This advanced graduate course explores Bayesian inference as a core enabling technology for modern, increasingly autonomous, mechatronic systems. The course introduces the conceptual and mathematical underpinnings of Bayesian inference with a particular emphasis on its ability to integrate model-based prior knowledge about dynamical systems with information derived from sensors and perception systems. Algorithms for Bayesian inference commonly employed in mechatronic systems will be examined in detail including Bayesian filters, Bayesian smoothers, and Bayesian sequential detection algorithms. The theory and algorithms of Bayesian inference will be applied to problems in mechatronics such as localisation and mapping for mobile robots, sensor fusion and moving target tracking for autonomous vehicles, and fault detection for industry 4.0+.
Learning Outcomes
Upon successful completion, students will have the knowledge and skills to:
- Explain the mathematical foundations of Bayesian inference including the relationship between prior and posterior probabilities, and likelihoods.
- Derive recursive forms of the hidden Markov model filter and the Kalman filter, and discuss the impact of model parameters on their performance.
- Evaluate and compare Bayesian inference algorithms including their theoretical optimality properties.
- Employ factor-graph formulations and numerical methods to solve large-scale Bayesian inference problems.
- Design and implement Bayesian inference algorithms for mechatronic applications such as localisation and mapping, sensor fusion, target tracking, and fault detection.
Required Resources
MATLAB and/or Python 3 will be used throughout the course.
ANU students can download MATLAB from: https://matlab.anu.edu.au/.
Python 3 can be downloaded free from https://www.python.org or as part of the Anaconda distribution from https://www.anaconda.com/products/distribution
Recommended Resources
Books
Students are encouraged to consult a variety of books on inference including:
- S. Thrun, W. Burgard, and D. Fox, Probabilistic Robotics, MIT Press, 2005.
- S. Särkkä, Bayesian Filtering and Smoothing, Cambridge University Press, 2013.
- V. Krishnamurthy, Partially Observed Markov Decision Processes, Cambridge University Press, 2016.
For a background in probability theory and stochastic processes students are strongly encouraged to consult:
- J. A. Gubner, Probability and Random Processes for Electrical and Computer Engineers, Cambridge University Press, 2006
Whether you are on campus or studying remotely, there are a variety of online platforms you will use to participate in your study program. These could include videos for lectures and other instruction, two-way video conferencing for interactive learning, email and other messaging tools for communication, interactive web apps for formative and collaborative activities, print and/or photo/scan for handwritten work and drawings, and home-based assessment.
ANU outlines recommended student system requirements to ensure you are able to participate fully in your learning. Other information is also available about the various Learning Platforms you may use.
Staff Feedback
Students will be given feedback in the following forms in this course:
- written comments
- verbal comments
- feedback to whole class, groups, individuals, focus group etc
Student Feedback
ANU is committed to the demonstration of educational excellence and regularly seeks feedback from students. Students are encouraged to offer feedback directly to their Course Convener or through their College and Course representatives (if applicable). Feedback can also be provided to Course Conveners and teachers via the Student Experience of Learning & Teaching (SELT) feedback program. SELT surveys are confidential and also provide the Colleges and ANU Executive with opportunities to recognise excellent teaching, and opportunities for improvement.
