Search

The use of estimation techniques on stochastic models to solve control problems is an emerging paradigm that falls under the rubric of Active Inference (AI) and Control as Inference (CAI). In this work, we use probability propagation on factor graphs to show that various algorithms proposed in the literature can be seen as specific composition rules in a factor graph. We show how this unified approach, presented both in probability space and in log of the probability space, provides a very general framework that includes the Sum-product, the Max-product, Dynamic programming and mixed Reward/Entropy criteria-based algorithms. The framework also expands algorithmic design options that lead to new smoother or sharper policy distributions. We propose original recursions such as: a generalized Sum/Max-product algorithm, a Smooth Dynamic programming algorithm and a modified versions of the Reward/Entropy algorithm. The discussion is carried over with reference to a path planning problem where the recursions that arise from various cost functions, although they may appear similar in scope, bear noticeable differences. We provide a comprehensive table of composition rules and a comparison through simulations, first on a synthetic small grid with a single goal with obstacles, and then on a grid extrapolated from a real-world scene with multiple goals and a semantic map.

We present a unified approach to multi-agent autonomous coordination in complex and uncertain environments, using path planning as a problem context. We start by posing the problem on a probabilistic factor graph, showing how various path planning algorithms can be translated into specific message composition rules. This unified approach provides a very general framework that, in addition to including standard algorithms (such as sum-product, max-product, dynamic programming and mixed Reward/Entropy criteria-based algorithms), expands the design options for smoother or sharper distributions (resulting in a generalized sum/max-product algorithm, a smooth dynamic programming algorithm and a modified versions of the reward/entropy recursions). The main purpose of this contribution is to extend this framework to a multi-agent system, which by its nature defines a totally different context. Indeed, when there are interdependencies among the key elements of a hybrid team (such as goals, changing mission environment, assets and threats/obstacles/constraints), interactive optimization algorithms should provide the tools for producing intelligent courses of action that are congruent with and overcome bounded rationality and cognitive biases inherent in human decision-making. Our work, using path planning as a domain of application, seeks to make progress towards this aim by providing a scientifically rigorous algorithmic framework for proactive agent autonomy.

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

The coronavirus epidemic (COVID-19) is a public health challenge due to its rapid global spread. Its unprecedented speed and pervasiveness have led many governments to implement a series of countermeasures, such as lock-downs, stopping/restricting travels, and mandating social distancing. To control and prevent the spread of COVID-19, it is essential to understand the latent dynamics of the disease’s evolution and the effectiveness of the intervention policies. Hidden Markov models (HMMs) capture both randomnesses in spatio-temporal dynamics and uncertainty in observations. In this paper, we apply an overall HMM that, based on multiple nations’ COVID-19 data including the USA, several European countries, and countries that have strict control policies, explore different types of observations, and we use it to infer the severity state on small geographical states or regions in the USA and Italy as test cases. Further, we aggregate the severity level of each region over a fixed time period to visualize the time evolution and propagation across regions. Such an analysis and visualization provide suggestions for interventions and responses in a calibrated manner. Results from HMM modeling are consistent with what is observed in Italy and the USA and these models can serve as visualization and proactive decision support tools to policymakers.

Identification of when and where moving areas intersect is an important problem in maritime operations and air traffic control. This problem can become particularly complicated when considering large numbers of objects, and when taking into account the curvature of the earth. In this paper, we present an approach to conflict identification as a series of stages where the earlier stages are fast, but may result in a false detection of a conflict. These early stages are used to reduce the number of potential conflict pairs for the later stages, which are slower, but more precise. Our approach is generally applicable to objects moving in piece-wise straight lines on a 2D plane, and we present a specific case where the Mercator Projection is used to transform objects moving along rhumb lines on the earth into straight lines to fit in our approach. We present several examples to demonstrate our methods, as well as to quantify the empirical time complexity by using randomly generated areas.

