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[EE Seminar] – Prof. Saikat Chatterjee, KTH – {Data-driven Non-linear State Estimation of Model-free Process in Unsupervised Learning}, Friday, June 30th, 11am, MMCR, EE.

June 30, 2023 @ 11:00 AM - 1:00 PM IST

The IEEE Signal Processing Society, Bangalore Chapter, and the Electrical Engineering, IISc are happy to host the following talk,
Venue : MMCR (C241), EE, IISc
Time : 11am-12noon
Date : 30-June-2023
Speaker : Prof. Saikat Chatterjee (KTH)
Title:        DANSE: Data-driven Non-linear State Estimation of Model-free Process in Unsupervised Learning Setup
We address the tasks of Bayesian state estimation and forecasting for a model-free process in an unsupervised learning setup. In the seminar, we discuss our new method called DANSE – Data-driven Nonlinear State Estimation method. DANSE provides a closed-form posterior of the state of the model- free process, given linear measurements of the state. In addition it provides a closed-form posterior for forecasting. We show how data-driven recurrent neural networks (RNNs) are used in the DANSE to provide closed-form prior of the state and posterior. The training of DANSE, mainly learning the parameters of RNN, is executed in an unsupervised learning approach. In unsupervised learning, we have access to a training dataset consisting of only a set of measurement data trajectories, but we do not have any access to the state trajectories. Therefore, DANSE does not have access to state information in training data and can not use supervised learning. Using simulated linear and non- linear process models (Lorenz attractor and Chen attractor), we evaluate the unsupervised learning- based DANSE. We show that the proposed DANSE, without knowledge of the process model and without supervised learning, provides a competitive performance against model-driven methods, such as Kalman filter (KF), extended KF (EKF) and unscented KF (UKF), and a recently proposed hybrid method called KalmanNet.
Preprint of the paper: https://arxiv.org/abs/2306.03897
Saikat Chatterjee is associate professor at School of Electrical Engineering and Computer Science, KTH-Royal Institute of Technology, Sweden. He received a Ph.D. degree from Indian Institute of Science, India. His website: https://www.kth.se/profile/sach
​All are welcome,


June 30, 2023
11:00 AM - 1:00 PM IST