UNROLLING PARTICLES: UNSUPERVISED LEARNING OF SAMPLING DISTRIBUTIONS

Fernando Gama, Nicolas Zilberstein, Richard G. Baraniuk, Santiago Segarra

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

Particle filtering is used to compute nonlinear estimates of complex systems. It samples trajectories from a chosen distribution and computes the estimate as a weighted average of them. Easy-to-sample distributions often lead to degenerate samples where only one trajectory carries all the weight, negatively affecting the resulting performance of the estimate. While much research has been done on the design of appropriate sampling distributions that would lead to controlled degeneracy, in this paper our objective is to learn sampling distributions. Leveraging the framework of algorithm unrolling, we model the sampling distribution as a multivariate normal, and we use neural networks to learn both the mean and the covariance. We carry out unsupervised training of the model to minimize weight degeneracy, relying only on the observed measurements of the system. We show in simulations that the resulting particle filter yields good estimates in a wide range of scenarios.

Original languageEnglish (US)
Title of host publication2022 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2022 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages5498-5502
Number of pages5
ISBN (Electronic)9781665405409
DOIs
StatePublished - 2022
Event47th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2022 - Virtual, Online, Singapore
Duration: May 23 2022May 27 2022

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2022-May
ISSN (Print)1520-6149

Conference

Conference47th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2022
Country/TerritorySingapore
CityVirtual, Online
Period5/23/225/27/22

Keywords

  • algorithm unrolling
  • particle filtering
  • unsupervised learning

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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