Probabilistic Robotics
Introduction
Probabilities
Bayes rule
Bayes filters
Probabilistic Robotics
Key idea:
Explicit representation of uncertainty
using the calculus of probability theory
• Perception = state estimation
• Action = utility
optimization
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Axioms of Probability Theory
Pr(A) denotes probability that proposition A is true.
• 0 Pr( A) 1
• Pr(True ) 1 Pr( False) 0
• Pr( A B ) Pr( A) Pr( B ) Pr( A B )
3
A Closer Look at Axiom 3
Pr( A B ) Pr( A) Pr( B ) Pr( A B )
True
A A B B
4
Using the Axioms
Pr( A A) Pr( A) Pr(A) Pr( A A)
Pr(True ) Pr( A) Pr(A) Pr( False)
1 Pr( A) Pr(A) 0
Pr(A) 1 Pr( A)
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Discrete Random Variables
• X denotes a random variable.
• X can take on a countable number of values
in {x1, x2, …, xn}.
• P(X=xi), or P(xi), is the probability that the
random variable X takes on value xi.
.
• P( ) is called probability mass function.
P ( Room) 0.7,0.2,0.08,0.02
• E.g.
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Continuous Random Variables
• X takes on values in the continuum.
• p(X=x), or p(x), is a probability density
function. b
Pr( x (a, b)) p ( x)dx
a
p(x)
• E.g.
x
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Joint and Conditional Probability
• P(X=x and Y=y) = P(x,y)
• If X and Y are independent then
P(x,y) = P(x) P(y)
• P(x | y) is the probability of x given y
P(x | y) = P(x,y) / P(y)
P(x,y) = P(x | y) P(y)
• If X and Y are independent then
P(x | y) = P(x)
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Law of Total Probability, Marginals
Discrete case Continuous case
P( x) 1
x
p( x) dx 1
P ( x ) P ( x, y ) p ( x) p ( x, y ) dy
y
P( x) P( x | y ) P( y ) p ( x) p ( x | y ) p ( y ) dy
y
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Bayes Formula
P ( x, y ) P ( x | y ) P ( y ) P ( y | x ) P ( x )
P ( y | x) P ( x) likelihood prior
P( x y )
P( y ) evidence
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Normalization
P( y | x) P( x)
P( x y ) P( y | x) P( x)
P( y )
1
P( y ) 1
P( y | x)P( x)
x
Algorithm:
x : aux x| y P ( y | x) P ( x)
1
aux x| y
x
x : P ( x | y ) aux x| y
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Conditioning
• Law of total probability:
P ( x) P ( x, z )dz
P ( x) P ( x | z ) P ( z )dz
P ( x y ) P ( x | y, z ) P ( z | y ) dz
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Bayes Rule
with Background Knowledge
P ( y | x, z ) P ( x | z )
P( x | y, z )
P( y | z )
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Conditioning
• Total probability:
P ( x) P ( x, z )dz
P ( x) P ( x | z ) P ( z )dz
P ( x y ) P ( x | y, z ) P ( z ) dz
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Conditional Independence
P ( x, y z ) P ( x | z ) P ( y | z )
equivalent to
P( x z ) P( x | z, y )
and
P( y z ) P( y | z, x)
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Simple Example of State Estimation
• Suppose a robot obtains measurement z
• What is P(open|z)?
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Causal vs. Diagnostic Reasoning
• P(open|z) is diagnostic.
• P(z|open) is causal.
• Often causal knowledge is easier to
obtain. count frequencies!
• Bayes rule allows us to use causal
knowledge:
P ( z | open) P (open)
P (open | z )
P( z )
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Example
• P(z|open) = 0.6 P(z|open) = 0.3
• P(open) = P(open) = 0.5
P ( z | open) P (open)
P (open | z )
P ( z | open) p (open) P ( z | open) p (open)
0.6 0.5 2
P (open | z ) 0.67
0.6 0.5 0.3 0.5 3
• z raises the probability that the door is open.
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Combining Evidence
• Suppose our robot obtains another
observation z2.
• How can we integrate this new
information?
• More generally, how can we estimate
P(x| z1...zn )?
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Recursive Bayesian Updating
P ( zn | x, z1, , zn 1) P ( x | z1, , zn 1)
P ( x | z1, , zn)
P ( zn | z1, , zn 1)
Markov assumption: zn is independent of z1,...,zn-1 if
we know x.
P( zn | x) P( x | z1, , zn 1)
P( x | z1, , zn)
P( zn | z1, , zn 1)
P( zn | x) P( x | z1, , zn 1)
1...n P( z | x) P( x)
i 1...n
i
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Example: Second Measurement
• P(z2|open) = 0.5 P(z2|open) = 0.6
• P(open|z1)=2/3
P ( z 2 | open) P (open | z1 )
P (open | z 2 , z1 )
P ( z 2 | open) P (open | z1 ) P ( z 2 | open) P (open | z1 )
1 2
2 3 5
0.625
1 2 3 1 8
2 3 5 3
• z2 lowers the probability that the door is open.
