#include <NoiseModel.h>

Inheritance diagram for gtsam::noiseModel::Robust:

Public Types
typedef boost::shared_ptr< Robust >	shared_ptr

Public Types inherited from gtsam::noiseModel::Base
typedef boost::shared_ptr< Base >	shared_ptr

Public Member Functions
bool	equals (const Base &expected, double tol=1e-9) const override

double	loss (const double squared_distance) const override
	loss function, input is Mahalanobis distance More...

const NoiseModel::shared_ptr &	noise () const
	Return the contained noise model. More...

void	print (const std::string &name) const override

	Robust ()
	Default Constructor for serialization. More...

	Robust (const RobustModel::shared_ptr robust, const NoiseModel::shared_ptr noise)
	Constructor. More...

const RobustModel::shared_ptr &	robust () const
	Return the contained robust error function. More...

Vector	unweightedWhiten (const Vector &v) const override

Vector	unwhiten (const Vector &) const override
	Unwhiten an error vector. More...

double	weight (const Vector &v) const override

Vector	whiten (const Vector &v) const override
	Whiten an error vector. More...

Matrix	Whiten (const Matrix &A) const override
	Whiten a matrix. More...

virtual void	WhitenSystem (Vector &b) const

void	WhitenSystem (std::vector< Matrix > &A, Vector &b) const override

void	WhitenSystem (Matrix &A, Vector &b) const override

void	WhitenSystem (Matrix &A1, Matrix &A2, Vector &b) const override

void	WhitenSystem (Matrix &A1, Matrix &A2, Matrix &A3, Vector &b) const override

	~Robust () override
	Destructor. More...

Public Member Functions inherited from gtsam::noiseModel::Base
	Base (size_t dim=1)
	primary constructor More...

size_t	dim () const
	Dimensionality. More...

virtual bool	isConstrained () const
	true if a constrained noise model, saves slow/clumsy dynamic casting More...

virtual bool	isUnit () const
	true if a unit noise model, saves slow/clumsy dynamic casting More...

virtual double	mahalanobisDistance (const Vector &v) const
	Mahalanobis distance. More...

virtual Vector	sigmas () const
	Calculate standard deviations. More...

virtual double	squaredMahalanobisDistance (const Vector &v) const
	Squared Mahalanobis distance v'R'Rv = <Rv,R*v> More...

virtual void	unwhitenInPlace (Vector &v) const

virtual void	unwhitenInPlace (Eigen::Block< Vector > &v) const

virtual void	whitenInPlace (Vector &v) const

virtual void	whitenInPlace (Eigen::Block< Vector > &v) const

virtual	~Base ()

Static Public Member Functions
static shared_ptr	Create (const RobustModel::shared_ptr &robust, const NoiseModel::shared_ptr noise)

Protected Types
typedef noiseModel::Base	NoiseModel

typedef mEstimator::Base	RobustModel

Protected Attributes
const NoiseModel::shared_ptr	noise_
	noise model used More...

const RobustModel::shared_ptr	robust_
	robust error function used More...

Protected Attributes inherited from gtsam::noiseModel::Base
size_t	dim_

Private Member Functions
template<class ARCHIVE >
void	serialize (ARCHIVE &ar, const unsigned int)

Friends
class	boost::serialization::access

Detailed Description

Base class for robust error models The robust M-estimators above simply tell us how to re-weight the residual, and are isotropic kernels, in that they do not allow for correlated noise. They also have no way to scale the residual values, e.g., dividing by a single standard deviation. Hence, the actual robust noise model below does this scaling/whitening in sequence, by passing both a standard noise model and a robust estimator.

Taking as an example noise = Isotropic::Create(d, sigma), we first divide the residuals uw = |Ax-b| by sigma by "whitening" the system (A,b), obtaining r = |Ax-b|/sigma, and then we pass the now whitened residual 'r' through the robust M-estimator. This is currently done by multiplying with sqrt(w), because the residuals will be squared again in error, yielding 0.5 w(r)*r^2.

In other words, while sigma is expressed in the native residual units, a parameter like k in the Huber norm is expressed in whitened units, i.e., "nr of sigmas".

Definition at line 653 of file NoiseModel.h.

Member Typedef Documentation

typedef noiseModel::Base gtsam::noiseModel::Robust::NoiseModel

protected

Definition at line 659 of file NoiseModel.h.

typedef mEstimator::Base gtsam::noiseModel::Robust::RobustModel

protected

Definition at line 658 of file NoiseModel.h.

typedef boost::shared_ptr<Robust> gtsam::noiseModel::Robust::shared_ptr

Definition at line 655 of file NoiseModel.h.

Constructor & Destructor Documentation

gtsam::noiseModel::Robust::Robust ( )

inline

Default Constructor for serialization.

Definition at line 667 of file NoiseModel.h.

gtsam::noiseModel::Robust::Robust	(	const RobustModel::shared_ptr	robust,
		const NoiseModel::shared_ptr	noise
	)

inline

Constructor.

