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/**
* \file se2_sam.cpp
*
* Created on: Feb 4, 2019
* \author: jsola
*
* ------------------------------------------------------------
* This file is:
* (c) 2018 Joan Sola @ IRI-CSIC, Barcelona, Catalonia
*
* This file is part of `manif`, a C++ template-only library
* for Lie theory targeted at estimation for robotics.
* Manif is:
* (c) 2018 Jeremie Deray @ IRI-UPC, Barcelona
* ------------------------------------------------------------
*
* ------------------------------------------------------------
* Demonstration example:
*
* 2D smoothing and mapping (SAM).
*
* See se3_sam.cpp for a 3D version of this example.
* See se2_localization.cpp for a simpler localization example using EKF.
* ------------------------------------------------------------
*
* This demo corresponds to the application
* in chapter V, section B, in the paper Sola-18,
* [https://arxiv.org/abs/1812.01537].
*
* The following is an abstract of the content of the paper.
* Please consult the paper for better reference.
*
*
* We consider a robot in 2D space surrounded by a small
* number of punctual landmarks or _beacons_.
* The robot receives control actions in the form of axial
* and angular velocities, and is able to measure the location
* of the beacons w.r.t its own reference frame.
*
* The robot pose X_i is in SE(2) and the beacon positions b_k in R^2,
*
* X_i = | R_i t_i | // position and orientation
* | 0 1 |
*
* b_k = (bx_k, by_k) // lmk coordinates in world frame
*
* The control signal u is a twist in se(2) comprising longitudinal
* velocity vx and angular velocity wz, with no other velocity
* components, integrated over the sampling time dt.
*
* u = (vx*dt, 0, w*dt)
*
* The control is corrupted by additive Gaussian noise u_noise,
* with covariance
*
* Q = diagonal(sigma_v^2, sigma_s^2, sigma_yaw^2).
*
* This noise accounts for possible lateral slippage
* through non-zero values of sigma_s.
*
* At the arrival of a control u, a new robot pose is created at
*
* X_j = X_i * Exp(u) = X_i + u.
*
* This new pose is then added to the graph.
*
* Landmark measurements are of the range and bearing type,
* though they are put in Cartesian form for simplicity,
*
* y = (yx, yy) // lmk coordinates in robot frame
*
* Their noise n is zero mean Gaussian, and is specified
* with a covariances matrix R.
* We notice the rigid motion action y_ik = h(X_i,b_k) = X_i^-1 * b_k
* (see appendix D).
*
*
* The world comprises 5 landmarks.
* Not all of them are observed from each pose.
* A set of pairs pose--landmark is created to establish which
* landmarks are observed from each pose.
* These pairs can be observed in the factor graph, as follows.
*
* The factor graph of the SAM problem looks like this:
*
* ------- b1
* b3 / |
* | / b4 |
* | / / \|
* X0 ---- X1 ---- X2
* | \ / \ /
* | b0 b2
* *
*
* where:
* - X_i are SE2 robot poses
* - b_k are R^2 landmarks or beacons
* - * is a pose prior to anchor the map and make the problem observable
* - segments indicate measurement factors:
* - motion measurements from X_i to X_j
* - landmark measurements from X_i to b_k
* - absolute pose measurement from X0 to * (the origin of coordinates)
*
* We thus declare 9 factors pose---landmark, as follows:
*
* poses --- lmks
* x0 --- b0
* x0 --- b1
* x0 --- b3
* x1 --- b0
* x1 --- b2
* x1 --- b4
* x2 --- b1
* x2 --- b2
* x2 --- b4
*
*
* The main variables are summarized again as follows
*
* Xi : robot pose at time i, SE(2)
* u : robot control, (v*dt; 0; w*dt) in se(2)
* Q : control perturbation covariance
* b : landmark position, R^2
* y : Cartesian landmark measurement in robot frame, R^2
* R : covariance of the measurement noise
*
*
* We define the state to estimate as a manifold composite:
*
* X in < SE2, SE2, SE2, R^2, R^2, R^2, R^2, R^2 >
*
* X = < X0, X1, X2, b0, b1, b2, b3, b4 >
*
* The estimation error dX is expressed
* in the tangent space at X,
*
* dX in < se2, se2, se2, R^2, R^2, R^2, R^2, R^2 >
* ~ < R^3, R^3, R^3, R^2, R^2, R^2, R^2, R^2 > = R^19
*
* dX = [ dx0, dx1, dx2, db0, db1, db2, db3, db4 ] in R^19
*
* with
* dx_i: pose error in se(2) ~ R^3
* db_k: landmark error in R^2
*
*
* The prior, motion and measurement models are
*
* - for the prior factor:
* p_0 = X_0
*
* - for the motion factors:
* d_ij = X_j (-) X_i = log(X_i.inv * X_j) // motion expectation equation
*
* - for the measurement factors:
* e_ik = h(X_i, b_k) = X_i^-1 * b_k // measurement expectation equation
*
*
*
* The algorithm below comprises first a simulator to
* produce measurements, then uses these measurements
* to estimate the state, using a graph representation
* and Lie-based non-linear iterative least squares solver
* that uses the pseudo-inverse method.
*
* This file has plain code with only one main() function.
* There are no function calls other than those involving `manif`.
*
* Printing the prior state (before solving) and posterior state (after solving),
* together with a ground-truth state defined by the simulator
* allows for evaluating the quality of the estimates.
*
* This information is complemented with the evolution of
* the optimizer's residual and optimal step norms. This allows
* for evaluating the convergence of the optimizer.
*/
// manif
#include "manif/SE2.h"
// Std
#include <vector>
#include <map>
#include <list>
#include <cstdlib>
// Debug
#include <iostream>
#include <iomanip>
// std shortcuts and namespaces
using std::cout;
using std::endl;
using std::vector;
using std::map;
using std::list;
using std::pair;
// Eigen namespace
using namespace Eigen;
// manif namespace and shortcuts
using manif::SE2d;
using manif::SE2Tangentd;
static constexpr int DoF = SE2d::DoF;
static constexpr int Dim = SE2d::Dim;
// Define many data types (Tangent refers to the tangent of SE2)
typedef Array<double, DoF, 1> ArrayT; // tangent-size array
typedef Matrix<double, DoF, 1> VectorT; // tangent-size vector
typedef Matrix<double, DoF, DoF> MatrixT; // tangent-size square matrix
typedef Matrix<double, Dim, 1> VectorB; // landmark-size vector
typedef Array<double, Dim, 1> ArrayY; // measurement-size array
typedef Matrix<double, Dim, 1> VectorY; // measurement-size vector
typedef Matrix<double, Dim, Dim> MatrixY; // measurement-size square matrix
typedef Matrix<double, Dim, DoF> MatrixYT; // measurement x tangent size matrix
typedef Matrix<double, Dim, Dim> MatrixYB; // measurement x landmark size matrix
// some experiment constants
static const int NUM_POSES = 3;
static const int NUM_LMKS = 5;
