Fixed comment

release/4.3a0
dellaert 2019-09-19 16:13:59 -04:00 committed by Varun Agrawal
parent ab044b693b
commit f71e156bce
1 changed files with 3 additions and 3 deletions

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@ -635,9 +635,9 @@ namespace gtsam {
* To illustrate, let's consider the least-squares (L2), L1, and Huber estimators as examples:
*
* Name Symbol Least-Squares L1-norm Huber
* Residual \rho(x) 0.5*x^2 |x| 0.5*x^2 if x<k, 0.5*k^2 + k|x-k| otherwise
* Derivative \phi(x) x sgn(x) x if x<k, k sgn(x) otherwise
* Weight w(x)=\phi(x)/x 1 1/|x| 1 if x<k, k/|x| otherwise
* Residual \rho(x) 0.5*x^2 |x| 0.5*x^2 if |x|<k, 0.5*k^2 + k|x-k| otherwise
* Derivative \phi(x) x sgn(x) x if |x|<k, k sgn(x) otherwise
* Weight w(x)=\phi(x)/x 1 1/|x| 1 if |x|<k, k/|x| otherwise
*
* With these definitions, D(\rho(x), p) = \phi(x) D(x,p) = w(x) x D(x,p) = w(x) D(L2(x), p),
* and hence we can solve the equivalent weighted least squares problem \sum w(r_i) \rho(r_i)