From f8285ccc64c88c494e2218099a4d3dd5f438f019 Mon Sep 17 00:00:00 2001 From: Vladyslav Usenko Date: Wed, 7 Aug 2019 17:19:27 +0200 Subject: [PATCH] Added LM to VIO --- include/basalt/vi_estimator/keypoint_vio.h | 2 + src/vi_estimator/keypoint_vio.cpp | 120 ++++++++++++++++----- 2 files changed, 94 insertions(+), 28 deletions(-) diff --git a/include/basalt/vi_estimator/keypoint_vio.h b/include/basalt/vi_estimator/keypoint_vio.h index cd64527..5f7d555 100644 --- a/include/basalt/vi_estimator/keypoint_vio.h +++ b/include/basalt/vi_estimator/keypoint_vio.h @@ -228,6 +228,8 @@ class KeypointVioEstimator : public VioEstimatorBase, VioConfig config; + double lambda, min_lambda, max_lambda, lambda_vee; + int64_t msckf_kf_id; std::shared_ptr processing_thread; diff --git a/src/vi_estimator/keypoint_vio.cpp b/src/vi_estimator/keypoint_vio.cpp index 29e181b..65b22b2 100644 --- a/src/vi_estimator/keypoint_vio.cpp +++ b/src/vi_estimator/keypoint_vio.cpp @@ -53,7 +53,11 @@ KeypointVioEstimator::KeypointVioEstimator( frames_after_kf(0), g(g), initialized(false), - config(config) { + config(config), + lambda(1e-6), + min_lambda(1e-12), + max_lambda(10), + lambda_vee(2) { this->obs_std_dev = config.vio_obs_std_dev; this->huber_thresh = config.vio_obs_huber_thresh; this->calib = calib; @@ -941,38 +945,99 @@ void KeypointVioEstimator::optimize() { double error_total = rld_error + imu_error + marg_prior_error + ba_error + bg_error; + std::cout << "[LINEARIZE] Error: " << error_total << " num points " + << std::endl; + lopt.accum.setup_solver(); Eigen::VectorXd Hdiag = lopt.accum.Hdiagonal(); - Hdiag *= 1e-12; - for (int i = 0; i < Hdiag.size(); i++) - Hdiag[i] = std::max(Hdiag[i], 1e-12); - const Eigen::VectorXd inc = lopt.accum.solve(&Hdiag); + bool converged = false; + bool step = false; + int max_iter = 10; - // apply increment to poses - for (auto& kv : frame_poses) { - int idx = aom.abs_order_map.at(kv.first).first; - kv.second.applyInc(-inc.segment(idx)); - } + while (!step && max_iter > 0 && !converged) { + Eigen::VectorXd Hdiag_lambda = Hdiag * lambda; + for (int i = 0; i < Hdiag_lambda.size(); i++) + Hdiag_lambda[i] = std::max(Hdiag_lambda[i], min_lambda); - // apply increment to states - for (auto& kv : frame_states) { - int idx = aom.abs_order_map.at(kv.first).first; - kv.second.applyInc(-inc.segment(idx)); - } + const Eigen::VectorXd inc = lopt.accum.solve(&Hdiag_lambda); + double max_inc = inc.array().abs().maxCoeff(); + if (max_inc < 1e-4) converged = true; - // Update points - tbb::blocked_range keys_range(0, rld_vec.size()); - auto update_points_func = [&](const tbb::blocked_range& r) { - for (size_t i = r.begin(); i != r.end(); ++i) { - const auto& rld = rld_vec[i]; - updatePoints(aom, rld, inc); + backup(); + + // apply increment to poses + for (auto& kv : frame_poses) { + int idx = aom.abs_order_map.at(kv.first).first; + kv.second.applyInc(-inc.segment(idx)); } - }; - tbb::parallel_for(keys_range, update_points_func); - // backup(); - // restore(); + // apply increment to states + for (auto& kv : frame_states) { + int idx = aom.abs_order_map.at(kv.first).first; + kv.second.applyInc(-inc.segment(idx)); + } + + // Update points + tbb::blocked_range keys_range(0, rld_vec.size()); + auto update_points_func = [&](const tbb::blocked_range& r) { + for (size_t i = r.begin(); i != r.end(); ++i) { + const auto& rld = rld_vec[i]; + updatePoints(aom, rld, inc); + } + }; + tbb::parallel_for(keys_range, update_points_func); + + double after_update_marg_prior_error = 0; + double after_update_vision_error = 0, after_update_imu_error = 0, + after_bg_error = 0, after_ba_error = 0; + + computeError(after_update_vision_error); + computeImuError(aom, after_update_imu_error, after_bg_error, + after_ba_error, frame_states, imu_meas, + gyro_bias_weight, accel_bias_weight, g); + computeMargPriorError(after_update_marg_prior_error); + + double after_error_total = + after_update_vision_error + after_update_imu_error + + after_update_marg_prior_error + after_bg_error + after_ba_error; + + double f_diff = (error_total - after_error_total); + double l_diff = 0.5 * inc.dot(inc * lambda + lopt.accum.getB()); + + std::cout << "f_diff " << f_diff << " l_diff " << l_diff << std::endl; + + double step_quality = f_diff / l_diff; + + if (step_quality < 0) { + std::cout << "\t[REJECTED] lambda:" << lambda + << " step_quality: " << step_quality + << " max_inc: " << max_inc + << " Error: " << after_error_total << std::endl; + lambda = std::min(max_lambda, lambda_vee * lambda); + lambda_vee *= 2; + + restore(); + } else { + std::cout << "\t[ACCEPTED] lambda:" << lambda + << " step_quality: " << step_quality + << " max_inc: " << max_inc + << " Error: " << after_error_total << std::endl; + + lambda = std::max( + min_lambda, + lambda * + std::max(1.0 / 3, 1 - std::pow(2 * step_quality - 1, 3.0))); + lambda_vee = 2; + + step = true; + } + max_iter--; + } + + if (converged) { + std::cout << "[CONVERGED]" << std::endl; + } if (config.vio_debug) { double after_update_marg_prior_error = 0; @@ -1009,8 +1074,7 @@ void KeypointVioEstimator::optimize() { << " bg_error: " << after_bg_error << " ba_error: " << after_ba_error << " marg prior: " << after_update_marg_prior_error - << " total: " << after_error_total << " max_inc " - << inc.array().abs().maxCoeff() << " error_diff " + << " total: " << after_error_total << " error_diff " << error_diff << " time : " << elapsed.count() << "(us), num_states " << frame_states.size() << " num_poses " << frame_poses.size() << std::endl; @@ -1024,7 +1088,7 @@ void KeypointVioEstimator::optimize() { filterOutliers(config.vio_outlier_threshold, 4); } - if (inc.array().abs().maxCoeff() < 1e-4) break; + if (converged) break; // std::cerr << "LT\n" << LT << std::endl; // std::cerr << "z_p\n" << z_p.transpose() << std::endl;