Probabilistic Robotics

Chapter 2

Leon F. Palafox
 Probability Distributions

Probability

p(x) Probability of x

p ( x, y ) Probability of x AND y

Joint Distribution

p ( x, y ) = p ( x ) p ( y ) If they are independent

p ( x, y )
p( x | y) =
p( y)
 Total Probability

Total Probability

p( x) = ∑ p( x | y ) p( y ) Discrete Case
y

Bayes Rule

p( y | x) p( x) p( y | x) p( x)
p( x | y ) = =
p( y) ∑ x ' p( y | x' ) p( x' )
p( x | y ) = ηp( y | x) p ( x)
We use a normalizing factor
 Bayes Rule

Example

• P （ D ） = 0.005, since 0.5%. This is

the prior probability of D.
• P(N), This is 1 − P(D), or 0.995.
• P(+|D) This is 0.99, since the test is
99% accurate.
• P(+|N), This is 0.01, since the test will
produce a false positive for 1% of non-
users.
• P(+), This is 0.0149 or 1.49%, which is
found by adding the probability that a
true positive result will appear (= 99% x
0.5% = 0.495%) plus the probability
that a false positive will appear (= 1% x
99.5% = 0.995%). This is the prior
probability of +.
 State

State

•Information over the environment and robot

•May change over time or remain static
•Will be denoted with the variable xt
•Is called Complete if is the best predictor of the future

State Variables

•Robot pose
•Actuators
•Robot Velocity
•Features in its surroundings
 Belief

Definition

Robot Internal knowledge of the state

The state cannot be measured directly

Distributions

bel ( xt ) = p ( xt | z1:t , u1:t ) After measurement

bel ( xt ) = p( xt | z1:t −1 , u1:t −1 ) Before Measurement

 Bayes Algorithm

Bayes Algorithm

Step 3 processes the control U. Is the probability that U

indices a change in the states.
Step 4 Observe the state and thus generate a new set of
beliefs
 Bayes Algorithm

Example

A robot finds a door and is able to open the

door using its manipulator.

Initial State

If the robot does NOT know the initial state of the door. (Which is
open).
Suppose the door is open and the robot uses its manipulator.
 Bayes Algorithm

Probabilities

bel ( X 0 = open) = 0.5

bel ( X 0 = close) = 0.5
p ( Z t = sense _ open | X t = is _ open) = 0.6
p ( Z t = sense _ closed | X t = is _ open) = 0.4 Very noisy sensors
p ( Z t = sense _ open | X t = is _ closed ) = 0.2
p ( Z t = sense _ closed | X t = is _ closed ) = 0.8
p ( X t = is _ open | U t = push, X t −1 = is _ open) = 1
p ( X t = is _ closed | U t = push, X t −1 = is _ open) = 0
p ( X t = is _ open | U t = push, X t −1 = is _ closed ) = 0.8
p ( X t = is _ closed | U t = push, X t −1 = is _ closed ) = 0.2
p ( X t = is _ open | U t = do _ nothing , X t −1 = is _ open) = 1
p ( X t = is _ closed | U t = do _ nothing , X t −1 = is _ open) = 0 We are not doing
p ( X t = is _ open | U t = do _ nothing , X t −1 = is _ closed ) = 0
p( X t = is _ closed | U t = do _ nothing , X t −1 = is _ closed ) = 1
anything
 Bayes Algorithm

Solution

bel ( x1 ) = ∑ p ( x1 | u1 , x 0 )bel ( x0 ) = p ( X 1 | U t = do _ nothing , X 0 = is _ open)bel ( X 0 = is _ open) +

X0
p ( X 1 | U t = do _ nothing , X 0 = is _ closed )bel ( X 0 = is _ closed )

bel ( X 1 = open) = 0.5

bel ( X 1 = closed ) = 0.5

bel ( x1 ) = ηp( Z 1 = sense _ open | x1 )bel ( x1 )

bel ( X 1 = open) = 0.75

bel ( X 1 = open) = 0.25

bel ( X 2 = open) = 0.95

bel ( X 2 = closed ) = 0.05
bel ( X 2 = open) = 0.983
bel ( X 2 = open) = 0.017
 Final Notes

Notes

• The states are presented in a Markov Chain

– Future data are independent if one knows the current state.
• Even though Bayes filter does have future events that
may violate Markov Assumption, it proves to be
robust.
• Overall points to take into account:
– Computational efficiency
– Accuracy of the approximation
– Ease of implementation
 Bayes Algorithm

Solution

bel ( x1 ) = ∑ p ( x1 | u1 , x 0 )bel ( x0 ) = p ( X 1 | U t = do _ nothing , X 0 = is _ open)bel ( X 0 = is _ open) +

X0
p ( X 1 | U t = do _ nothing , X 0 = is _ closed )bel ( X 0 = is _ closed )

bel ( X 1 = open) = 0.5

bel ( X 1 = closed ) = 0.5

bel ( x1 ) = ηp( Z 1 = sense _ open | x1 )bel ( x1 )

bel ( X 1 = open) = 0.75

bel ( X 1 = open) = 0.25

bel ( X 2 = open) = 0.95

bel ( X 2 = closed ) = 0.05
bel ( X 2 = open) = 0.983
bel ( X 2 = open) = 0.017