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Medientyp:
E-Artikel
Titel:
Forecasting Nonlinear Systems with LSTM: Analysis and Comparison with EKF
Beteiligte:
Llerena Caña, Juan Pedro;
García Herrero, Jesús;
Molina López, José Manuel
Erschienen:
MDPI AG, 2021
Erschienen in:
Sensors, 21 (2021) 5, Seite 1805
Sprache:
Englisch
DOI:
10.3390/s21051805
ISSN:
1424-8220
Entstehung:
Anmerkungen:
Beschreibung:
Certain difficulties in path forecasting and filtering problems are based in the initial hypothesis of estimation and filtering techniques. Common hypotheses include that the system can be modeled as linear, Markovian, Gaussian, or all at one time. Although, in many cases, there are strategies to tackle problems with approaches that show very good results, the associated engineering process can become highly complex, requiring a great deal of time or even becoming unapproachable. To have tools to tackle complex problems without starting from a previous hypothesis but to continue to solve classic challenges and sharpen the implementation of estimation and filtering systems is of high scientific interest. This paper addresses the forecast–filter problem from deep learning paradigms with a neural network architecture inspired by natural language processing techniques and data structure. Unlike Kalman, this proposal performs the process of prediction and filtering in the same phase, while Kalman requires two phases. We propose three different study cases of incremental conceptual difficulty. The experimentation is divided into five parts: the standardization effect in raw data, proposal validation, filtering, loss of measurements (forecasting), and, finally, robustness. The results are compared with a Kalman filter, showing that the proposal is comparable in terms of the error within the linear case, with improved performance when facing non-linear systems.