Summary
High fidelity behavior prediction of intelligent agents is critical in many applications, which is challenging due to the stochasticity, heterogeneity, and time‐varying nature of agent behaviors. Prediction models that work for one individual may not be applicable to another. Besides, the prediction model trained on the training set may not generalize to the testing set. These challenges motivate the adoption of online adaptation algorithms to update prediction models in real‐time to improve the prediction performance. This article considers online adaptable multitask prediction for both intention and trajectory. The goal of online adaptation is to improve the performance of both intention and trajectory predictions with only the feedback of the observed trajectory. We first introduce a generic τ‐step adaptation algorithm of the multitask prediction model that updates the model parameters with the trajectory prediction error in recent τ steps. Inspired by extended Kalman filter (EKF), a base adaptation algorithm modified EKF with forgetting factor (MEKFλ) is introduced. In order to improve the performance of MEKFλ, generalized exponential moving average filtering techniques are adopted. Then this article introduces a dynamic multiepoch update strategy to effectively utilize samples received in real time. With all these extensions, we propose a robust online adaptation algorithm: MEKF with moving average and dynamic multiepoch strategy (MEKFMA − ME). We empirically study the best set of parameters to adapt in the multitask prediction model and demonstrate the effectiveness of the proposed adaptation algorithms to reduce the prediction error.