SLIDE 6 04/12/2012 6
Markov Assumption
Underlying Assumptions
- Static world (no one else changes the world)
- Independent noise (over time)
- Perfect model, no approximation errors
) , | ( ) , , | (
1 : 1 : 1 1 : 1 t t t t t t t
u x x p u z x x p
− −
= ) | ( ) , , | (
: 1 : 1 : t t t t t t
x z p u z x z p =
Bayes Filters
1 1 1
) ( ) , | ( ) | (
− − −
t t t t t t t
dx x Bel x u x P x z P η ) , , , | ( ) , , , , | (
1 1 1 1 t t t t t
u z u x P u z u x z P
=
Bayes z = observation u = action x = state
) , , , | ( ) (
1 1 t t t t
z u z u x P x Bel
Markov
) , , , | ( ) | (
1 1 t t t t
u z u x P x z P
=
Markov 1 1 1 1 1
) , , , | ( ) , | ( ) | (
− − −
t t t t t t t t
dx u z u x P x u x P x z P
1 1 1 1 1 1 1
) , , , | ( ) , , , , | ( ) | (
− − −
t t t t t t t t
dx u z u x P x u z u x P x z P
Total prob. Markov 1 1 1 1 1 1
) , , , | ( ) , | ( ) | (
− − − −
t t t t t t t t
dx z z u x P x u x P x z P
Bayes Filter Algorithm
1.
Algorithm Bayes_filter( Bel(x),d ): 2. η=0 3. If d is a perceptual data item z then 4. For all x do 5. 6. 7. For all x do 8. 9. Else if d is an action data item u then 10. For all x do 11. 12. Return Bel’(x)
) ( ) | ( ) ( ' x Bel x z P x Bel = ) ( ' x Bel + =η η ) ( ' ) ( '
1
x Bel x Bel
−
=η ' ) ' ( ) ' , | ( ) ( ' dx x Bel x u x P x Bel
1 1 1
) ( ) , | ( ) | ( ) (
− − −
t t t t t t t t
dx x Bel x u x P x z P x Bel η
Bayes Filters are Familiar!
Kalman filters Particle filters Hidden Markov models Dynamic Bayesian networks Partially Observable Markov Decision Processes (POMDPs)
1 1 1
) ( ) , | ( ) | ( ) (
− − −
t t t t t t t t
dx x Bel x u x P x z P x Bel η