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Krishna R. Pattipati

Publications and source records attributed to Krishna R. Pattipati.

Hybrid data-driven and model-informed online tool wear detection in milling machines

Precision machining tool wear is responsible for low product throughput and quality. Monitoring the tool wear online is vital to prevent degradation in machining quality. However, direct real-time tool wear measurement is not practical. This paper presents residual-based anomaly detection models, combining a hybrid model comprised of a physics-based model and a data-driven model (a decision tree or a neural network) to predict signals of interest (e.g., power or forces) under nominal conditions, followed by Page’s cumulative sum test for detecting tool wear on-line using the computer numerical control machine measurements. The most informative features are ranked using dynamic programming and its approximation variants from real-time measurements and machine settings, such as the width of cut, depth of cut, feed rate and spindle speed, that serve as inputs to the predictive models. The baseline nominal model is incrementally updated with experimental data via a gradient boosted adaptation model to generate the residuals that account for discrepancies between the actual machine data under normal conditions and the baseline nominal model predictions. The hybrid model is validated against 20 Mazak milling machine experimental tests and one Haas run-to-failure experiment. The proposed anomaly detector is applied to synthetic data from simulations of the physics-based model at different operating conditions, measurement noise levels, and tool wear levels, and the methods were able to achieve an overall 92% accuracy in data with 1% noise. The anomaly detection methods based on hybrid model reduced the false alarms of either the data-driven or physical-based models alone, and are found to be capable of good online detection of tool wear.

Online anomaly detection↗

A Unifying View of Estimation and Control Using Belief Propagation With Application to Path Planning

The use of estimation techniques on stochastic models to solve control problems is an emerging paradigm that falls under the rubric of Active Inference (AI) and Control as Inference (CAI). In this work, we use probability propagation on factor graphs to show that various algorithms proposed in the literature can be seen as specific composition rules in a factor graph. We show how this unified approach, presented both in probability space and in log of the probability space, provides a very general framework that includes the Sum-product, the Max-product, Dynamic programming and mixed Reward/Entropy criteria-based algorithms. The framework also expands algorithmic design options that lead to new smoother or sharper policy distributions. We propose original recursions such as: a generalized Sum/Max-product algorithm, a Smooth Dynamic programming algorithm and a modified versions of the Reward/Entropy algorithm. The discussion is carried over with reference to a path planning problem where the recursions that arise from various cost functions, although they may appear similar in scope, bear noticeable differences. We provide a comprehensive table of composition rules and a comparison through simulations, first on a synthetic small grid with a single goal with obstacles, and then on a grid extrapolated from a real-world scene with multiple goals and a semantic map.

Francesco A. N. Palmieri↗

Multi-Pass Sequential Mini-Batch Stochastic Gradient Descent Algorithms for Noise Covariance Estimation in Adaptive Kalman Filtering

Estimation of unknown noise covariances in a Kalman filter is a problem of significant practical interest in a wide array of applications. Although this problem has a long history, reliable algorithms for their estimation were scant, and necessary and sufficient conditions for identifiability of the covariances were in dispute until recently. Necessary and sufficient conditions for covariance estimation and a batch estimation algorithm were presented in our previous study. This paper presents stochastic gradient descent algorithms for noise covariance estimation in adaptive Kalman filters that are an order of magnitude faster than the batch method for similar or better root mean square error. More significantly, these algorithms are applicable to non-stationary systems where the noise covariances can occasionally jump up or down by an unknown magnitude. The computational efficiency of the new algorithms stems from adaptive thresholds for convergence, recursive fading memory estimation of the sample cross-correlations of the innovations, and accelerated stochastic gradient descent algorithms. The comparative evaluation of the proposed methods on a number of test cases demonstrates their computational efficiency and accuracy.

Adaptive Kalman filtering↗