The Kalman filter requires knowledge of the noise statistics; however, the noise covariances are generally unknown. Although this problem has a long history, reliable algorithms for their estimation are scant, and necessary and sufficient conditions for identifiability of the covariances are in dispute. We address both of these issues in this paper. We first present the necessary and sufficient condition for unknown noise covariance estimation; these conditions are related to the rank of a matrix involving the auto and cross-covariances of a weighted sum of innovations, where the weights are the coefficients of the minimal polynomial of the closed-loop system transition matrix of a stable, but not necessarily optimal, Kalman filter. We present an optimization criterion and a novel six-step approach based on a successive approximation, coupled with a gradient algorithm with adaptive step sizes, to estimate the steady-state Kalman filter gain, the unknown noise covariance matrices, as well as the state prediction (and updated) error covariance matrix. Our approach enforces the structural assumptions on unknown noise covariances and ensures symmetry and positive definiteness of the estimated covariance matrices. We provide several approaches to estimate the unknown measurement noise covariance $R$ via post-fit residuals, an approach not yet exploited in the literature. The validation of the proposed method on five different test cases from the literature demonstrates that the proposed method significantly outperforms previous state-of-the-art methods. It also offers a number of novel machine learning motivated approaches, such as sequential (one sample at a time) and mini-batch-based methods, to speed up the computations.

Since the beginning of 2020, the outbreak of a new strain of Coronavirus has caused hundreds of thousands of deaths and put under heavy pressure the world's most advanced healthcare systems. In order to slow down the spread of the disease, known as COVID-19, and reduce the stress on healthcare structures and intensive care units, many governments have taken drastic and unprecedented measures, such as closure of schools, shops and entire industries, and enforced drastic social distancing regulations, including local and national lockdowns. To effectively address such pandemics in a systematic and informed manner in the future, it is of fundamental importance to develop mathematical models and algorithms to predict the evolution of the spread of the disease to support policy and decision making at the governmental level. There is a strong literature describing the application of Bayesian sequential and adaptive dynamic estimation to surveillance (tracking and prediction) of objects such as missiles and ships; and in this article, we transfer some of its key lessons to epidemiology. We show that we can reliably estimate and forecast the evolution of the infections from daily - and possibly uncertain - publicly available information provided by authorities, e.g., daily numbers of infected and recovered individuals. The proposed method is able to estimate infection and recovery parameters, and to track and predict the epidemiological curve with good accuracy when applied to real data from Lombardia region in Italy, and from the USA. In these scenarios, the mean absolute percentage error computed after the lockdown is on average below 5% when the forecast is at 7 days, and below 10% when the forecast horizon is 14 days.

Battery management systems depend on open circuit voltage (OCV) characterization for state of charge (SOC) estimation in real time. The traditional approach to OCV-SOC characterization involves collecting OCV-SOC data from sample battery cells and then fitting a polynomial model to this data. The parameters of these polynomial models are known as the OCV-parameters, or OCV-SOC parameters, in battery management systems and are used for real-time SOC estimation. Even though traditional OCV-SOC characterization approaches are able to abstract the OCV-SOC behavior of a battery in a few parameters, these parameters are only applicable in high precision computing systems. However, many practical battery applications do not have access to high-precision computing resources. The typical approach in a low-precision system is to round the OCV-parameters. This paper highlights the perils of rounding the OCV parameters and proposes an alternative OCV-SOC table. First, several existing OCV-SOC parameters are compared in terms of their expected system requirements and accuracy losses due to rounding. Then, a systematic optimization-based approach is introduced to create an OCV-SOC table that is robust to rounding. A formal performance evaluation metric is introduced to measure the robustness of the resulting OCV-SOC table. It is shown that the OCV-SOC table obtained through the proposed optimization approach outperforms the traditional parametric OCV-SOC models with respect to rounding.

