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確率ロボティクス
4章
(粒子フィルタ)
パーティクルフィルタ
「
粒子フィルタとは状態空間中の多数の粒子により状態分布を近似し
粒子の値の計算により分布を時間更新する.
コンピュータの計算性能の向上に伴い, 実用的になった手法
」
21世紀の統計学Ⅲ 逐次モンテカルロ法とパーティクルフィルタ より
パーティクルフィルタ
• 確率分布をM個の具体的な状態を表した標本(パーティクル)
で表現
• 時刻tにおける仮説XtはUtとXt-1から生成
• 計測から各パーティクルの重みを計算
• 重みに基づき, リサンプリングし(しないときもある)時刻t
での事後信念を生成
確率ロボティクス8章p226の図がとても分かりやすい
初期分布を適当に生成
前にドアがあるので, ドア付近の重みが上昇
リサンプリング
制御(右に少し移動)
ドア付近の重みが上昇
リサンプリング
粒子と制御から仮説を生成
重み計算(総計が1に規格化)
事後信念の近似表現
重みをもとに復元抽出
重みは1とする
リサンプリング(行わないときもある)
重み付きサンプリング
• 適切な重みを与えることで, 別の確率分布(提案分布)からサ
ンプリングしても, 求めたい確率分布(目標分布)に近づく
適切な重みづけが求めたいものとは異なる確率分布からサンプ
リングしてきたパーティクルを使っても機能することを保証
求めたい確率分布::ロボットの時刻tでの状態𝑥 𝑡
サンプリングする確率分布::状態 𝑥 𝑡−1, 制御 𝑢 𝑡 から生成
重み
𝑤 = 𝑝 𝑧𝑡 𝑥 𝑡
=
𝑝 𝑥 𝑡 𝑧𝑡 𝑝 𝑧𝑡
𝑝 𝑥 𝑡
= 𝜂 𝑝 𝑥 𝑡 𝑧𝑡 𝑝(𝑧𝑡)
?
密度の抽出
• ガウス分布近似 マルチモーダル(山が複数)には不適
• K平均法
• 離散ヒストグラム
実際のロボコンでは特定の場所でタスクを行う必要がある
移動完了判定に用いる?
サンプリングのばらつき
乱数から有限個のサンプルを生成することによるばらつき
リサンプリングが増長させる
リサンプリングしすぎると虚無
リサンプリングを行わないと, 重みの小さいパーティクルに計算
が費やされる >>無駄
リサンプリングの工夫
• 有効サンプルサイズ数の導入
𝐸𝑆𝑆 =
1
Σ𝑖=1
𝑀
𝜔 𝑘
𝑖
2
全ての粒子が均等に活用されている場合ESS=M
一つの粒子しか活用されていない場合 ESS=1
ESSが閾値を下回ったらリサンプリング
リサンプリング後の重みは均等化
提案分布の改良(確率ロボティクス8章)
一種類の分布からサンプリングする
その分布の近似特性の影響を受ける
完全なセンサーは逆に悪影響!?(8.3.6)
混合分布を使う
ランダムに粒子を追加

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