Fast Covariance Recovery in Incremental Nonlinear Least Square Solvers
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26230%2F15%3APU116953" target="_blank" >RIV/00216305:26230/15:PU116953 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7139841" target="_blank" >http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7139841</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/ICRA.2015.7139841" target="_blank" >10.1109/ICRA.2015.7139841</a>
Alternative languages
Result language
angličtina
Original language name
Fast Covariance Recovery in Incremental Nonlinear Least Square Solvers
Original language description
Many estimation problems in robotics rely on efficiently solving nonlinear least squares (NLS). For example, it is well known that the simultaneous localisation and mapping (SLAM) problem can be formulated as a maximum likelihood estimation (MLE) and solved using NLS, yielding a mean state vector. However, for many applications recovering only the mean vector is not enough. Data association, active decisions, next best view, are only few of the applications that require fast state covariance recovery. The problem is not simple since, in general, the covariance is obtained by inverting the system matrix and the result is dense. The main contribution of this paper is a novel algorithm for fast incremental covariance update, complemented by a highly efficient implementation of the covariance recovery. This combination yields to two orders of magnitude reduction in computation time, compared to the other state of the art solutions. The proposed algorithm is applicable to any NLS solver implementation, and does not depend on incremental strategies described in our previous papers, which are not a subject of this paper.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
<a href="/en/project/7E13044" target="_blank" >7E13044: IMPART - Intelligent Management Platform for Advanced Real-Time media processes</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of IEEE International Conference on robotics and Automation
ISBN
978-1-4799-6922-7
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
1-8
Publisher name
IEEE Computer Society
Place of publication
Seattle
Event location
Seattle
Event date
May 26, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000370974904084