Added LM to VIO
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@ -228,6 +228,8 @@ class KeypointVioEstimator : public VioEstimatorBase,
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VioConfig config;
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double lambda, min_lambda, max_lambda, lambda_vee;
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int64_t msckf_kf_id;
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std::shared_ptr<std::thread> processing_thread;
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@ -53,7 +53,11 @@ KeypointVioEstimator::KeypointVioEstimator(
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frames_after_kf(0),
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g(g),
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initialized(false),
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config(config) {
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config(config),
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lambda(1e-6),
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min_lambda(1e-12),
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max_lambda(10),
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lambda_vee(2) {
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this->obs_std_dev = config.vio_obs_std_dev;
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this->huber_thresh = config.vio_obs_huber_thresh;
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this->calib = calib;
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@ -941,38 +945,99 @@ void KeypointVioEstimator::optimize() {
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double error_total =
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rld_error + imu_error + marg_prior_error + ba_error + bg_error;
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std::cout << "[LINEARIZE] Error: " << error_total << " num points "
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<< std::endl;
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lopt.accum.setup_solver();
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Eigen::VectorXd Hdiag = lopt.accum.Hdiagonal();
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Hdiag *= 1e-12;
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for (int i = 0; i < Hdiag.size(); i++)
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Hdiag[i] = std::max(Hdiag[i], 1e-12);
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const Eigen::VectorXd inc = lopt.accum.solve(&Hdiag);
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bool converged = false;
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bool step = false;
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int max_iter = 10;
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// apply increment to poses
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for (auto& kv : frame_poses) {
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int idx = aom.abs_order_map.at(kv.first).first;
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kv.second.applyInc(-inc.segment<POSE_SIZE>(idx));
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}
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while (!step && max_iter > 0 && !converged) {
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Eigen::VectorXd Hdiag_lambda = Hdiag * lambda;
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for (int i = 0; i < Hdiag_lambda.size(); i++)
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Hdiag_lambda[i] = std::max(Hdiag_lambda[i], min_lambda);
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// apply increment to states
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for (auto& kv : frame_states) {
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int idx = aom.abs_order_map.at(kv.first).first;
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kv.second.applyInc(-inc.segment<POSE_VEL_BIAS_SIZE>(idx));
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}
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const Eigen::VectorXd inc = lopt.accum.solve(&Hdiag_lambda);
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double max_inc = inc.array().abs().maxCoeff();
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if (max_inc < 1e-4) converged = true;
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// Update points
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tbb::blocked_range<size_t> keys_range(0, rld_vec.size());
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auto update_points_func = [&](const tbb::blocked_range<size_t>& r) {
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for (size_t i = r.begin(); i != r.end(); ++i) {
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const auto& rld = rld_vec[i];
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updatePoints(aom, rld, inc);
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backup();
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// apply increment to poses
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for (auto& kv : frame_poses) {
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int idx = aom.abs_order_map.at(kv.first).first;
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kv.second.applyInc(-inc.segment<POSE_SIZE>(idx));
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}
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};
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tbb::parallel_for(keys_range, update_points_func);
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// backup();
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// restore();
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// apply increment to states
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for (auto& kv : frame_states) {
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int idx = aom.abs_order_map.at(kv.first).first;
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kv.second.applyInc(-inc.segment<POSE_VEL_BIAS_SIZE>(idx));
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}
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// Update points
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tbb::blocked_range<size_t> keys_range(0, rld_vec.size());
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auto update_points_func = [&](const tbb::blocked_range<size_t>& r) {
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for (size_t i = r.begin(); i != r.end(); ++i) {
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const auto& rld = rld_vec[i];
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updatePoints(aom, rld, inc);
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}
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};
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tbb::parallel_for(keys_range, update_points_func);
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double after_update_marg_prior_error = 0;
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double after_update_vision_error = 0, after_update_imu_error = 0,
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after_bg_error = 0, after_ba_error = 0;
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computeError(after_update_vision_error);
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computeImuError(aom, after_update_imu_error, after_bg_error,
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after_ba_error, frame_states, imu_meas,
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gyro_bias_weight, accel_bias_weight, g);
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computeMargPriorError(after_update_marg_prior_error);
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double after_error_total =
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after_update_vision_error + after_update_imu_error +
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after_update_marg_prior_error + after_bg_error + after_ba_error;
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double f_diff = (error_total - after_error_total);
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double l_diff = 0.5 * inc.dot(inc * lambda + lopt.accum.getB());
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std::cout << "f_diff " << f_diff << " l_diff " << l_diff << std::endl;
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double step_quality = f_diff / l_diff;
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if (step_quality < 0) {
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std::cout << "\t[REJECTED] lambda:" << lambda
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<< " step_quality: " << step_quality
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<< " max_inc: " << max_inc
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<< " Error: " << after_error_total << std::endl;
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lambda = std::min(max_lambda, lambda_vee * lambda);
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lambda_vee *= 2;
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restore();
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} else {
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std::cout << "\t[ACCEPTED] lambda:" << lambda
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<< " step_quality: " << step_quality
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<< " max_inc: " << max_inc
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<< " Error: " << after_error_total << std::endl;
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lambda = std::max(
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min_lambda,
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lambda *
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std::max(1.0 / 3, 1 - std::pow(2 * step_quality - 1, 3.0)));
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lambda_vee = 2;
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step = true;
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}
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max_iter--;
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}
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if (converged) {
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std::cout << "[CONVERGED]" << std::endl;
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}
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if (config.vio_debug) {
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double after_update_marg_prior_error = 0;
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@ -1009,8 +1074,7 @@ void KeypointVioEstimator::optimize() {
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<< " bg_error: " << after_bg_error
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<< " ba_error: " << after_ba_error
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<< " marg prior: " << after_update_marg_prior_error
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<< " total: " << after_error_total << " max_inc "
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<< inc.array().abs().maxCoeff() << " error_diff "
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<< " total: " << after_error_total << " error_diff "
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<< error_diff << " time : " << elapsed.count()
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<< "(us), num_states " << frame_states.size()
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<< " num_poses " << frame_poses.size() << std::endl;
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@ -1024,7 +1088,7 @@ void KeypointVioEstimator::optimize() {
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filterOutliers(config.vio_outlier_threshold, 4);
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}
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if (inc.array().abs().maxCoeff() < 1e-4) break;
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if (converged) break;
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// std::cerr << "LT\n" << LT << std::endl;
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// std::cerr << "z_p\n" << z_p.transpose() << std::endl;
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