Robust Online Model Adaptation by Extended Kalman Filter with Exponential Moving Average and Dynamic Multi-Epoch Strategy
High fidelity behavior prediction of intelligent agents is critical in many applications. However, the prediction model trained on the training set may not generalize to the testing set due to domain shift and time variance. The challenge motivates the adoption of online adaptation algorithms to update prediction models in real-time to improve the prediction performance. Inspired by Extended Kalman Filter (EKF), this paper introduces a series of online adaptation methods, which are applicable to neural network-based models. A base adaptation algorithm Modified EKF with forgetting factor (MEKF$_\lambda$) is introduced first, followed by exponential moving average filtering techniques. Then this paper introduces a dynamic multi-epoch update strategy to effectively utilize samples received in real time. With all these extensions, we propose a robust online adaptation algorithm: MEKF with Exponential Moving Average and Dynamic Multi-Epoch strategy (MEKF$_{\text{EMA-DME}}$). The proposed algorithm outperforms existing methods as demonstrated in experiments. The source code is open-sourced in the following link https://github.com/intelligent-control-lab/MEKF_MAME.
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