

54

Resulting Trajectories

Position tracking:

Page 55: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

55

Resulting Trajectories

Global localization:

Page 56: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

56

Global Localization

Page 57: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

57

Kidnapping the Robot

Page 58: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

Recovery from Failure

Page 59: Probabilistic Robotics - Cornell University · particle-filters.ppt Author: Ashutosh Created Date: 4/17/2012 5:53:31 PM

59

Summary

•  Particle filters are an implementation of recursive Bayesian filtering

•  They represent the posterior by a set of weighted samples.

•  In the context of localization, the particles are propagated according to the motion model.

•  They are then weighted according to the likelihood of the observations.

•  In a re-sampling step, new particles are drawn with a probability proportional to the likelihood of the observation.