1 // Ceres Solver - A fast non-linear least squares minimizer
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28 //
29 // Author: joydeepb@ri.cmu.edu (Joydeep Biswas)
30 //
31 // This example demonstrates how to use the DynamicAutoDiffCostFunction
32 // variant of CostFunction. The DynamicAutoDiffCostFunction is meant to
33 // be used in cases where the number of parameter blocks or the sizes are not
34 // known at compile time.
35 //
36 // This example simulates a robot traversing down a 1-dimension hallway with
37 // noise odometry readings and noisy range readings of the end of the hallway.
38 // By fusing the noisy odometry and sensor readings this example demonstrates
39 // how to compute the maximum likelihood estimate (MLE) of the robot's pose at
40 // each timestep.
41 //
42 // The robot starts at the origin, and it is travels to the end of a corridor of
43 // fixed length specified by the "--corridor_length" flag. It executes a series
44 // of motion commands to move forward a fixed length, specified by the
45 // "--pose_separation" flag, at which pose it receives relative odometry
46 // measurements as well as a range reading of the distance to the end of the
47 // hallway. The odometry readings are drawn with Gaussian noise and standard
48 // deviation specified by the "--odometry_stddev" flag, and the range readings
49 // similarly with standard deviation specified by the "--range-stddev" flag.
50 //
51 // There are two types of residuals in this problem:
52 // 1) The OdometryConstraint residual, that accounts for the odometry readings
53 //    between successive pose estimatess of the robot.
54 // 2) The RangeConstraint residual, that accounts for the errors in the observed
55 //    range readings from each pose.
56 //
57 // The OdometryConstraint residual is modeled as an AutoDiffCostFunction with
58 // a fixed parameter block size of 1, which is the relative odometry being
59 // solved for, between a pair of successive poses of the robot. Differences
60 // between observed and computed relative odometry values are penalized weighted
61 // by the known standard deviation of the odometry readings.
62 //
63 // The RangeConstraint residual is modeled as a DynamicAutoDiffCostFunction
64 // which sums up the relative odometry estimates to compute the estimated
65 // global pose of the robot, and then computes the expected range reading.
66 // Differences between the observed and expected range readings are then
67 // penalized weighted by the standard deviation of readings of the sensor.
68 // Since the number of poses of the robot is not known at compile time, this
69 // cost function is implemented as a DynamicAutoDiffCostFunction.
70 //
71 // The outputs of the example are the initial values of the odometry and range
72 // readings, and the range and odometry errors for every pose of the robot.
73 // After computing the MLE, the computed poses and corrected odometry values
74 // are printed out, along with the corresponding range and odometry errors. Note
75 // that as an MLE of a noisy system the errors will not be reduced to zero, but
76 // the odometry estimates will be updated to maximize the joint likelihood of
77 // all odometry and range readings of the robot.
78 //
79 // Mathematical Formulation
80 // ======================================================
81 //
82 // Let p_0, .., p_N be (N+1) robot poses, where the robot moves down the
83 // corridor starting from p_0 and ending at p_N. We assume that p_0 is the
84 // origin of the coordinate system.
85 // Odometry u_i is the observed relative odometry between pose p_(i-1) and p_i,
86 // and range reading y_i is the range reading of the end of the corridor from
87 // pose p_i. Both odometry as well as range readings are noisy, but we wish to
88 // compute the maximum likelihood estimate (MLE) of corrected odometry values
89 // u*_0 to u*_(N-1), such that the Belief is optimized:
90 //
91 // Belief(u*_(0:N-1) | u_(0:N-1), y_(0:N-1))                                  1.
92 //   =        P(u*_(0:N-1) | u_(0:N-1), y_(0:N-1))                            2.
93 //   \propto  P(y_(0:N-1) | u*_(0:N-1), u_(0:N-1)) P(u*_(0:N-1) | u_(0:N-1))  3.
94 //   =       \prod_i{ P(y_i | u*_(0:i)) P(u*_i | u_i) }                       4.
95 //
96 // Here, the subscript "(0:i)" is used as shorthand to indicate entries from all
97 // timesteps 0 to i for that variable, both inclusive.
98 //
99 // Bayes' rule is used to derive eq. 3 from 2, and the independence of
100 // odometry observations and range readings is expolited to derive 4 from 3.