Electrochemical impedance spectroscopy (EIS) is a well-established method of battery analysis, where the response of a battery to either a voltage or current excitation signal spanning a wide frequency spectrum is measured and analyzed. State-of-the-art EIS analysis is limited to high-precision measurement systems within laboratory environments. In order to be relevant in practical applications, EIS analysis needs to be carried out with low-cost sensors, which suffer from high levels of measurement noise. This article presents an approach to estimate the equivalent circuit model (ECM) parameters of a Li-Ion battery pack based on EIS measurements in the presence of high levels of noise. The proposed algorithm consists of a fast Fourier transform, feature extraction, curve fitting, and least-squares estimation. The results of the proposed parameter-estimation algorithm are compared to that of recent work for objective performance comparison. The error analysis of the proposed approach, in comparison to the existing approach, demonstrated significant improvement in parameter estimation accuracy in low signal-to-noise ratio (SNR) regions. Results show that the proposed algorithm significantly outperforms the previous method under high-measurement-noise scenarios without requiring a significant increase in computational resources.

Battery management systems (BMS) are important for ensuring the safety, efficiency and reliability of a battery pack. Estimating the internal equivalent circuit model (ECM) parameters of a battery, such as the internal open circuit voltage, battery resistance and relaxation parameters, is a crucial requirement in BMSs. Numerous approaches to estimating ECM parameters have been reported in the literature. However, existing approaches consider ECM identification as a joint estimation problem that estimates the state of charge together with the ECM parameters. In this paper, an approach is presented to decouple the problem into ECM identification alone. Using the proposed approach, the internal open circuit voltage and the ECM parameters can be estimated without requiring the knowledge of the state of charge of the battery. The proposed approach is applied to estimate the open circuit voltage and internal resistance of a battery.

A novel decision support system comprising of several interference identification algorithms for the detection of hazardous (i.e., risk to life, assets, and/or mission) voyages and water space allocations in maritime operations is proposed. Given a specified spatio-temporal region for each polygonal or ellipsoidal object, the objective is to identify interference, defined as overlap, among the assigned regions. The challenge is to fuse information on bathymetry, obstacles, and planned spatial assignments to identify conflicts among any combination of polygons or ellipses. We briefly review data structures for the representation of spatio-temporal regions computationally, and efficient algorithms for collision detection. Specifically, we propose a two-phase solution approach to interference identification using time-parameterized R-trees, linear programming, and quadratic programming. The proposed interference detection algorithms can detect overlaps among thousands of polygons and elliptic regions. The resulting decision support tool, conflict identification, is part of a larger system for water space planning.

A battery management system (BMS) plays a crucial role to ensure the safety, efficiency, and reliability of a rechargeable Li-ion battery pack. State of charge (SOC) estimation is an important operation within a BMS. Estimated SOC is required in several BMS operations, such as remaining power and mileage estimation, battery capacity estimation, charge termination, and cell balancing. The open-circuit voltage (OCV) look-up-based SOC estimation approach is widely used in battery management systems. For OCV lookup, the OCV–SOC characteristic is empirically measured and parameterized a priori. The literature shows numerous OCV–SOC models and approaches to characterize them and use them in SOC estimation. However, the selection of an OCV–SOC model must consider several factors: (i) Modeling errors due to approximations, age/temperature effects, and cell-to-cell variations; (ii) Likelihood and severity of errors when the OCV–SOC parameters are rounded; (iii) Computing system requirements to store and process OCV parameters; and (iv) The required computational complexity of real-time OCV lookup algorithms. This paper presents a review of existing OCV–SOC models and proposes a systematic approach to select a suitable OCV–SOC for implementation based on various constraints faced by a BMS designer in practical application.