static const int NUM_FACTORS = 9;
static const int NUM_STATES = NUM_POSES * DoF + NUM_LMKS * Dim;
static const int NUM_MEAS = NUM_POSES * DoF + NUM_FACTORS * Dim;
static const int MAX_ITER = 20; // for the solver
int main()
{
std::srand((unsigned int) time(0));
// DEBUG INFO
cout << endl;
cout << "2D Smoothing and Mapping. 3 poses, 5 landmarks." << endl;
cout << "-----------------------------------------------" << endl;
cout << std::fixed << std::setprecision(3) << std::showpos;
// START CONFIGURATION
//
//
// Define the robot pose elements
SE2d X_simu, // pose of the simulated robot
Xi, // robot pose at time i
Xj; // robot pose at time j
vector<SE2d> poses, // estimator poses
poses_simu;// simulator poses
Xi.setIdentity();
X_simu.setIdentity();
// Define a control vector and its noise and covariance in the tangent of SE2
SE2Tangentd u; // control signal, generic
SE2Tangentd u_nom; // nominal control signal
ArrayT u_sigmas; // control noise std specification
VectorT u_noise; // control noise
MatrixT Q; // Covariance
MatrixT W; // sqrt Info
vector<SE2Tangentd> controls; // robot controls
u_nom << 0.1, 0.0, 0.05;
u_sigmas << 0.01, 0.01, 0.01;
// Q = (u_sigmas * u_sigmas).matrix().asDiagonal();
W = u_sigmas.inverse() .matrix().asDiagonal(); // this is Q^(-T/2)
// Landmarks in R^2 and map
VectorB b; // Landmark, generic
vector<VectorB> landmarks(NUM_LMKS), landmarks_simu;
{
// Define five landmarks (beacons) in R^2
VectorB b0, b1, b2, b3, b4;
b0 << 3.0, 0.0;
b1 << 2.0, -1.0;
b2 << 2.0, 1.0;
b3 << 3.0, -1.0;
b4 << 3.0, 1.0;
landmarks_simu.push_back(b0);
landmarks_simu.push_back(b1);
landmarks_simu.push_back(b2);
landmarks_simu.push_back(b3);
landmarks_simu.push_back(b4);
} // destroy b0...b4
// Define the beacon's measurements in R^2
VectorY y, y_noise;
ArrayY y_sigmas;
MatrixY R; // Covariance
MatrixY S; // sqrt Info
vector<map<int,VectorY>> measurements(NUM_POSES); // y = measurements[pose_id][lmk_id]
y_sigmas << 0.001, 0.001;
// R = (y_sigmas * y_sigmas).matrix().asDiagonal();
S = y_sigmas.inverse() .matrix().asDiagonal(); // this is R^(-T/2)
// Declare some temporaries
SE2Tangentd d; // motion expectation d = Xj (-) Xi = Xj.minus ( Xi )
VectorY e; // measurement expectation e = h(X, b)
MatrixT J_d_xi, J_d_xj; // Jacobian of motion wrt poses i and j
MatrixT J_ix_x; // Jacobian of inverse pose wrt pose
MatrixYT J_e_ix; // Jacobian of measurement expectation wrt inverse pose
MatrixYT J_e_x; // Jacobian of measurement expectation wrt pose
MatrixYB J_e_b; // Jacobian of measurement expectation wrt lmk
SE2Tangentd dx; // optimal pose correction step
VectorB db; // optimal landmark correction step
// Problem-size variables
Matrix<double, NUM_STATES, 1> dX; // optimal update step for all the SAM problem
Matrix<double, NUM_MEAS, NUM_STATES> J; // full Jacobian
Matrix<double, NUM_MEAS, 1> r; // full residual
/*
* The factor graph of the SAM problem looks like this:
*
* ------- b1
* b3 / |
* | / b4 |
* | / / \|
* X0 ---- X1 ---- X2
* | \ / \ /
* | b0 b2
* *
*
* where:
* - Xi are poses
* - bk are landmarks or beacons
* - * is a pose prior to anchor the map and make the problem observable
*
* Define pairs of nodes for all the landmark measurements
* There are 3 pose nodes [0..2] and 5 landmarks [0..4].
