Trust-Region Neural Moving Horizon Estimation for Robots

Abstract:Accurate disturbance estimation is essential for safe robot operations. The recently proposed neural moving horizon estimation (NeuroMHE), which uses a portable neural network to model the MHE's weightings, has shown promise in further pushing the accuracy and efficiency boundary. Currently, NeuroMHE is trained through gradient descent, with its gradient computed recursively using a Kalman filter. This paper proposes a trust-region policy optimization method for training NeuroMHE. We achieve this by providing the second-order derivatives of MHE, referred to as the MHE Hessian. Remarkably, we show that much of computation already used to obtain the gradient, especially the Kalman filter, can be efficiently reused to compute the MHE Hessian. This offers linear computational complexity relative to the MHE horizon. As a case study, we evaluate the proposed trust region NeuroMHE on real quadrotor flight data for disturbance estimation. Our approach demonstrates highly efficient training in under 5 min using only 100 data points. It outperforms a state-of-the-art neural estimator by up to 68.1% in force estimation accuracy, utilizing only 1.4% of its network parameters. Furthermore, our method showcases enhanced robustness to network initialization compared to the gradient descent counterpart.

Robotics (cs.RO); Systems and Control (eess.SY)

arXiv:2309.05955 [cs.RO]

(or arXiv:2309.05955v5 [cs.RO] for this version)

https://doi.org/10.48550/arXiv.2309.05955 Focus to learn more arXiv-issued DOI via DataCite

2024 IEEE International Conference on Robotics and Automation (ICRA) pp. 2059-2065

https://doi.org/10.1109/ICRA57147.2024.10611703 Focus to learn more DOI(s) linking to related resources

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