101 //
102 // Thus, the Belief, up to scale, is factored as a product of a number of
103 // terms, two for each pose, where for each pose term there is one term for the
104 // range reading, P(y_i | u*_(0:i) and one term for the odometry reading,
105 // P(u*_i | u_i) . Note that the term for the range reading is dependent on all
106 // odometry values u*_(0:i), while the odometry term, P(u*_i | u_i) depends only
107 // on a single value, u_i. Both the range reading as well as odoemtry
108 // probability terms are modeled as the Normal distribution, and have the form:
109 //
110 // p(x) \propto \exp{-((x - x_mean) / x_stddev)^2}
111 //
112 // where x refers to either the MLE odometry u* or range reading y, and x_mean
113 // is the corresponding mean value, u for the odometry terms, and y_expected,
114 // the expected range reading based on all the previous odometry terms.
115 // The MLE is thus found by finding those values x* which minimize:
116 //
117 // x* = \arg\min{((x - x_mean) / x_stddev)^2}
118 //
119 // which is in the nonlinear least-square form, suited to being solved by Ceres.
120 // The non-linear component arise from the computation of x_mean. The residuals
121 // ((x - x_mean) / x_stddev) for the residuals that Ceres will optimize. As
122 // mentioned earlier, the odometry term for each pose depends only on one
123 // variable, and will be computed by an AutoDiffCostFunction, while the term
124 // for the range reading will depend on all previous odometry observations, and
125 // will be computed by a DynamicAutoDiffCostFunction since the number of
126 // odoemtry observations will only be known at run time.
127 
128 #include <cstdio>
129 #include <math.h>
130 #include <vector>
131 
132 #include "ceres/ceres.h"
133 #include "ceres/dynamic_autodiff_cost_function.h"
134 #include "gflags/gflags.h"
135 #include "glog/logging.h"
136 #include "random.h"
137 
138 using ceres::AutoDiffCostFunction;
139 using ceres::DynamicAutoDiffCostFunction;
140 using ceres::CauchyLoss;
141 using ceres::CostFunction;
142 using ceres::LossFunction;
143 using ceres::Problem;
144 using ceres::Solve;
145 using ceres::Solver;
146 using ceres::examples::RandNormal;
147 using std::min;
148 using std::vector;
149 
150 DEFINE_double(corridor_length, 30.0, "Length of the corridor that the robot is "
151               "travelling down.");
152 
153 DEFINE_double(pose_separation, 0.5, "The distance that the robot traverses "
154               "between successive odometry updates.");
155 
156 DEFINE_double(odometry_stddev, 0.1, "The standard deviation of "
157               "odometry error of the robot.");
158 
159 DEFINE_double(range_stddev, 0.01, "The standard deviation of range readings of "
160               "the robot.");
161 
162 // The stride length of the dynamic_autodiff_cost_function evaluator.
163 static const int kStride = 10;
164 
165 struct OdometryConstraint {
166   typedef AutoDiffCostFunction<OdometryConstraint, 1, 1> OdometryCostFunction;
167 
OdometryConstraintOdometryConstraint168   OdometryConstraint(double odometry_mean, double odometry_stddev) :
169       odometry_mean(odometry_mean), odometry_stddev(odometry_stddev) {}
170 
171   template <typename T>
operator ()OdometryConstraint172   bool operator()(const T* const odometry, T* residual) const {
173     *residual = (*odometry - T(odometry_mean)) / T(odometry_stddev);
174     return true;
175   }
176 
CreateOdometryConstraint177   static OdometryCostFunction* Create(const double odometry_value) {
178     return new OdometryCostFunction(
179         new OdometryConstraint(odometry_value, FLAGS_odometry_stddev));
180   }
181 
182   const double odometry_mean;
183   const double odometry_stddev;
184 };
185 
186 struct RangeConstraint {
187   typedef DynamicAutoDiffCostFunction<RangeConstraint, kStride>
188       RangeCostFunction;
189 
RangeConstraintRangeConstraint190   RangeConstraint(
191       int pose_index,
192       double range_reading,
193       double range_stddev,
194       double corridor_length) :
195       pose_index(pose_index), range_reading(range_reading),
196       range_stddev(range_stddev), corridor_length(corridor_length) {}
197 
198   template <typename T>
operator ()RangeConstraint199   bool operator()(T const* const* relative_poses, T* residuals) const {
200     T global_pose(0);
201     for (int i = 0; i <= pose_index; ++i) {
202       global_pose += relative_poses[i][0];
203     }
204     residuals[0] = (global_pose + T(range_reading) - T(corridor_length)) /
205         T(range_stddev);
206     return true;
207   }
208 
209   // Factory method to create a CostFunction from a RangeConstraint to
210   // conveniently add to a ceres problem.
