Move incremental fls
parent
f4a79517c1
commit
0d6a8e21de
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@ -59,7 +59,7 @@
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#include <gtsam/nonlinear/Values.h>
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#include <gtsam/nonlinear/NonlinearFactorGraph.h>
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#include <gtsam/slam/BetweenFactor.h>
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#include <gtsam_unstable/nonlinear/IncrementalFixedLagSmoother.h>
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#include <gtsam/nonlinear/IncrementalFixedLagSmoother.h>
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#include <gtsam/inference/Symbol.h>
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#include <gtsam/slam/dataset.h> // for writeG2o
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@ -19,7 +19,7 @@
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* @date Oct 14, 2012
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*/
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#include <gtsam_unstable/nonlinear/IncrementalFixedLagSmoother.h>
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#include <gtsam/nonlinear/IncrementalFixedLagSmoother.h>
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#include <gtsam_unstable/nonlinear/BayesTreeMarginalizationHelper.h>
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#include <gtsam/base/debug.h>
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@ -0,0 +1,159 @@
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/* ----------------------------------------------------------------------------
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* GTSAM Copyright 2010, Georgia Tech Research Corporation,
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* Atlanta, Georgia 30332-0415
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* All Rights Reserved
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* Authors: Frank Dellaert, et al. (see THANKS for the full author list)
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* See LICENSE for the license information
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* -------------------------------------------------------------------------- */
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/**
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* @file IncrementalFixedLagSmoother.h
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* @brief An iSAM2-based fixed-lag smoother.
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*
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* @author Michael Kaess, Stephen Williams
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* @date Oct 14, 2012
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*/
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// \callgraph
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#pragma once
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#include <gtsam/nonlinear/FixedLagSmoother.h>
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#include <gtsam/nonlinear/ISAM2.h>
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#include "gtsam_unstable/dllexport.h"
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namespace gtsam {
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/**
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* This is a base class for the various HMF2 implementations. The HMF2 eliminates the factor graph
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* such that the active states are placed in/near the root. This base class implements a function
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* to calculate the ordering, and an update function to incorporate new factors into the HMF.
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*/
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class GTSAM_EXPORT IncrementalFixedLagSmoother: public FixedLagSmoother {
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public:
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/// Typedef for a shared pointer to an Incremental Fixed-Lag Smoother
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typedef std::shared_ptr<IncrementalFixedLagSmoother> shared_ptr;
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/** default constructor */
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IncrementalFixedLagSmoother(double smootherLag = 0.0,
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const ISAM2Params& parameters = DefaultISAM2Params()) :
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FixedLagSmoother(smootherLag), isam_(parameters) {
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}
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/** destructor */
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~IncrementalFixedLagSmoother() override {
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}
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/** Print the factor for debugging and testing (implementing Testable) */
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void print(const std::string& s = "IncrementalFixedLagSmoother:\n",
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const KeyFormatter& keyFormatter = DefaultKeyFormatter) const override;
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/** Check if two IncrementalFixedLagSmoother Objects are equal */
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bool equals(const FixedLagSmoother& rhs, double tol = 1e-9) const override;
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/**
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* Add new factors, updating the solution and re-linearizing as needed.
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* @param newFactors new factors on old and/or new variables
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* @param newTheta new values for new variables only
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* @param timestamps an (optional) map from keys to real time stamps
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* @param factorsToRemove an (optional) list of factors to remove.
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*/
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Result update(const NonlinearFactorGraph& newFactors = NonlinearFactorGraph(),
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const Values& newTheta = Values(), //
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const KeyTimestampMap& timestamps = KeyTimestampMap(),
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const FactorIndices& factorsToRemove = FactorIndices()) override;
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/** Compute an estimate from the incomplete linear delta computed during the last update.
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* This delta is incomplete because it was not updated below wildfire_threshold. If only
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* a single variable is needed, it is faster to call calculateEstimate(const KEY&).
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*/
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Values calculateEstimate() const override {
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return isam_.calculateEstimate();
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}
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/** Compute an estimate for a single variable using its incomplete linear delta computed
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* during the last update. This is faster than calling the no-argument version of
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* calculateEstimate, which operates on all variables.
