// g2o - General Graph Optimization // Copyright (C) 2011 R. Kuemmerle, G. Grisetti, W. Burgard // All rights reserved. // // Redistribution and use in source and binary forms, with or without // modification, are permitted provided that the following conditions are // met: // // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions in binary form must reproduce the above copyright // notice, this list of conditions and the following disclaimer in the // documentation and/or other materials provided with the distribution. // // THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS // IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED // TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A // PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT // HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. #ifndef G2O_UNSCENTED_ #define G2O_UNSCENTED_ #include #include #include #include namespace g2o { template struct SigmaPoint { SigmaPoint(SampleType sample, double wi, double wp) : _sample(std::move(sample)), _wi(wi), _wp(wp) {} SigmaPoint() = default; SampleType _sample; double _wi = 0; double _wp = 0; }; template bool sampleUnscented(std::vector>& sigmaPoints, const SampleType& mean, const CovarianceType& covariance) { const int dim = mean.size(); const int numPoints = (2 * dim) + 1; assert(covariance.rows() == covariance.cols() && covariance.cols() == mean.size() && "Dimension Mismatch"); constexpr double kAlpha = 1e-3; constexpr double kBeta = 2; const double lambda = kAlpha * kAlpha * dim; const double wi = 1. / (2. * (dim + lambda)); sigmaPoints.resize(numPoints); sigmaPoints[0] = SigmaPoint( mean, lambda / (dim + lambda), (lambda / (dim + lambda)) + (1. - kAlpha * kAlpha + kBeta)); Eigen::LLT cholDecomp; cholDecomp.compute(covariance * (dim + lambda)); if (cholDecomp.info() == Eigen::NumericalIssue) return false; const CovarianceType& L = cholDecomp.matrixL(); int k = 1; for (int i = 0; i < dim; i++) { SampleType s(L.col(i)); sigmaPoints[k++] = SigmaPoint(mean + s, wi, wi); sigmaPoints[k++] = SigmaPoint(mean - s, wi, wi); } return true; } template void reconstructGaussian( SampleType& mean, CovarianceType& covariance, const std::vector>& sigmaPoints) { mean.fill(0); covariance.fill(0); for (size_t i = 0; i < sigmaPoints.size(); i++) { mean += sigmaPoints[i]._wi * sigmaPoints[i]._sample; } for (size_t i = 0; i < sigmaPoints.size(); i++) { SampleType delta = sigmaPoints[i]._sample - mean; covariance += sigmaPoints[i]._wp * (delta * delta.transpose()); } } } // namespace g2o #endif