| // Ceres Solver - A fast non-linear least squares minimizer | 
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 | // http://ceres-solver.org/ | 
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 | // POSSIBILITY OF SUCH DAMAGE. | 
 | // | 
 | // Author: joydeepb@ri.cmu.edu (Joydeep Biswas) | 
 | // | 
 | // This example demonstrates how to use the DynamicAutoDiffCostFunction | 
 | // variant of CostFunction. The DynamicAutoDiffCostFunction is meant to | 
 | // be used in cases where the number of parameter blocks or the sizes are not | 
 | // known at compile time. | 
 | // | 
 | // This example simulates a robot traversing down a 1-dimension hallway with | 
 | // noise odometry readings and noisy range readings of the end of the hallway. | 
 | // By fusing the noisy odometry and sensor readings this example demonstrates | 
 | // how to compute the maximum likelihood estimate (MLE) of the robot's pose at | 
 | // each timestep. | 
 | // | 
 | // The robot starts at the origin, and it is travels to the end of a corridor of | 
 | // fixed length specified by the "--corridor_length" flag. It executes a series | 
 | // of motion commands to move forward a fixed length, specified by the | 
 | // "--pose_separation" flag, at which pose it receives relative odometry | 
 | // measurements as well as a range reading of the distance to the end of the | 
 | // hallway. The odometry readings are drawn with Gaussian noise and standard | 
 | // deviation specified by the "--odometry_stddev" flag, and the range readings | 
 | // similarly with standard deviation specified by the "--range-stddev" flag. | 
 | // | 
 | // There are two types of residuals in this problem: | 
 | // 1) The OdometryConstraint residual, that accounts for the odometry readings | 
 | //    between successive pose estimates of the robot. | 
 | // 2) The RangeConstraint residual, that accounts for the errors in the observed | 
 | //    range readings from each pose. | 
 | // | 
 | // The OdometryConstraint residual is modeled as an AutoDiffCostFunction with | 
 | // a fixed parameter block size of 1, which is the relative odometry being | 
 | // solved for, between a pair of successive poses of the robot. Differences | 
 | // between observed and computed relative odometry values are penalized weighted | 
 | // by the known standard deviation of the odometry readings. | 
 | // | 
 | // The RangeConstraint residual is modeled as a DynamicAutoDiffCostFunction | 
 | // which sums up the relative odometry estimates to compute the estimated | 
 | // global pose of the robot, and then computes the expected range reading. | 
 | // Differences between the observed and expected range readings are then | 
 | // penalized weighted by the standard deviation of readings of the sensor. | 
 | // Since the number of poses of the robot is not known at compile time, this | 
 | // cost function is implemented as a DynamicAutoDiffCostFunction. | 
 | // | 
 | // The outputs of the example are the initial values of the odometry and range | 
 | // readings, and the range and odometry errors for every pose of the robot. | 
 | // After computing the MLE, the computed poses and corrected odometry values | 
 | // are printed out, along with the corresponding range and odometry errors. Note | 
 | // that as an MLE of a noisy system the errors will not be reduced to zero, but | 
 | // the odometry estimates will be updated to maximize the joint likelihood of | 
 | // all odometry and range readings of the robot. | 
 | // | 
 | // Mathematical Formulation | 
 | // ====================================================== | 
 | // | 
 | // Let p_0, .., p_N be (N+1) robot poses, where the robot moves down the | 
 | // corridor starting from p_0 and ending at p_N. We assume that p_0 is the | 
