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arXiv 1903.09136stat.MLcs.LGcs.SYeess.SPeess.SY

关于因子图上的近似非线性高斯信息传递

On Approximate Nonlinear Gaussian Message Passing On Factor Graphs

Institute for Electrical Engineering in Medicine, University of Lübeck(医学电气工程研究所,吕贝克大学)

Eike Petersen, Christian Hoffmann, Philipp Rostalski

AI总结:

本文提出了一种基于因子图的近似高斯信息传递规则,用于处理确定性非线性变换节点,通过数值求积和Rauch-Tung-Striebel型近似方法,为非线性问题的求解提供了新的算法框架。

摘要:

因子图近年来因其作为信号处理、估计和控制算法表示和构建的统一框架而受到越来越多的关注。因子图工具包中似乎未充分探索的一个能力是利用表格信息传递规则处理确定性非线性变换,如非线性滤波和平滑问题中的变换。在本贡献中,我们基于前向传递的数值求积过程和后向传递的Rauch-Tung-Striebel型近似方法,为满足马尔可夫性质的任意因子图中的确定性非线性变换节点提供了通用的前向(滤波)和后向(平滑)近似高斯信息传递规则。这些信息传递规则可用于推导许多使用因子图求解非线性问题的算法,如基于所提出信息传递规则的非线性修改Bryson-Frazier(MBF)平滑器的提出。

英文摘要:

Factor graphs have recently gained increasing attention as a unified framework for representing and constructing algorithms for signal processing, estimation, and control. One capability that does not seem to be well explored within the factor graph tool kit is the ability to handle deterministic nonlinear transformations, such as those occurring in nonlinear filtering and smoothing problems, using tabulated message passing rules. In this contribution, we provide general forward (filtering) and backward (smoothing) approximate Gaussian message passing rules for deterministic nonlinear transformation nodes in arbitrary factor graphs fulfilling a Markov property, based on numerical quadrature procedures for the forward pass and a Rauch-Tung-Striebel-type approximation of the backward pass. These message passing rules can be employed for deriving many algorithms for solving nonlinear problems using factor graphs, as is illustrated by the proposition of a nonlinear modified Bryson-Frazier (MBF) smoother based on the presented message passing rules.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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