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* @param key
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* @return
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*/
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template<class VALUE>
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VALUE calculateEstimate(Key key) const {
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return isam_.calculateEstimate<VALUE>(key);
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}
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/** return the current set of iSAM2 parameters */
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const ISAM2Params& params() const {
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return isam_.params();
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}
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/** Access the current set of factors */
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const NonlinearFactorGraph& getFactors() const {
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return isam_.getFactorsUnsafe();
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}
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/** Access the current linearization point */
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const Values& getLinearizationPoint() const {
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return isam_.getLinearizationPoint();
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}
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/** Access the current set of deltas to the linearization point */
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const VectorValues& getDelta() const {
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return isam_.getDelta();
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}
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/// Calculate marginal covariance on given variable
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Matrix marginalCovariance(Key key) const {
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return isam_.marginalCovariance(key);
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}
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/// Get results of latest isam2 update
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const ISAM2Result& getISAM2Result() const{ return isamResult_; }
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/// Get the iSAM2 object which is used for the inference internally
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const ISAM2& getISAM2() const { return isam_; }
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protected:
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/** Create default parameters */
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static ISAM2Params DefaultISAM2Params() {
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ISAM2Params params;
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params.findUnusedFactorSlots = true;
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return params;
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}
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/** An iSAM2 object used to perform inference. The smoother lag is controlled
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* by what factors are removed each iteration */
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ISAM2 isam_;
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/** Store results of latest isam2 update */
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ISAM2Result isamResult_;
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/** Erase any keys associated with timestamps before the provided time */
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void eraseKeysBefore(double timestamp);
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/** Fill in an iSAM2 ConstrainedKeys structure such that the provided keys are eliminated before all others */
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void createOrderingConstraints(const KeyVector& marginalizableKeys,
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std::optional<FastMap<Key, int> >& constrainedKeys) const;
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private:
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/** Private methods for printing debug information */
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static void PrintKeySet(const std::set<Key>& keys, const std::string& label =
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"Keys:");
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static void PrintSymbolicFactor(const GaussianFactor::shared_ptr& factor);
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static void PrintSymbolicGraph(const GaussianFactorGraph& graph,
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const std::string& label = "Factor Graph:");
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static void PrintSymbolicTree(const gtsam::ISAM2& isam,
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const std::string& label = "Bayes Tree:");
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static void PrintSymbolicTreeHelper(
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const gtsam::ISAM2Clique::shared_ptr& clique, const std::string indent =
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"");
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};
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// IncrementalFixedLagSmoother
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}/// namespace gtsam
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@ -731,6 +731,20 @@ virtual class BatchFixedLagSmoother : gtsam::FixedLagSmoother {
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VALUE calculateEstimate(size_t key) const;
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};
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#include <gtsam_unstable/nonlinear/IncrementalFixedLagSmoother.h>
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virtual class IncrementalFixedLagSmoother : gtsam::FixedLagSmoother {
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IncrementalFixedLagSmoother();
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IncrementalFixedLagSmoother(double smootherLag);
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IncrementalFixedLagSmoother(double smootherLag, const gtsam::ISAM2Params& params);
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void print(string s = "IncrementalFixedLagSmoother:\n") const;
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gtsam::ISAM2Params params() const;
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gtsam::NonlinearFactorGraph getFactors() const;
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gtsam::ISAM2 getISAM2() const;
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};
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#include <gtsam/nonlinear/ExtendedKalmanFilter.h>
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template <T = {gtsam::Point2,
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gtsam::Point3,
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@ -9,151 +9,13 @@
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* -------------------------------------------------------------------------- */
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/**
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* @file IncrementalFixedLagSmoother.h
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* @brief An iSAM2-based fixed-lag smoother.
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*
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* @author Michael Kaess, Stephen Williams
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* @date Oct 14, 2012
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*/
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// \callgraph
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#pragma once
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#include <gtsam/nonlinear/FixedLagSmoother.h>
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#include <gtsam/nonlinear/ISAM2.h>
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#include "gtsam_unstable/dllexport.h"
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#ifdef _MSC_VER
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#pragma message("IncrementalFixedLagSmoother was moved to the gtsam/nonlinear directory")
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#else
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#warning "IncrementalFixedLagSmoother was moved to the gtsam/nonlinear directory"
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#endif
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namespace gtsam {
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/**
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* This is a base class for the various HMF2 implementations. The HMF2 eliminates the factor graph
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* such that the active states are placed in/near the root. This base class implements a function
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* to calculate the ordering, and an update function to incorporate new factors into the HMF.