Class Schedule
Week/Session | Summary of Activities | Assessment |
---|---|---|
1 | Introduction to Course & Bayesian Inference | |
2 | Graphical Models & Stochastic Systems | |
3 | Filtering & Smoothing in Hidden Markov Models | |
4 | Filtering & Smoothing in Linear Systems | Problem Set Due |
5 | Filtering & Smoothing in Nonlinear Systems | |
6 | Parameter Estimation in Stochastic Systems | |
7 | Approximate Inference via Sampling | Problem Set Due |
8 | Particle Filtering & Smoothing | |
9 | Guest Lecture(s) | |
10 | Models of Reinforcement Learning & Control | |
11 | Reinforcement Learning & Control as Inference | |
12 | Course Revision | Project Due |
Tutorial Registration
via MyTimetable
Assessment Summary
Assessment task | Value | Learning Outcomes |
---|---|---|
Problem Sets | 10 % | 2,3,4 |
Project | 40 % | 3,4,5 |
Final Exam | 50 % | 1,2,3,5 |
* If the Due Date and Return of Assessment date are blank, see the Assessment Tab for specific Assessment Task details
Policies
ANU has educational policies, procedures and guidelines , which are designed to ensure that staff and students are aware of the University’s academic standards, and implement them. Students are expected to have read the Academic Integrity Rule before the commencement of their course. Other key policies and guidelines include:
- Academic Integrity Policy and Procedure
- Student Assessment (Coursework) Policy and Procedure
- Special Assessment Consideration Guideline and General Information
- Student Surveys and Evaluations
- Deferred Examinations
- Student Complaint Resolution Policy and Procedure
- Code of practice for teaching and learning
Assessment Requirements
The ANU is using Turnitin to enhance student citation and referencing techniques, and to assess assignment submissions as a component of the University's approach to managing Academic Integrity. For additional information regarding Turnitin please visit the Academic Skills website. In rare cases where online submission using Turnitin software is not technically possible; or where not using Turnitin software has been justified by the Course Convener and approved by the Associate Dean (Education) on the basis of the teaching model being employed; students shall submit assessment online via ‘Wattle’ outside of Turnitin, or failing that in hard copy, or through a combination of submission methods as approved by the Associate Dean (Education). The submission method is detailed below.
Moderation of Assessment
Marks that are allocated during Semester are to be considered provisional until formalised by the College examiners meeting at the end of each Semester. If appropriate, some moderation of marks might be applied prior to final results being released.
Assessment Task 1
Learning Outcomes: 2,3,4
Problem Sets
Overview
Two problem sets will be released during semester, each worth 5% of the total course grade. The problem sets will be based on content covered in the lectures and in the tutorials, with some additional research required. Students may collaborate to solve the problem sets but must write (handwrite or type) and submit their own individual solutions.
Due Dates
The first problem set will be due 23:59pm Friday of Week 4.
The second problem set will be due 23:59pm Friday of Week 7.
Late submissions (after the due dates) will not be marked and will incur a mark of 0. All times are Canberra times (AEST or AEDT).
Submission
Solutions to each problem set are to be submitted through Turnitin.
Assessment Task 2
Learning Outcomes: 3,4,5
Project
Overview
Students are to work in groups of up to 3 to:
- Identify a (real-world) inference problem related to mechatronics (e.g., an inference problem arising within automation and robotics, wearable technologies, medical devices etc).
- Propose and implement (in software) a solution to the identified inference problem.
- Demonstrate the practicality and effectiveness of the proposed solution (e.g., using real data or a standard simulation environment).
- Write a report in the form of a scientific article (maximum of 6 pages, double column).
Due Dates
The project is due 23:59pm Friday of Week 12 (Canberra time - AEST or AEDT).
Late submissions (after the due date) will not be marked and will incur a mark of 0.
Submission
- The project report should be submitted as a single PDF file through Turnitin.
- Project code should be submitted as a single ZIP file through Wattle.
Assessment Task 3
Learning Outcomes: 1,2,3,5
Final Exam
Final exam worth 50% of the total mark, and is planned to be scheduled during the final examination period.
Academic Integrity
Academic integrity is a core part of the ANU culture as a community of scholars. The University’s students are an integral part of that community. The academic integrity principle commits all students to engage in academic work in ways that are consistent with, and actively support, academic integrity, and to uphold this commitment by behaving honestly, responsibly and ethically, and with respect and fairness, in scholarly practice.
The University expects all staff and students to be familiar with the academic integrity principle, the Academic Integrity Rule 2021, the Policy: Student Academic Integrity and Procedure: Student Academic Integrity, and to uphold high standards of academic integrity to ensure the quality and value of our qualifications.
