Hybrid State Estimation of Uncertain Nonlinear Dynamics Using Neural Processes

Abstract: Various neural network architectures are used in many of the state-of-the-art approaches for real-time nonlinear state estimation in dynamical systems. With the ever-increasing incorporation of these data-driven models into the estimation domain, models with reliable margins of error are required -- especially for safety-critical applications. This paper discusses a novel hybrid, data-driven state estimation approach based on the physics-informed attentive neural process (PI-AttNP), a model-informed extension of the attentive neural process (AttNP). We augment this estimation approach with the regression-based split conformal prediction (CP) framework to obtain quantified model uncertainty with probabilistic guarantees. After presenting the algorithm in a generic form, we validate its performance in the task of grey-box state estimation of a simulated under-actuated six-degree-of-freedom quadrotor with multimodal Gaussian sensor noise and several external perturbations typical to quadrotors. Further, we compare outcomes with state-of-the-art data-driven methods, which provide significant evidence of the physics-informed neural process as a viable novel approach for model-driven estimation.