DynaNet: Neural Kalman Dynamical Model for Motion Estimation and Prediction.

Dynamical models estimate and predict the temporal evolution of physical systems. State-space models (SSMs) in particular represent the system dynamics with many desirable properties, such as being able to model uncertainty in both the model and measurements, and optimal (in the Bayesian sense) recursive formulations, e.g., the Kalman filter. However, they require significant domain knowledge to derive the parametric form and considerable hand tuning to correctly set all the parameters. Data-driven techniques, e.g., recurrent neural networks, have emerged as compelling alternatives to SSMs with wide success across a number of challenging tasks, in part due to their impressive capability to extract relevant features from rich inputs. They, however, lack interpretability and robustness to unseen conditions. Thus, data-driven models are hard to be applied in safety-critical applications, such as self-driving vehicles. In this work, we present DynaNet, a hybrid deep learning and time-varying SSM, which can be trained end-to-end. Our neural Kalman dynamical model allows us to exploit the relative merits of both SSM and deep neural networks. We demonstrate its effectiveness in the estimation and prediction on a number of physically challenging tasks, including visual odometry, sensor fusion for visual-inertial navigation, and motion prediction. In addition, we show how DynaNet can indicate failures through investigation of properties, such as the rate of innovation (Kalman gain).