 | // origin of the coordinate system. | 
 | // Odometry u_i is the observed relative odometry between pose p_(i-1) and p_i, | 
 | // and range reading y_i is the range reading of the end of the corridor from | 
 | // pose p_i. Both odometry as well as range readings are noisy, but we wish to | 
 | // compute the maximum likelihood estimate (MLE) of corrected odometry values | 
 | // u*_0 to u*_(N-1), such that the Belief is optimized: | 
 | // | 
 | // Belief(u*_(0:N-1) | u_(0:N-1), y_(0:N-1))                                  1. | 
 | //   =        P(u*_(0:N-1) | u_(0:N-1), y_(0:N-1))                            2. | 
 | //   \propto  P(y_(0:N-1) | u*_(0:N-1), u_(0:N-1)) P(u*_(0:N-1) | u_(0:N-1))  3. | 
 | //   =       \prod_i{ P(y_i | u*_(0:i)) P(u*_i | u_i) }                       4. | 
 | // | 
 | // Here, the subscript "(0:i)" is used as shorthand to indicate entries from all | 
 | // timesteps 0 to i for that variable, both inclusive. | 
 | // | 
 | // Bayes' rule is used to derive eq. 3 from 2, and the independence of | 
 | // odometry observations and range readings is exploited to derive 4 from 3. | 
 | // | 
 | // Thus, the Belief, up to scale, is factored as a product of a number of | 
 | // terms, two for each pose, where for each pose term there is one term for the | 
 | // range reading, P(y_i | u*_(0:i) and one term for the odometry reading, | 
 | // P(u*_i | u_i) . Note that the term for the range reading is dependent on all | 
 | // odometry values u*_(0:i), while the odometry term, P(u*_i | u_i) depends only | 
 | // on a single value, u_i. Both the range reading as well as odometry | 
 | // probability terms are modeled as the Normal distribution, and have the form: | 
 | // | 
 | // p(x) \propto \exp{-((x - x_mean) / x_stddev)^2} | 
 | // | 
 | // where x refers to either the MLE odometry u* or range reading y, and x_mean | 
 | // is the corresponding mean value, u for the odometry terms, and y_expected, | 
 | // the expected range reading based on all the previous odometry terms. | 
 | // The MLE is thus found by finding those values x* which minimize: | 
 | // | 
 | // x* = \arg\min{((x - x_mean) / x_stddev)^2} | 
 | // | 
 | // which is in the nonlinear least-square form, suited to being solved by Ceres. | 
 | // The non-linear component arise from the computation of x_mean. The residuals | 
 | // ((x - x_mean) / x_stddev) for the residuals that Ceres will optimize. As | 
 | // mentioned earlier, the odometry term for each pose depends only on one | 
 | // variable, and will be computed by an AutoDiffCostFunction, while the term | 
 | // for the range reading will depend on all previous odometry observations, and | 
 | // will be computed by a DynamicAutoDiffCostFunction since the number of | 
 | // odometry observations will only be known at run time. | 
 |  | 
 | #include <algorithm> | 
 | #include <cmath> | 
 | #include <cstdio> | 
 | #include <random> | 
 | #include <vector> | 
 |  | 
 | #include "absl/flags/flag.h" | 
 | #include "absl/flags/parse.h" | 
 | #include "absl/log/check.h" | 
 | #include "absl/log/initialize.h" | 
 | #include "absl/log/log.h" | 
 | #include "ceres/ceres.h" | 
 | #include "ceres/dynamic_autodiff_cost_function.h" | 
 |  | 
 | ABSL_FLAG(double, | 
 |           corridor_length, | 
 |           30.0, | 
 |           "Length of the corridor that the robot is travelling down."); | 
 |  | 
 | ABSL_FLAG(double, | 
 |           pose_separation, | 
 |           0.5, | 
 |           "The distance that the robot traverses between successive " | 
 |           "odometry updates."); | 
 |  | 
 | ABSL_FLAG(double, | 
 |           odometry_stddev, | 
 |           0.1, | 
 |           "The standard deviation of odometry error of the robot."); | 
 |  | 
 | ABSL_FLAG(double, | 