* A pair pose -- lmk means that the lmk was measured from the pose
* Each pair declares a factor in the factor graph
* We declare 9 pairs, or 9 factors, as follows:
*/
vector<list<int>> pairs(NUM_POSES);
pairs[0].push_back(0); // 0-0
pairs[0].push_back(1); // 0-1
pairs[0].push_back(3); // 0-3
pairs[1].push_back(0); // 1-0
pairs[1].push_back(2); // 1-2
pairs[1].push_back(4); // 1-4
pairs[2].push_back(1); // 2-1
pairs[2].push_back(2); // 2-2
pairs[2].push_back(4); // 2-4
//
//
// END CONFIGURATION
//// Simulator ###################################################################
poses_simu. push_back(X_simu);
poses. push_back(Xi + SE2Tangentd::Random()); // use very noisy priors
// temporal loop
for (int i = 0; i < NUM_POSES; ++i)
{
// make measurements
for (const auto& k : pairs[i])
{
// simulate measurement
b = landmarks_simu[k]; // lmk coordinates in world frame
y_noise = y_sigmas * ArrayY::Random(); // measurement noise
y = X_simu.inverse().act(b); // landmark measurement, before adding noise
// add noise and compute prior lmk from prior pose
measurements[i][k] = y + y_noise; // store noisy measurements
b = Xi.act(y + y_noise); // mapped landmark with noise
landmarks[k] = b + VectorB::Random(); // use very noisy priors
}
// make motions
if (i < NUM_POSES - 1) // do not make the last motion since we're done after 3rd pose
{
// move simulator, without noise
X_simu = X_simu + u_nom;
// move prior, with noise
u_noise = u_sigmas * ArrayT::Random();
Xi = Xi + (u_nom + u_noise);
// store
poses_simu. push_back(X_simu);
poses. push_back(Xi + SE2Tangentd::Random()); // use very noisy priors
controls. push_back(u_nom + u_noise);
}
}
//// Estimator #################################################################
// DEBUG INFO
cout << "prior" << std::showpos << endl;
for (const auto& X : poses)
cout << "pose : " << X.translation().transpose() << " " << X.angle() << endl;
for (const auto& landmark : landmarks)
cout << "lmk : " << landmark.transpose() << endl;
cout << "-----------------------------------------------" << endl;
// iterate
// DEBUG INFO
cout << "iterations" << std::noshowpos << endl;
for (int iteration = 0; iteration < MAX_ITER; ++iteration)
{
// Clear residual vector and Jacobian matrix
r .setZero();
J .setZero();
// row and column for the full Jacobian matrix J, and row for residual r
int row = 0, col = 0;
// 1. evaluate prior factor ---------------------
/*
* NOTE (see Chapter 2, Section E, of Sola-18):
*
* To compute any residual, we consider the following variables:
* r: residual
* e: expectation
* y: prior specification 'measurement'
* W: sqrt information matrix of the measurement noise.
*
* In case of a non-trivial prior measurement, we need to consider
* the nature of it: is it a global or a local specification?
*
* When prior information `y` is provided in the global reference,
* we need a left-minus operation (.-) to compute the residual.
* This is usually the case for pose priors, since it is natural
* to specify position and orientation wrt a global reference,
*
* r = W * (e (.-) y)
* = W * (e * y.inv).log()
*
* When `y` is provided as a local reference, then right-minus (-.) is required,
*
* r = W * (e (-.) y)
* = W * (y.inv * e).log()
*
* Notice that if y = Identity() then local and global residuals are the same.
*
*
* Here, expectation, measurement and info matrix are trivial, as follows
*
* expectation
* e = poses[0]; // first pose
*
* measurement
* y = SE2d::Identity() // robot at the origin
*
* info matrix:
* W = I // trivial
*
* residual uses left-minus since reference measurement is global
* r = W * (poses[0] (.-) measurement) = log(poses[0] * Id.inv) = poses[0].log()
*
* Jacobian matrix :
* J_r_p0 = Jr_inv(log(poses[0])) // see proof below
*
* Proof: Let p0 = poses[0] and y = measurement. We have the partials
* J_r_p0 = W^(T/2) * d(log(p0 * y.inv)/d(poses[0])
*
* with W = i and y = I. Since d(log(r))/d(r) = Jr_inv(r) for any r in the Lie algebra, we have
* J_r_p0 = Jr_inv(log(p0))
*/
// residual and Jacobian.
