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An Approach to Forecasting and Filtering Noise in Dynamic Systems Using LSTM Architectures

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Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 1268))

Abstract

Some of the limitations of state-space models are given by the difficulty of modelling certain systems, the filters convergence time or the impossibility of modelling dependencies in the long term. Having agile and alternative methodologies that allow the modelling of complex problems but still provide solutions to the classic challenges of estimation or filtering, such as the position estimation of a mobile with noisy measurements of the same variable, are of high interest. In this work, we address the problem of position estimation of 1-D dynamic systems from a deep learning paradigm, using Long-Short Term Memory (LSTM) architectures designed to solve problems with long term temporal dependencies, in combination with other recurrent networks. A deep neuronal architecture inspired by the Encoder-Decoder language systems is implemented, remarking its limits and finding a solution capable of making position estimations of a moving object. The results are finally compared with the optimal values from the Kalman filter, obtaining comparable results in error terms.

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Acknowledgments

This work was supported by Ministry of Science, Innovation and Universities from Spain under grant agreement No. PRE-C-2018-0079.

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Correspondence to Juan Pedro Llerena .

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Llerena, J.P., García, J., Molina, J.M. (2021). An Approach to Forecasting and Filtering Noise in Dynamic Systems Using LSTM Architectures. In: Herrero, Á., Cambra, C., Urda, D., Sedano, J., Quintián, H., Corchado, E. (eds) 15th International Conference on Soft Computing Models in Industrial and Environmental Applications (SOCO 2020). SOCO 2020. Advances in Intelligent Systems and Computing, vol 1268. Springer, Cham. https://doi.org/10.1007/978-3-030-57802-2_15

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