Joint State and Noise Covariance Estimation

This paper tackles the problem of jointly estimating the noise covariance matrix alongside primary parameters (such as poses and points) from measurements corrupted by Gaussian noise. In such settings, the noise covariance matrix determines the weights assigned to individual measurements in the least squares problem. We show that the joint problem exhibits a convex structure and provide a full characterization of the optimal noise covariance estimate (with analytical solutions) within joint maximum a posteriori and likelihood frameworks and several variants. Leveraging this theoretical result, we propose two novel algorithms that jointly estimate the primary parameters and the noise covariance matrix. To validate our approach, we conduct extensive experiments across diverse scenarios and offer practical insights into their application in robotics and computer vision estimation problems with a particular focus on SLAM.

A Behavior Tree-inspired programming language for autonomous agents

We propose a design for a functional programming language for autonomous agents, built off the ideas and motivations of Behavior Trees (BTs). BTs are a popular model for designing agents behavior in robotics and AI. However, as their growth has increased dramatically, the simple model of BTs has come to be limiting. There is a growing push to increase the functionality of BTs, with the end goal of BTs evolving into a programming language in their own right, centred around the defining BT properties of modularity and reactiveness. In this paper, we examine how the BT model must be extended in order to grow into such a language. We identify some fundamental problems which must be solved: implementing `reactive' selection, 'monitoring' safety-critical conditions, and passing data between actions. We provide a variety of small examples which demonstrate that these problems are complex, and that current BT approaches do not handle them in a manner consistent with modularity. We instead provide a simple set of modular programming primitives for handling these use cases, and show how they can be combined to build complex programs. We present a full specification for our BT-inspired language, and give an implementation in the functional programming language Haskell. Finally, we demonstrate our language by translating a large and complex BT into a simple, unambiguous program.

Improving Visual Place Recognition Based Robot Navigation Through Verification of Localization Estimates

Visual Place Recognition (VPR) systems often have imperfect performance, which affects robot navigation decisions. This research introduces a novel Multi-Layer Perceptron (MLP) integrity monitor for VPR which demonstrates improved performance and generalizability over the previous state-of-the-art SVM approach, removing per-environment training and reducing manual tuning requirements. We test our proposed system in extensive real-world experiments, where we also present two real-time integrity-based VPR verification methods: an instantaneous rejection method for a robot navigating to a goal zone (Experiment 1); and a historical method that takes a best, verified, match from its recent trajectory and uses an odometer to extrapolate forwards to a current position estimate (Experiment 2). Noteworthy results for Experiment 1 include a decrease in aggregate mean along-track goal error from ~9.8m to ~3.1m in missions the robot pursued to completion, and an increase in the aggregate rate of successful mission completion from ~41% to ~55%. Experiment 2 showed a decrease in aggregate mean along-track localization error from ~2.0m to ~0.5m, and an increase in the aggregate precision of localization attempts from ~97% to ~99%. Overall, our results demonstrate the practical usefulness of a VPR integrity monitor in real-world robotics to improve VPR localization and consequent navigation performance.

Online Non-Stationary Stochastic Quasar-Convex Optimization

Recent research has shown that quasar-convexity can be found in applications such as identification of linear dynamical systems and generalized linear models. Such observations have in turn spurred exciting developments in design and analysis algorithms that exploit quasar-convexity. In this work, we study the online stochastic quasar-convex optimization problems in a dynamic environment. We establish regret bounds of online gradient descent in terms of cumulative path variation and cumulative gradient variance for losses satisfying quasar-convexity and strong quasar-convexity. We then apply the results to generalized linear models (GLM) when the underlying parameter is time-varying. We establish regret bounds of online gradient descent when applying to GLMs with leaky ReLU activation function, logistic activation function, and ReLU activation function. Numerical results are presented to corroborate our findings.