// Notes:
// We have residual = expectation - measurement, in global tangent space
// We have the Jacobian in J_r_p0 = J.block<DoF, DoF>(row, col);
// We compute the whole in a one-liner:
r.segment<DoF>(row) = poses[0].lminus(SE2d::Identity(), J.block<DoF, DoF>(row, col)).coeffs();
// advance rows
row += DoF;
// loop poses
for (int i = 0; i < NUM_POSES; ++i)
{
// 2. evaluate motion factors -----------------------
if (i < NUM_POSES - 1) // do not make the last motion since we're done after 3rd pose
{
int j = i + 1; // this is next pose's id
// recover related states and data
Xi = poses[i];
Xj = poses[j];
u = controls[i];
// expectation (use right-minus since motion measurements are local)
d = Xj.rminus(Xi, J_d_xj, J_d_xi); // expected motion = Xj (-) Xi
// residual
r.segment<DoF>(row) = W * (d - u).coeffs(); // residual
// Jacobian of residual wrt first pose
col = i * DoF;
J.block<DoF, DoF>(row, col) = W * J_d_xi;
// Jacobian of residual wrt second pose
col = j * DoF;
J.block<DoF, DoF>(row, col) = W * J_d_xj;
// advance rows
row += DoF;
}
// 3. evaluate measurement factors ---------------------------
for (const auto& k : pairs[i])
{
// recover related states and data
Xi = poses[i];
b = landmarks[k];
y = measurements[i][k];
// expectation
e = Xi.inverse(J_ix_x).act(b, J_e_ix, J_e_b); // expected measurement = Xi.inv * bj
J_e_x = J_e_ix * J_ix_x; // chain rule
// residual
r.segment<Dim>(row) = S * (e - y);
// Jacobian of residual wrt pose
col = i * DoF;
J.block<Dim, DoF>(row, col) = S * J_e_x;
// Jacobian of residual wrt lmk
col = NUM_POSES * DoF + k * Dim;
J.block<Dim, Dim>(row, col) = S * J_e_b;
// advance rows
row += Dim;
}
}
// 4. Solve -----------------------------------------------------------------
// compute optimal step
// ATTENTION: This is an expensive step!!
// ATTENTION: Use QR factorization and column reordering for larger problems!!
dX = - (J.transpose() * J).inverse() * J.transpose() * r;
// update all poses
for (int i = 0; i < NUM_POSES; ++i)
{
// we go very verbose here
int dx_row = i * DoF;
constexpr int size = DoF;
dx = dX.segment<size>(dx_row);
poses[i] = poses[i] + dx;
}
// update all landmarks
for (int k = 0; k < NUM_LMKS; ++k)
{
// we go very verbose here
int dx_row = NUM_POSES * DoF + k * Dim;
constexpr int size = Dim;
db = dX.segment<size>(dx_row);
landmarks[k] = landmarks[k] + db;
}
// DEBUG INFO
cout << "residual norm: " << std::scientific << r.norm() << ", step norm: " << dX.norm() << endl;
// conditional exit
if (dX.norm() < 1e-6) break;
}
cout << "-----------------------------------------------" << endl;
//// Print results ####################################################################
cout << std::fixed;
// solved problem
cout << "posterior" << std::showpos << endl;
for (const auto& X : poses)
cout << "pose : " << X.translation().transpose() << " " << X.angle() << endl;
for (const auto& landmark : landmarks)
cout << "lmk : " << landmark.transpose() << endl;
cout << "-----------------------------------------------" << endl;
// ground truth
cout << "ground truth1" << std::showpos << endl;
for (const auto& X : poses_simu)
cout << "pose : " << X.translation().transpose() << " " << X.angle() << endl;
for (const auto& landmark : landmarks_simu)
cout << "lmk : " << landmark.transpose() << endl;
cout << "-----------------------------------------------" << endl;
return 0;
}
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