Variational Inference and Learning of Piecewise-linear Dynamical Systems - PERCEPTION Access content directly
Journal Articles IEEE Transactions on Neural Networks and Learning Systems Year : 2022

Variational Inference and Learning of Piecewise-linear Dynamical Systems

Abstract

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many real-world processes that cannot be characterized by a single linear behavior. Alternatively, it is possible to consider a piecewise-linear model which, combined with a switching mechanism, is well suited when several modes of behavior are needed. Nevertheless, switching dynamical systems are intractable because their computational complexity increases exponentially with time. In this paper, we propose a variational approximation of piecewise linear dynamical systems. We provide full details of the derivation of two variational expectation-maximization algorithms, a filter and a smoother. We show that the model parameters can be split into two sets, static and dynamic parameters, and that the former parameters can be estimated off-line together with the number of linear modes, or the number of states of the switching variable. We apply the proposed method to a visual tracking problem, namely head-pose tracking, and we thoroughly compare our algorithms with several state of the art trackers.
Fichier principal
Vignette du fichier
Alameda-TNNLS2021.pdf (1.42 Mo) Télécharger le fichier
Origin Files produced by the author(s)

Dates and versions

hal-02745527 , version 1 (03-06-2020)
hal-02745527 , version 2 (21-01-2021)
hal-02745527 , version 3 (26-01-2021)

Identifiers

Cite

Xavier Alameda-Pineda, Vincent Drouard, Radu Horaud. Variational Inference and Learning of Piecewise-linear Dynamical Systems. IEEE Transactions on Neural Networks and Learning Systems, 2022, 33 (8), pp.3753 - 3764. ⟨10.1109/TNNLS.2021.3054407⟩. ⟨hal-02745527v3⟩
187 View
346 Download

Altmetric

Share

Gmail Mastodon Facebook X LinkedIn More