Minimisation of Polyak-Łojasewicz Functions Using Random Zeroth-Order Oracles

The application of a zeroth-order scheme for minimising Polyak-\L{}ojasewicz (PL) functions is considered. The framework is based on exploiting a random oracle to estimate the function gradient. The convergence of the algorithm to a global minimum in the unconstrained case and to a neighbourhood of the global minimum in the constrained case along with their corresponding complexity bounds are presented. The theoretical results are demonstrated via numerical examples.

Distributionally Time-Varying Online Stochastic Optimization under Polyak-Łojasiewicz Condition with Application in Conditional Value-at-Risk Statistical Learning

In this work, we consider a sequence of stochastic optimization problems following a time-varying distribution via the lens of online optimization. Assuming that the loss function satisfies the Polyak-{\L}ojasiewicz condition, we apply online stochastic gradient descent and establish its dynamic regret bound that is composed of cumulative distribution drifts and cumulative gradient biases caused by stochasticity. The distribution metric we adopt here is Wasserstein distance, which is well-defined without the absolute continuity assumption or with a time-varying support set. We also establish a regret bound of online stochastic proximal gradient descent when the objective function is regularized. Moreover, we show that the above framework can be applied to the Conditional Value-at-Risk (CVaR) learning problem. Particularly, we improve an existing proof on the discovery of the PL condition of the CVaR problem, resulting in a regret bound of online stochastic gradient descent.

Distributed Block Coordinate Moving Horizon Estimation for 2D Visual-Inertial-Odometry SLAM

This paper presents a Visual Inertial Odometry Landmark-based Simultaneous Localisation and Mapping algorithm based on a distributed block coordinate nonlinear Moving Horizon Estimation scheme. The main advantage of the proposed method is that the updates on the position of the landmarks are based on a Bundle Adjustment technique that can be parallelised over the landmarks. The performance of the method is demonstrated in simulations in different environments and with different types of robot trajectory. Circular and wiggling patterns in the trajectory lead to better estimation performance than straight ones, confirming what is expected from recent nonlinear observability theory.

Regret Analysis of Online LQR Control via Trajectory Prediction and Tracking: Extended Version

In this paper, we propose and analyze a new method for online linear quadratic regulator (LQR) control with a priori unknown time-varying cost matrices. The cost matrices are revealed sequentially with the potential for future values to be previewed over a short window. Our novel method involves using the available cost matrices to predict the optimal trajectory, and a tracking controller to drive the system towards it. We adopted the notion of dynamic regret to measure the performance of this proposed online LQR control method, with our main result being that the (dynamic) regret of our method is upper bounded by a constant. Moreover, the regret upper bound decays exponentially with the preview window length, and is extendable to systems with disturbances. We show in simulations that our proposed method offers improved performance compared to other previously proposed online LQR methods.

The Replicator Dynamic, Chain Components and the Response Graph

In this paper we examine the relationship between the flow of the replicator dynamic, the continuum limit of Multiplicative Weights Update, and a game's response graph. We settle an open problem establishing that under the replicator, sink chain components -- a topological notion of long-run outcome of a dynamical system -- always exist and are approximated by the sink connected components of the game's response graph. More specifically, each sink chain component contains a sink connected component of the response graph, as well as all mixed strategy profiles whose support consists of pure profiles in the same connected component, a set we call the content of the connected component. As a corollary, all profiles are chain recurrent in games with strongly connected response graphs. In any two-player game sharing a response graph with a zero-sum game, the sink chain component is unique. In two-player zero-sum and potential games the sink chain components and sink connected components are in a one-to-one correspondence, and we conjecture that this holds in all games.

A Logistic Regression Approach to Field Estimation Using Binary Measurements

In this letter, we consider the problem of field estimation using binary measurements. Previous work has formulated the problem as a parameter estimation problem, with the parameter estimation carried out in an online manner using sequential Monte Carlo techniques. In the current work, we consider an alternative approach to the parameter estimation based on online logistic regression. The developed algorithm is less computationally intensive than the sequential Monte Carlo approach, while having more reliable estimation performance.