Probabilistic Robotics . Book

Book

The 3. Edition

  1. 2-4 Basics (Math Foundations)
  2. 5-6 Localization (robot Motion?)
  3. 9-13 Mapping (world representation?)
  4. 14-17 Planing and Control (future actions?)

An early draft pops up if you google the title. Comparing with this, chapters 11-13 appear to have been restructured, and the 3. Edition also has two extra chapters at the very end.

pp. 1-12 / 1.1 through 1.6

Book introduction

“Robotics is the science of perceiving and manipulating the physical world through computer controlled devices”

Key issues:

I'd say “The book does algorithm for classical mechanics, but with probability density functions everywhere, i.e. “fields”.

pp. 13-18 / 2.1 and 2.2

Introduction

Sections:

  1. Introduction: “Probabilistic state estimation algorithms compute believe distributions over possible world states”
  2. Probability theory basics (see also Introduction To Modern Bayesian Econometrics)
  3. Mathematical world representation
  4. Bayes filters
  5. more on Bayes filters
Probability theory

Introduces…

The exercises pp.36-38 are 4 text exercises and 2 proofs. The latter two exercise, #5 and #6, are doable right away.

pp. 19-26 / 2.3

Keywords:

Separate data sources in two groups:

Introduces nomenclature to speak of Hidden Markov Models (HMM) for robotics.

Consider descrete time: $t=0, t=1, t=2, \dots$. More generally, we may work with a $\Delta t$ that's just set to $1$ here.

Write $t_{a:b} = \cup_{i=a}^b \{t_i\} =\{t_{a}, t_{a+1}, t_{a+2}, \dots t_{b-1}, t_{b-1}\}$

be interested in mathematical models for

Mathematically, we “restrict ourselves” HMM to:

and also

and finally

Two more keywords:

Complete state is the one provides the best state information, at least in terms of what the robot understands.

pp.27-33 / 2.4

This section introduces the Bayes Filter, gives an example and a mathematical derivation.

Disregarding data $u$'s and $z$'s for a moment, we have of course

$bel(x_t) = \int p(x_{t}\,|\,x_{t-1})\,bel(x_{t-1}) \, {\mathrm d}x_{t-1}$

or

$bel_t(x) = \int p(x\,|\,x')\,bel_{t-1}(x') \, {\mathrm d}x'$

If the transition amplitude $p$ here is not a dirac delta, the believe one step later is less sharp than the previous one.

The Bayes filter is a rule about how to carry data $u$'s and $z$'s along with this evolution for a system where sensor data is updated at the end of each time step. It goes a follows:

As formula, it is

$bel(x_t) = \eta \cdot p(z_{t}\,|\,x_{t}) \cdot \int p(x_{t}\,|\,u_t, x_{t-1}) \, bel(x_{t-1}) \, {\mathrm d}x_{t-1}$

where $\eta$ is a normalization.

It should better be written

$bel_t(x) = \eta \cdot p(z_{t}\,|\, x) \cdot \int p(x\,|\,u_t, x') \, bel_{t-1}(x') \, {\mathrm d}x'$

Now, importantly, note that $p(z_{t}\,|\,x_{t})$ is not a probabilty distribution in $x_{t}$ (i.e. for fixed $x_{t}=a$, we have $\int p(z \,| a){\mathrm d}z\ne 1$ in general). This way, here, plugging in $z_{t}$ (the measured data) into the new function $bel(x_t)$ can lead to a believe that's sharper than the previous one.


The “Mathematical Derivation” in 2.4. shows (for some level rigor) that the seqeunce of believe distributions, $bel_{t}(x)$, that's the outcome of the Bayes Filter, is the optimal solution to a “Filtering Problem” - the problem of making the best estimate, given only the knowledge of noisy measurements and unreliable actions.

If you look around on the web, you see there are all kinds of so called “Filtering problems” to all sort of scenarios, and there's a formal mathematical theory around them.

This all has more connections to path integrals and stochastic integrals than I previously thought, so, to me, that's great and fun.

Exercises

$bel_0(\neg faulty)=\frac{9}{10}$

$bel_0(faulty)=\frac{1}{10}$

$ p(z\in [0,1]\,|\, faulty) = 1 $

$ p(z\notin [0,1]\,|\, faulty) = 0 $

$ p(z\in [0,1]\,|\, \neg faulty) = \frac{1}{3} $

$ p(z\notin [0,1]\,|\, \neg faulty) = \frac{2}{3} $

$ p(faulty \,|\, z\in [0,1]) \propto p(z\in [0,1]\,|\, faulty)\cdot bel_0(faulty)$

$ N = \sum_{x = faulty, \neg faulty} p(z\in [0,1]\,|\, x)\cdot bel_0(x)$


Mechanics, Probability space, Probability theory . note