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*/
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class GTSAM_UNSTABLE_EXPORT IncrementalFixedLagSmoother: public FixedLagSmoother {
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public:
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/// Typedef for a shared pointer to an Incremental Fixed-Lag Smoother
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typedef std::shared_ptr<IncrementalFixedLagSmoother> shared_ptr;
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/** default constructor */
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IncrementalFixedLagSmoother(double smootherLag = 0.0,
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const ISAM2Params& parameters = DefaultISAM2Params()) :
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FixedLagSmoother(smootherLag), isam_(parameters) {
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}
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/** destructor */
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~IncrementalFixedLagSmoother() override {
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}
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/** Print the factor for debugging and testing (implementing Testable) */
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void print(const std::string& s = "IncrementalFixedLagSmoother:\n",
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const KeyFormatter& keyFormatter = DefaultKeyFormatter) const override;
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/** Check if two IncrementalFixedLagSmoother Objects are equal */
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bool equals(const FixedLagSmoother& rhs, double tol = 1e-9) const override;
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/**
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* Add new factors, updating the solution and re-linearizing as needed.
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* @param newFactors new factors on old and/or new variables
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* @param newTheta new values for new variables only
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* @param timestamps an (optional) map from keys to real time stamps
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* @param factorsToRemove an (optional) list of factors to remove.
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*/
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Result update(const NonlinearFactorGraph& newFactors = NonlinearFactorGraph(),
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const Values& newTheta = Values(), //
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const KeyTimestampMap& timestamps = KeyTimestampMap(),
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const FactorIndices& factorsToRemove = FactorIndices()) override;
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/** Compute an estimate from the incomplete linear delta computed during the last update.
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* This delta is incomplete because it was not updated below wildfire_threshold. If only
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* a single variable is needed, it is faster to call calculateEstimate(const KEY&).
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*/
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Values calculateEstimate() const override {
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return isam_.calculateEstimate();
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}
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/** Compute an estimate for a single variable using its incomplete linear delta computed
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* during the last update. This is faster than calling the no-argument version of
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* calculateEstimate, which operates on all variables.
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* @param key
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* @return
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*/
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template<class VALUE>
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VALUE calculateEstimate(Key key) const {
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return isam_.calculateEstimate<VALUE>(key);
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}
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/** return the current set of iSAM2 parameters */
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const ISAM2Params& params() const {
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return isam_.params();
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}
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/** Access the current set of factors */
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const NonlinearFactorGraph& getFactors() const {
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return isam_.getFactorsUnsafe();
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}
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/** Access the current linearization point */
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const Values& getLinearizationPoint() const {
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return isam_.getLinearizationPoint();
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}
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/** Access the current set of deltas to the linearization point */
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const VectorValues& getDelta() const {
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return isam_.getDelta();
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}
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/// Calculate marginal covariance on given variable
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Matrix marginalCovariance(Key key) const {
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return isam_.marginalCovariance(key);
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}
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/// Get results of latest isam2 update
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const ISAM2Result& getISAM2Result() const{ return isamResult_; }
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/// Get the iSAM2 object which is used for the inference internally
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const ISAM2& getISAM2() const { return isam_; }
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protected:
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/** Create default parameters */
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static ISAM2Params DefaultISAM2Params() {
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ISAM2Params params;
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params.findUnusedFactorSlots = true;
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return params;
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}
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/** An iSAM2 object used to perform inference. The smoother lag is controlled
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* by what factors are removed each iteration */
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ISAM2 isam_;
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/** Store results of latest isam2 update */
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ISAM2Result isamResult_;
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/** Erase any keys associated with timestamps before the provided time */
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void eraseKeysBefore(double timestamp);
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/** Fill in an iSAM2 ConstrainedKeys structure such that the provided keys are eliminated before all others */
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void createOrderingConstraints(const KeyVector& marginalizableKeys,
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std::optional<FastMap<Key, int> >& constrainedKeys) const;
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private:
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/** Private methods for printing debug information */
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static void PrintKeySet(const std::set<Key>& keys, const std::string& label =
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"Keys:");
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static void PrintSymbolicFactor(const GaussianFactor::shared_ptr& factor);
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static void PrintSymbolicGraph(const GaussianFactorGraph& graph,
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const std::string& label = "Factor Graph:");
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static void PrintSymbolicTree(const gtsam::ISAM2& isam,
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const std::string& label = "Bayes Tree:");
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static void PrintSymbolicTreeHelper(
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const gtsam::ISAM2Clique::shared_ptr& clique, const std::string indent =
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"");
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};
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// IncrementalFixedLagSmoother
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}/// namespace gtsam
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#include <gtsam/nonlinear/IncrementalFixedLagSmoother.h>
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