 |           range_stddev, | 
 |           0.01, | 
 |           "The standard deviation of range readings of the robot."); | 
 |  | 
 | // The stride length of the dynamic_autodiff_cost_function evaluator. | 
 | static constexpr int kStride = 10; | 
 |  | 
 | struct OdometryConstraint { | 
 |   using OdometryCostFunction = | 
 |       ceres::AutoDiffCostFunction<OdometryConstraint, 1, 1>; | 
 |  | 
 |   OdometryConstraint(double odometry_mean, double odometry_stddev) | 
 |       : odometry_mean(odometry_mean), odometry_stddev(odometry_stddev) {} | 
 |  | 
 |   template <typename T> | 
 |   bool operator()(const T* const odometry, T* residual) const { | 
 |     *residual = (*odometry - odometry_mean) / odometry_stddev; | 
 |     return true; | 
 |   } | 
 |  | 
 |   static OdometryCostFunction* Create(const double odometry_value) { | 
 |     return new OdometryCostFunction(new OdometryConstraint( | 
 |         odometry_value, absl::GetFlag(FLAGS_odometry_stddev))); | 
 |   } | 
 |  | 
 |   const double odometry_mean; | 
 |   const double odometry_stddev; | 
 | }; | 
 |  | 
 | struct RangeConstraint { | 
 |   using RangeCostFunction = | 
 |       ceres::DynamicAutoDiffCostFunction<RangeConstraint, kStride>; | 
 |  | 
 |   RangeConstraint(int pose_index, | 
 |                   double range_reading, | 
 |                   double range_stddev, | 
 |                   double corridor_length) | 
 |       : pose_index(pose_index), | 
 |         range_reading(range_reading), | 
 |         range_stddev(range_stddev), | 
 |         corridor_length(corridor_length) {} | 
 |  | 
 |   template <typename T> | 
 |   bool operator()(T const* const* relative_poses, T* residuals) const { | 
 |     T global_pose(0); | 
 |     for (int i = 0; i <= pose_index; ++i) { | 
 |       global_pose += relative_poses[i][0]; | 
 |     } | 
 |     residuals[0] = | 
 |         (global_pose + range_reading - corridor_length) / range_stddev; | 
 |     return true; | 
 |   } | 
 |  | 
 |   // Factory method to create a CostFunction from a RangeConstraint to | 
 |   // conveniently add to a ceres problem. | 
 |   static RangeCostFunction* Create(const int pose_index, | 
 |                                    const double range_reading, | 
 |                                    std::vector<double>* odometry_values, | 
 |                                    std::vector<double*>* parameter_blocks) { | 
 |     auto* constraint = | 
 |         new RangeConstraint(pose_index, | 
 |                             range_reading, | 
 |                             absl::GetFlag(FLAGS_range_stddev), | 
 |                             absl::GetFlag(FLAGS_corridor_length)); | 
 |     auto* cost_function = new RangeCostFunction(constraint); | 
 |     // Add all the parameter blocks that affect this constraint. | 
 |     parameter_blocks->clear(); | 
 |     for (int i = 0; i <= pose_index; ++i) { | 
 |       parameter_blocks->push_back(&((*odometry_values)[i])); | 
 |       cost_function->AddParameterBlock(1); | 
 |     } | 
 |     cost_function->SetNumResiduals(1); | 
 |     return (cost_function); | 
 |   } | 
 |  | 
 |   const int pose_index; | 
 |   const double range_reading; | 
 |   const double range_stddev; | 
 |   const double corridor_length; | 
 | }; | 
 |  | 
 | namespace { | 
 |  | 
 | void SimulateRobot(std::vector<double>* odometry_values, | 
 |                    std::vector<double>* range_readings) { | 
 |   const int num_steps = | 
 |       static_cast<int>(ceil(absl::GetFlag(FLAGS_corridor_length) / | 
 |                             absl::GetFlag(FLAGS_pose_separation))); | 
 |   std::mt19937 prng; | 
 |   std::normal_distribution<double> odometry_noise( | 
 |       0.0, absl::GetFlag(FLAGS_odometry_stddev)); | 
 |   std::normal_distribution<double> range_noise( | 