CreateRangeConstraint211   static RangeCostFunction* Create(const int pose_index,
212                                    const double range_reading,
213                                    vector<double>* odometry_values,
214                                    vector<double*>* parameter_blocks) {
215     RangeConstraint* constraint = new RangeConstraint(
216         pose_index, range_reading, FLAGS_range_stddev, FLAGS_corridor_length);
217     RangeCostFunction* cost_function = new RangeCostFunction(constraint);
218     // Add all the parameter blocks that affect this constraint.
219     parameter_blocks->clear();
220     for (int i = 0; i <= pose_index; ++i) {
221       parameter_blocks->push_back(&((*odometry_values)[i]));
222       cost_function->AddParameterBlock(1);
223     }
224     cost_function->SetNumResiduals(1);
225     return (cost_function);
226   }
227 
228   const int pose_index;
229   const double range_reading;
230   const double range_stddev;
231   const double corridor_length;
232 };
233 
SimulateRobot(vector<double> * odometry_values,vector<double> * range_readings)234 void SimulateRobot(vector<double>* odometry_values,
235                    vector<double>* range_readings) {
236   const int num_steps = static_cast<int>(
237       ceil(FLAGS_corridor_length / FLAGS_pose_separation));
238 
239   // The robot starts out at the origin.
240   double robot_location = 0.0;
241   for (int i = 0; i < num_steps; ++i) {
242     const double actual_odometry_value = min(
243         FLAGS_pose_separation, FLAGS_corridor_length - robot_location);
244     robot_location += actual_odometry_value;
245     const double actual_range = FLAGS_corridor_length - robot_location;
246     const double observed_odometry =
247         RandNormal() * FLAGS_odometry_stddev + actual_odometry_value;
248     const double observed_range =
249         RandNormal() * FLAGS_range_stddev + actual_range;
250     odometry_values->push_back(observed_odometry);
251     range_readings->push_back(observed_range);
252   }
253 }
254 
PrintState(const vector<double> & odometry_readings,const vector<double> & range_readings)255 void PrintState(const vector<double>& odometry_readings,
256                 const vector<double>& range_readings) {
257   CHECK_EQ(odometry_readings.size(), range_readings.size());
258   double robot_location = 0.0;
259   printf("pose: location     odom    range  r.error  o.error\n");
260   for (int i = 0; i < odometry_readings.size(); ++i) {
261     robot_location += odometry_readings[i];
262     const double range_error =
263         robot_location + range_readings[i] - FLAGS_corridor_length;
264     const double odometry_error =
265         FLAGS_pose_separation - odometry_readings[i];
266     printf("%4d: %8.3f %8.3f %8.3f %8.3f %8.3f\n",
267            static_cast<int>(i), robot_location, odometry_readings[i],
268            range_readings[i], range_error, odometry_error);
269   }
270 }
271 
main(int argc,char ** argv)272 int main(int argc, char** argv) {
273   google::InitGoogleLogging(argv[0]);
274   google::ParseCommandLineFlags(&argc, &argv, true);
275   // Make sure that the arguments parsed are all positive.
276   CHECK_GT(FLAGS_corridor_length, 0.0);
277   CHECK_GT(FLAGS_pose_separation, 0.0);
278   CHECK_GT(FLAGS_odometry_stddev, 0.0);
279   CHECK_GT(FLAGS_range_stddev, 0.0);
280 
281   vector<double> odometry_values;
282   vector<double> range_readings;
283   SimulateRobot(&odometry_values, &range_readings);
284 
285   printf("Initial values:\n");
286   PrintState(odometry_values, range_readings);
287   ceres::Problem problem;
288 
289   for (int i = 0; i < odometry_values.size(); ++i) {
290     // Create and add a DynamicAutoDiffCostFunction for the RangeConstraint from
291     // pose i.
292     vector<double*> parameter_blocks;
293     RangeConstraint::RangeCostFunction* range_cost_function =
294         RangeConstraint::Create(
295             i, range_readings[i], &odometry_values, &parameter_blocks);
296     problem.AddResidualBlock(range_cost_function, NULL, parameter_blocks);
297 
298     // Create and add an AutoDiffCostFunction for the OdometryConstraint for
299     // pose i.
300     problem.AddResidualBlock(OdometryConstraint::Create(odometry_values[i]),
301                              NULL,
302                              &(odometry_values[i]));
303   }
304 
305   ceres::Solver::Options solver_options;
306   solver_options.minimizer_progress_to_stdout = true;
307 
308   Solver::Summary summary;
309   printf("Solving...\n");
310   Solve(solver_options, &problem, &summary);
311   printf("Done.\n");
312   std::cout << summary.FullReport() << "\n";
313   printf("Final values:\n");
314   PrintState(odometry_values, range_readings);
315   return 0;
316 }
317