Air handling systems are the key sub-systems of heating ventilation and air conditioning (HVAC) systems. They condition and deliver air to satisfy human thermal comfort requirements and provide acceptable indoor air quality. Faults in their components and sensors may lead to high-energy consumption, poor thermal comfort, and unacceptable indoor air quality. Additionally, new types of faults may falsely be identified as known types. Identifying failure modes and their severities with low false identification rates is thus critical to know what faults occur and how severe they are. However, this is challenging, since 1) classifying both failure modes and fault severities generates many categories of failures, leading to high computational requirements; 2) updating model parameters to adapt to changing environments requires accurate recursive equations that are hard to obtain; and 3) model errors and measurement noise may cause high false identification rates in detecting new types of faults. In this paper, failure modes are identified by hidden Markov models (HMMs) and fault severities are estimated by filtering methods, leading to a decrease in the number of HMM states and low computational requirements. To adapt to changing environments, a new online learning algorithm is developed. In this algorithm, HMM parameters are obtained based on their posterior distributions given new observations, thereby avoiding the need for accurate recurrence equations. To identify new fault types with low false identification rates, a robust statistical method is developed to compare current HMM observations with those expected from existing states to obtain potential new types, and then confirm new types by checking whether observations have a significant change. Physical knowledge is then used to find the reason for the new fault type. Experimental results show that failure modes and fault severities of both known and new types of faults are identified with high accuracy.

Major challenges anticipated in the future C4ISR (command, control, communications, computers, intelligence, surveillance, and reconnaissance) operations involve rapid mission planning/ re-planning in highly dynamic, asymmetric, unpredictable, and network-centric environments. Developing decision support for such complex mission environments requires automated processing, interpretation, and development of proactive decisions using large volumes of structured, unstructured, and semi-structured data, while simultaneously decreasing the time necessary to arrive at a decision. To overcome this data deluge, there is a need for mastering information dominance via acquisition, fusion, and transfer of the right data/information/knowledge from the right sources in the right mission context to the right decision-maker (DM) at the right time for the right purpose (6R). The fundamental challenge in achieving the 6R is to conceive a generic framework that encompasses the dynamics of relevant contextual elements, their interdependence and correlation to the current and evolving situation, while taking into account the cognitive status of the DM. In this paper, we propose a context-driven proactive decision support (PDS) framework that comprises: 1) adaptive model-based dynamic graph models (e.g., Dynamic Hierarchical Bayesian Networks) and the concomitant inference algorithms for context representation, inference, and forecasting, 2) information selection, valuation, and prioritization methods for context-driven operations, including uncertainty management approaches, and 3) application of PDS concepts for courses of action recommendations across representative maritime operations.

One of the common ways to perform data-driven fault diagnosis is to employ statistical models, which can classify the data into nominal (healthy) and a fault class or distinguish among different fault classes. The former is termed fault (anomaly) detection, and the latter is termed fault isolation (classification, diagnosis). Traditionally, statistical classifiers are trained using data from faulty and nominal behaviors in a batch mode. However, it is difficult to anticipate, a priori, all the possible ways in which failures can occur, especially when a new vehicle model is introduced. Therefore, it is imperative that diagnostic algorithms adapt to new cases on an ongoing basis. In this paper, a unified methodology to incrementally learn new information from evolving databases is presented. The performance of adaptive (or incremental learning) classification techniques is discussed when: 1) the new data has the same fault classes and same features and 2) the new data has new fault classes, but with the same set of observed features. The proposed methodology is demonstrated on data sets derived from an automotive electronic throttle control subsystem.

Regenerative braking is one of the most promising and environmentally friendly technologies used in electric and hybrid electric vehicles to improve energy efficiency and vehicle stability. This paper presents a systematic data-driven process for detecting and diagnosing faults in the regenerative braking system of hybrid electric vehicles. The diagnostic process involves signal processing and statistical techniques for feature extraction, data reduction for implementation in memory-constrained electronic control units, and variety of fault classification methodologies to isolate faults in the regenerative braking system. The results demonstrate that highly accurate fault diagnosis is possible with the classification methodologies. The process can be employed for fault analysis in a wide variety of systems, ranging from automobiles to buildings to aerospace systems.