The Academic Integrity Rule 2021 is a legal document that the University uses to promote academic integrity, and manage breaches of the academic integrity principle. The Policy and Procedure support the Rule by outlining overarching principles, responsibilities and processes. The Academic Integrity Rule 2021 commences on 1 December 2021 and applies to courses commencing on or after that date, as well as to research conduct occurring on or after that date. Prior to this, the Academic Misconduct Rule 2015 applies.
The University commits to assisting all students to understand how to engage in academic work in ways that are consistent with, and actively support academic integrity. All coursework students must complete the online Academic Integrity Module (Epigeum), and Higher Degree Research (HDR) students are required to complete research integrity training. The Academic Integrity website provides information about services available to assist students with their assignments, examinations and other learning activities, as well as understanding and upholding academic integrity.
Online Submission
You will be required to electronically sign a declaration as part of the submission of your assignment. Please keep a copy of the assignment for your records. Unless an exemption has been approved by the Associate Dean (Education) submission must be through Turnitin.
Hardcopy Submission
Unless an exemption has been approved by the Associate Dean (Education) submission must be through Turnitin.
Late Submission
Late submission not permitted. If submission of assessment tasks without an extension after the due date is not permitted, a mark of 0 will be awarded.
Referencing Requirements
The Academic Skills website has information to assist you with your writing and assessments. The website includes information about Academic Integrity including referencing requirements for different disciplines. There is also information on Plagiarism and different ways to use source material.
Extensions and Penalties
Extensions and late submission of assessment pieces are covered by the Student Assessment (Coursework) Policy and Procedure. Extensions may be granted for assessment pieces that are not examinations or take-home examinations. If you need an extension, you must request an extension in writing on or before the due date. If you have documented and appropriate medical evidence that demonstrates you were not able to request an extension on or before the due date, you may be able to request it after the due date.
Privacy Notice
The ANU has made a number of third party, online, databases available for students to use. Use of each online database is conditional on student end users first agreeing to the database licensor’s terms of service and/or privacy policy. Students should read these carefully. In some cases student end users will be required to register an account with the database licensor and submit personal information, including their: first name; last name; ANU email address; and other information.In cases where student end users are asked to submit ‘content’ to a database, such as an assignment or short answers, the database licensor may only use the student’s ‘content’ in accordance with the terms of service – including any (copyright) licence the student grants to the database licensor. Any personal information or content a student submits may be stored by the licensor, potentially offshore, and will be used to process the database service in accordance with the licensors terms of service and/or privacy policy.
If any student chooses not to agree to the database licensor’s terms of service or privacy policy, the student will not be able to access and use the database. In these circumstances students should contact their lecturer to enquire about alternative arrangements that are available.
Distribution of grades policy
Academic Quality Assurance Committee monitors the performance of students, including attrition, further study and employment rates and grade distribution, and College reports on quality assurance processes for assessment activities, including alignment with national and international disciplinary and interdisciplinary standards, as well as qualification type learning outcomes.
Since first semester 1994, ANU uses a grading scale for all courses. This grading scale is used by all academic areas of the University.
Support for students
The University offers students support through several different services. You may contact the services listed below directly or seek advice from your Course Convener, Student Administrators, or your College and Course representatives (if applicable).
- ANU Health, safety & wellbeing for medical services, counselling, mental health and spiritual support
- ANU Access and inclusion for students with a disability or ongoing or chronic illness
- ANU Dean of Students for confidential, impartial advice and help to resolve problems between students and the academic or administrative areas of the University
- ANU Academic Skills and Learning Centre supports you make your own decisions about how you learn and manage your workload.
- ANU Counselling Centre promotes, supports and enhances mental health and wellbeing within the University student community.
- ANUSA supports and represents undergraduate and ANU College students
- PARSA supports and represents postgraduate and research students
Convener
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Research InterestsInverse problems in optimal control and dynamic game theory, and information-theoretic probabilistic inference and decision-making for robots and autonomous systems. |
Dr Tim Molloy
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Instructor
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Research Interests |
Dr Tim Molloy
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