Papers › Scalable Identification of Partially Observed Systems with Certainty-Equivalent EM

Scalable Identification of Partially Observed Systems with Certainty-Equivalent EM

20 Jun 2020ICML 2020 1arXiv:2006.11615archive 2025-07-28

Kunal Menda, Jean de Becdelièvre, Jayesh K. Gupta, Ilan Kroo, Mykel J. Kochenderfer, Zachary Manchester

System identification is a key step for model-based control, estimator design, and output prediction. This work considers the offline identification of partially observed nonlinear systems. We empirically show that the certainty-equivalent approximation to expectation-maximization can be a reliable and scalable approach for high-dimensional deterministic systems, which are common in robotics. We formulate certainty-equivalent expectation-maximization as block coordinate-ascent, and provide an efficient implementation. The algorithm is tested on a simulated system of coupled Lorenz attractors, demonstrating its ability to identify high-dimensional systems that can be intractable for particle-based approaches. Our approach is also used to identify the dynamics of an aerobatic helicopter. By augmenting the state with unobserved fluid states, a model is learned that predicts the acceleration of the helicopter better than state-of-the-art approaches. The codebase for this work is available at https://github.com/sisl/CEEM.

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HarmonicDecayScheduler sisl/CEEM/ceem/particleem.py official repository unverified MIT (permissive) · b9784ff84cd8a51d · report
compute_rms sisl/CEEM/ceem/exp_utils.py official repository unverified MIT (permissive) · 68918bf29793f782 · report
ensure_default_torch_kwargs sisl/CEEM/ceem/learner.py official repository unverified MIT (permissive) · 50f8cbf6de31a1af · report
filter_ sisl/CEEM/ceem/nested.py official repository unverified MIT (permissive) · 333bf105fcfc9f91 · report
gen_ypred_benchmark sisl/CEEM/ceem/exp_utils.py official repository unverified MIT (permissive) · 15c3ab8d13c9c4ae · report
load_helidata sisl/CEEM/ceem/data_utils.py official repository unverified MIT (permissive) · b250895ef600807a · report
load_statistics sisl/CEEM/ceem/data_utils.py official repository unverified MIT (permissive) · 05ede9c21387428f · report
make_output_format sisl/CEEM/ceem/logger.py official repository unverified MIT (permissive) · e6d5c8ead04a113a · report
odestep sisl/CEEM/ceem/odesolver.py official repository unverified MIT (permissive) · acefc50eb4bbfcac · report
rk4_alt_step_func sisl/CEEM/ceem/odesolver.py official repository unverified MIT (permissive) · 5a92e97beb204564 · report

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