Definition at line 670 of file NoiseModel.h.

gtsam::noiseModel::Robust::~Robust ( )

inlineoverride

Destructor.

Definition at line 674 of file NoiseModel.h.

Member Function Documentation

Robust::shared_ptr gtsam::noiseModel::Robust::Create	(	const RobustModel::shared_ptr &	robust,
		const NoiseModel::shared_ptr	noise
	)

static

Definition at line 665 of file NoiseModel.cpp.

bool gtsam::noiseModel::Robust::equals	(	const Base &	expected,
		double	tol = `1e-9`
	)		const

overridevirtual

Implements gtsam::noiseModel::Base.

Definition at line 634 of file NoiseModel.cpp.

double gtsam::noiseModel::Robust::loss ( const double squared_distance ) const

inlineoverridevirtual

loss function, input is Mahalanobis distance

Reimplemented from gtsam::noiseModel::Base.

Definition at line 693 of file NoiseModel.h.

const NoiseModel::shared_ptr& gtsam::noiseModel::Robust::noise ( ) const

inline

Return the contained noise model.

Definition at line 683 of file NoiseModel.h.

void gtsam::noiseModel::Robust::print ( const std::string & name ) const

overridevirtual

Implements gtsam::noiseModel::Base.

Definition at line 629 of file NoiseModel.cpp.

const RobustModel::shared_ptr& gtsam::noiseModel::Robust::robust ( ) const

inline

Return the contained robust error function.

Definition at line 680 of file NoiseModel.h.

template<class ARCHIVE >

void gtsam::noiseModel::Robust::serialize	(	ARCHIVE &	ar,
		const unsigned	int
	)

inlineprivate

Definition at line 719 of file NoiseModel.h.

Vector gtsam::noiseModel::Robust::unweightedWhiten ( const Vector & v ) const

inlineoverridevirtual

Useful function for robust noise models to get the unweighted but whitened error

Reimplemented from gtsam::noiseModel::Base.

Definition at line 704 of file NoiseModel.h.

Vector gtsam::noiseModel::Robust::unwhiten ( const Vector & v ) const

inlineoverridevirtual

Unwhiten an error vector.

Implements gtsam::noiseModel::Base.

Definition at line 690 of file NoiseModel.h.

double gtsam::noiseModel::Robust::weight ( const Vector & v ) const

inlineoverridevirtual

get the weight from the effective loss function on residual vector v

Reimplemented from gtsam::noiseModel::Base.

Definition at line 707 of file NoiseModel.h.

Vector gtsam::noiseModel::Robust::whiten ( const Vector & v ) const

inlineoverridevirtual

Whiten an error vector.

Implements gtsam::noiseModel::Base.

Definition at line 686 of file NoiseModel.h.

Matrix gtsam::noiseModel::Robust::Whiten ( const Matrix & H ) const

inlineoverridevirtual

Whiten a matrix.

Implements gtsam::noiseModel::Base.

Definition at line 688 of file NoiseModel.h.

void gtsam::noiseModel::Robust::WhitenSystem ( Vector & b ) const

virtual

Definition at line 640 of file NoiseModel.cpp.

void gtsam::noiseModel::Robust::WhitenSystem	(	std::vector< Matrix > &	A,
		Vector &	b
	)		const

overridevirtual

Implements gtsam::noiseModel::Base.

Definition at line 645 of file NoiseModel.cpp.

void gtsam::noiseModel::Robust::WhitenSystem	(	Matrix &	A,
		Vector &	b
	)		const

overridevirtual

Implements gtsam::noiseModel::Base.

Definition at line 650 of file NoiseModel.cpp.

void gtsam::noiseModel::Robust::WhitenSystem	(	Matrix &	A1,
		Matrix &	A2,
		Vector &	b
	)		const

overridevirtual

Implements gtsam::noiseModel::Base.

Definition at line 655 of file NoiseModel.cpp.

void gtsam::noiseModel::Robust::WhitenSystem	(	Matrix &	A1,
		Matrix &	A2,
		Matrix &	A3,
		Vector &	b
	)		const

overridevirtual

Implements gtsam::noiseModel::Base.

Definition at line 660 of file NoiseModel.cpp.

Friends And Related Function Documentation

friend class boost::serialization::access

friend

Serialization function

Definition at line 717 of file NoiseModel.h.

Member Data Documentation

const NoiseModel::shared_ptr gtsam::noiseModel::Robust::noise_

protected

noise model used

Definition at line 662 of file NoiseModel.h.

const RobustModel::shared_ptr gtsam::noiseModel::Robust::robust_

protected

robust error function used

Definition at line 661 of file NoiseModel.h.

The documentation for this class was generated from the following files:

Public Types

Public Member Functions

Static Public Member Functions

Protected Types

Protected Attributes

Private Member Functions

Friends

Detailed Description

Member Typedef Documentation

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation

Member Data Documentation