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Hidden Markov Models CS4758: Robot Learning Ashutosh Saxena Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore.

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Page 1: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Hidden Markov Models

CS4758: Robot Learning

Ashutosh SaxenaAshutosh Saxena

Lecture 14

Lecture slides also taken from Eric

Sudderth and Andrew Moore.

Page 2: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Target Tracking

Radar-based tracking

of multiple targets

Visual tracking of

articulated objects(L. Sigal et. al., 2006)

• Estimate motion of targets in 3D world from indirect, potentially noisy measurements

Page 3: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Robot Navigation: SLAMSimultaneous Localization and Mapping

CAD

LandmarkSLAM

(E. Nebot,Victoria Park)

CADMap

EstimatedMap

• As robot moves, estimate its pose & world geometry

(S. Thrun,San Jose Tech Museum)

Page 4: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Financial Forecasting

• Predict future market behavior from historical data, news reports, expert opinions, …

http://www.steadfastinvestor.com/

Page 5: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Outline

Introduction to Temporal Processes

� Markov chains

� Hidden Markov models

Discrete-State HMMs

� Inference: Filtering, smoothing, Viterbi, classification� Inference: Filtering, smoothing, Viterbi, classification

� Learning: EM algorithm

Continuous-State HMMs

� Linear state space models: Kalman filters

� Nonlinear dynamical systems: Particle filters

Applications and Extensions

Page 6: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 7: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 8: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 9: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 10: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 11: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 12: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 13: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 14: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Example

Page 15: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 16: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 17: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
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Page 22: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 23: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 24: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 25: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
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Page 82: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 83: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 84: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of
Page 85: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Outline

Introduction to Temporal Processes

� Markov chains

� Hidden Markov models

Discrete-State HMMs

� Inference: Filtering, smoothing, Viterbi, classification� Inference: Filtering, smoothing, Viterbi, classification

� Learning: EM algorithm

Continuous-State HMMs

� Linear state space models: Kalman filters

� Nonlinear dynamical systems: Particle filters

Applications and Extensions

Page 86: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Discrete HMMs: Observations

Discrete Observations

Continuous Observations

Page 87: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Linear State Space Models

• States & observations jointly Gaussian:� All marginals & conditionals Gaussian

� Linear transformations remain Gaussian

Page 88: Ashutosh Saxena Lecture 14 - Cornell University...Ashutosh Saxena Lecture 14 Lecture slides also taken from Eric Sudderth and Andrew Moore. Target Tracking Radar-based tracking of

Simple Linear DynamicsBrownian Motion Constant Velocity

Time Time