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A Typical Pitfall
• Two possible locations x1 and x2
• P(x1)=0.99
• P(z|x2)=0.09 P(z|x1)=0.07
1
p(x2 | d)
0.9 p(x1 | d)
0.8
0.7
0.6
p( x | d)
0.5
0.4
0.3
0.2
0.1
0
5 10 15 20 25 30 35 40 45 50
Number of integrations
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Actions
• Often the world is dynamic since
• actions carried out by the robot,
• actions carried out by other agents,
• or just the time passing by
change the world.
• How can we incorporate such
actions?
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Typical Actions
• The robot turns its wheels to move
• The robot uses its manipulator to grasp
an object
• Plants grow over time…
• Actions are never carried out with
absolute certainty.
• In contrast to measurements, actions
generally increase the uncertainty.
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Modeling Actions
• To incorporate the outcome of an
action u into the current “belief”, we
use the conditional pdf
P(x|u,x’)
• This term specifies the pdf that
executing u changes the state
from x’ to x.
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Example: Closing the door
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State Transitions
P(x|u,x’) for u = “close door”:
0.9
0.1 open closed 1
0
If the door is open, the action “close
door” succeeds in 90% of all cases.
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Integrating the Outcome of Actions
Continuous case:
P ( x | u ) P ( x | u , x' ) P ( x' )dx'
Discrete case:
P( x | u ) P( x | u, x' ) P( x' )
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Example: The Resulting Belief
P(closed | u ) P (closed | u , x' ) P( x' )
P (closed | u , open) P(open)
P(closed | u , closed ) P (closed )
9 5 1 3 15
10 8 1 8 16
P (open | u ) P (open | u , x' ) P ( x' )
P (open | u , open) P (open)
P(open | u , closed ) P (closed )
1 5 0 3 1
10 8 1 8 16
1 P(closed | u )
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Bayes Filters: Framework
• Given:
• Stream of observations z and action data u:
d t {u1 , z1 , ut , zt }
• Sensor model P(z|x).
• Action model P(x|u,x’).
• Prior probability of the system state P(x).
• Wanted:
• Estimate of the state X of a dynamical system.
• The posterior of the state is also called Belief:
Bel ( xt ) P ( xt | u1 , z1 , ut , zt )
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Markov Assumption
p( zt | x0:t , z1:t , u1:t ) p( zt | xt )
p( xt | x1:t 1 , z1:t , u1:t ) p( xt | xt 1 , ut )
Underlying Assumptions
• Static world
• Independent noise
• Perfect model, no approximation errors
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z = observation
u = action
Bayes Filters x = state
Bel ( xt ) P( xt | u1 , z1 , ut , zt )
Bayes P( zt | xt , u1 , z1 , , ut ) P( xt | u1 , z1 , , ut )
Markov P ( zt | xt ) P ( xt | u1 , z1 , , ut )
Total prob. P( zt | xt ) P( xt | u1 , z1 , , ut , xt 1 )
P( xt 1 | u1 , z1 , , ut ) dxt 1
Markov P( zt | xt ) P( xt | ut , xt 1 ) P( xt 1 | u1 , z1 , , ut ) dxt 1
Markov P ( zt | xt ) P ( xt | ut , xt 1 ) P( xt 1 | u1 , z1 , , zt 1 ) dxt 1
P( zt | xt ) P( xt | ut , xt 1 ) Bel ( xt 1 ) dxt 1
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Bayes
Bel ( xt ) Filter
P( zt | xt ) Algorithm
P( xt | ut , xt 1 ) Bel ( xt 1 ) dxt 1
1. Algorithm Bayes_filter( Bel(x),d ):
2. 0
3. If d is a perceptual data item z then
4. For all x do
5. Bel ' ( x) P ( z | x) Bel ( x)
6. Bel ' ( x)
7. For all x do
8. Bel ' ( x) 1 Bel ' ( x)
9. Else if d is an action data item u then
10. For all x do
11. Bel ' ( x) P ( x | u , x' ) Bel ( x' ) dx'
12. Return Bel’(x)
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Bayes Filters are Familiar!
Bel ( xt ) P( zt | xt ) P( xt | ut , xt 1 ) Bel ( xt 1 ) dxt 1
• Kalman filters
• Particle filters
• Hidden Markov models
• Dynamic Bayesian networks
• Partially Observable Markov Decision
Processes (POMDPs)
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Summary
• Bayes rule allows us to compute
probabilities that are hard to assess
otherwise.
• Under the Markov assumption,
recursive Bayesian updating can be
used to efficiently combine evidence.
• Bayes filters are a probabilistic tool
for estimating the state of dynamic
systems.
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