 |       0.0, absl::GetFlag(FLAGS_range_stddev)); | 
 |  | 
 |   // The robot starts out at the origin. | 
 |   double robot_location = 0.0; | 
 |   for (int i = 0; i < num_steps; ++i) { | 
 |     const double actual_odometry_value = | 
 |         std::min(absl::GetFlag(FLAGS_pose_separation), | 
 |                  absl::GetFlag(FLAGS_corridor_length) - robot_location); | 
 |     robot_location += actual_odometry_value; | 
 |     const double actual_range = | 
 |         absl::GetFlag(FLAGS_corridor_length) - robot_location; | 
 |     const double observed_odometry = | 
 |         actual_odometry_value + odometry_noise(prng); | 
 |     const double observed_range = actual_range + range_noise(prng); | 
 |     odometry_values->push_back(observed_odometry); | 
 |     range_readings->push_back(observed_range); | 
 |   } | 
 | } | 
 |  | 
 | void PrintState(const std::vector<double>& odometry_readings, | 
 |                 const std::vector<double>& range_readings) { | 
 |   CHECK_EQ(odometry_readings.size(), range_readings.size()); | 
 |   double robot_location = 0.0; | 
 |   printf("pose: location     odom    range  r.error  o.error\n"); | 
 |   for (int i = 0; i < odometry_readings.size(); ++i) { | 
 |     robot_location += odometry_readings[i]; | 
 |     const double range_error = robot_location + range_readings[i] - | 
 |                                absl::GetFlag(FLAGS_corridor_length); | 
 |     const double odometry_error = | 
 |         absl::GetFlag(FLAGS_pose_separation) - odometry_readings[i]; | 
 |     printf("%4d: %8.3f %8.3f %8.3f %8.3f %8.3f\n", | 
 |            static_cast<int>(i), | 
 |            robot_location, | 
 |            odometry_readings[i], | 
 |            range_readings[i], | 
 |            range_error, | 
 |            odometry_error); | 
 |   } | 
 | } | 
 |  | 
 | }  // namespace | 
 |  | 
 | int main(int argc, char** argv) { | 
 |   absl::InitializeLog(); | 
 |   absl::ParseCommandLine(argc, argv); | 
 |   // Make sure that the arguments parsed are all positive. | 
 |   CHECK_GT(absl::GetFlag(FLAGS_corridor_length), 0.0); | 
 |   CHECK_GT(absl::GetFlag(FLAGS_pose_separation), 0.0); | 
 |   CHECK_GT(absl::GetFlag(FLAGS_odometry_stddev), 0.0); | 
 |   CHECK_GT(absl::GetFlag(FLAGS_range_stddev), 0.0); | 
 |  | 
 |   std::vector<double> odometry_values; | 
 |   std::vector<double> range_readings; | 
 |   SimulateRobot(&odometry_values, &range_readings); | 
 |  | 
 |   printf("Initial values:\n"); | 
 |   PrintState(odometry_values, range_readings); | 
 |   ceres::Problem problem; | 
 |  | 
 |   for (int i = 0; i < odometry_values.size(); ++i) { | 
 |     // Create and add a DynamicAutoDiffCostFunction for the RangeConstraint from | 
 |     // pose i. | 
 |     std::vector<double*> parameter_blocks; | 
 |     RangeConstraint::RangeCostFunction* range_cost_function = | 
 |         RangeConstraint::Create( | 
 |             i, range_readings[i], &odometry_values, ¶meter_blocks); | 
 |     problem.AddResidualBlock(range_cost_function, nullptr, parameter_blocks); | 
 |  | 
 |     // Create and add an AutoDiffCostFunction for the OdometryConstraint for | 
 |     // pose i. | 
 |     problem.AddResidualBlock(OdometryConstraint::Create(odometry_values[i]), | 
 |                              nullptr, | 
 |                              &(odometry_values[i])); | 
 |   } | 
 |  | 
 |   ceres::Solver::Options solver_options; | 
 |   solver_options.minimizer_progress_to_stdout = true; | 
 |  | 
 |   ceres::Solver::Summary summary; | 
 |   printf("Solving...\n"); | 
 |   ceres::Solve(solver_options, &problem, &summary); | 
 |   printf("Done.\n"); | 
 |   std::cout << summary.FullReport() << "\n"; | 
 |   printf("Final values:\n"); | 
 |   PrintState(odometry_values, range_readings); | 
 |   return 0; | 
 | } |