3 resultados para Markov Regime Switching
em Massachusetts Institute of Technology
Resumo:
Compliant control is a standard method for performing fine manipulation tasks, like grasping and assembly, but it requires estimation of the state of contact between the robot arm and the objects involved. Here we present a method to learn a model of the movement from measured data. The method requires little or no prior knowledge and the resulting model explicitly estimates the state of contact. The current state of contact is viewed as the hidden state variable of a discrete HMM. The control dependent transition probabilities between states are modeled as parametrized functions of the measurement We show that their parameters can be estimated from measurements concurrently with the estimation of the parameters of the movement in each state of contact. The learning algorithm is a variant of the EM procedure. The E step is computed exactly; solving the M step exactly would require solving a set of coupled nonlinear algebraic equations in the parameters. Instead, gradient ascent is used to produce an increase in likelihood.
Resumo:
This report studies when and why two Hidden Markov Models (HMMs) may represent the same stochastic process. HMMs are characterized in terms of equivalence classes whose elements represent identical stochastic processes. This characterization yields polynomial time algorithms to detect equivalent HMMs. We also find fast algorithms to reduce HMMs to essentially unique and minimal canonical representations. The reduction to a canonical form leads to the definition of 'Generalized Markov Models' which are essentially HMMs without the positivity constraint on their parameters. We discuss how this generalization can yield more parsimonious representations of stochastic processes at the cost of the probabilistic interpretation of the model parameters.
Resumo:
Two kinds of process models have been used in programs that reason about change: Discrete and continuous models. We describe the design and implementation of a qualitative simulator, PEPTIDE, which uses both kinds of process models to predict the behavior of molecular energetic systems. The program uses a discrete process model to simulate both situations involving abrupt changes in quantities and the actions of small numbers of molecules. It uses a continuous process model to predict gradual changes in quantities. A novel technique, called aggregation, allows the simulator to switch between theses models through the recognition and summary of cycles. The flexibility of PEPTIDE's aggregator allows the program to detect cycles within cycles and predict the behavior of complex situations.