/* ---------------------------------------------------------------------------- * GTSAM Copyright 2010, Georgia Tech Research Corporation, * Atlanta, Georgia 30332-0415 * All Rights Reserved * Authors: Frank Dellaert, et al. (see THANKS for the full author list) * See LICENSE for the license information * -------------------------------------------------------------------------- */ /** * @file BatchFixedLagSmoother.h * @brief An LM-based fixed-lag smoother. * * @author Michael Kaess, Stephen Williams * @date Oct 14, 2012 */ // \callgraph #pragma once #include #include #include namespace gtsam { class GTSAM_UNSTABLE_EXPORT BatchFixedLagSmoother : public FixedLagSmoother { public: /// Typedef for a shared pointer to an Incremental Fixed-Lag Smoother typedef boost::shared_ptr shared_ptr; /** default constructor */ BatchFixedLagSmoother(double smootherLag = 0.0, const LevenbergMarquardtParams& parameters = LevenbergMarquardtParams(), bool enforceConsistency = true) : FixedLagSmoother(smootherLag), parameters_(parameters), enforceConsistency_(enforceConsistency) { }; /** destructor */ virtual ~BatchFixedLagSmoother() { }; /** Print the factor for debugging and testing (implementing Testable) */ virtual void print(const std::string& s = "BatchFixedLagSmoother:\n", const KeyFormatter& keyFormatter = DefaultKeyFormatter) const override; /** Check if two IncrementalFixedLagSmoother Objects are equal */ virtual bool equals(const FixedLagSmoother& rhs, double tol = 1e-9) const override; /** Add new factors, updating the solution and relinearizing as needed. */ Result update(const NonlinearFactorGraph& newFactors = NonlinearFactorGraph(), const Values& newTheta = Values(), const KeyTimestampMap& timestamps = KeyTimestampMap(), const FactorIndices& factorsToRemove = FactorIndices()) override; /** Compute an estimate from the incomplete linear delta computed during the last update. * This delta is incomplete because it was not updated below wildfire_threshold. If only * a single variable is needed, it is faster to call calculateEstimate(const KEY&). */ Values calculateEstimate() const override { return theta_.retract(delta_); } /** Compute an estimate for a single variable using its incomplete linear delta computed * during the last update. This is faster than calling the no-argument version of * calculateEstimate, which operates on all variables. * @param key * @return */ template VALUE calculateEstimate(Key key) const { const Vector delta = delta_.at(key); return traits::Retract(theta_.at(key), delta); } /** read the current set of optimizer parameters */ const LevenbergMarquardtParams& params() const { return parameters_; } /** update the current set of optimizer parameters */ LevenbergMarquardtParams& params() { return parameters_; } /** Access the current set of factors */ const NonlinearFactorGraph& getFactors() const { return factors_; } /** Access the current linearization point */ const Values& getLinearizationPoint() const { return theta_; } /** Access the current ordering */ const Ordering& getOrdering() const { return ordering_; } /** Access the current set of deltas to the linearization point */ const VectorValues& getDelta() const { return delta_; } /// Calculate marginal covariance on given variable Matrix marginalCovariance(Key key) const; /// Marginalize specific keys from a linear graph. /// Does not check whether keys actually exist in graph. /// In that case will fail somewhere deep within elimination static GaussianFactorGraph CalculateMarginalFactors( const GaussianFactorGraph& graph, const KeyVector& keys, const GaussianFactorGraph::Eliminate& eliminateFunction = EliminatePreferCholesky); /// Marginalize specific keys from a nonlinear graph, wrap in LinearContainers static NonlinearFactorGraph CalculateMarginalFactors( const NonlinearFactorGraph& graph, const Values& theta, const KeyVector& keys, const GaussianFactorGraph::Eliminate& eliminateFunction = EliminatePreferCholesky); #ifdef GTSAM_ALLOW_DEPRECATED_SINCE_V4 static NonlinearFactorGraph calculateMarginalFactors( const NonlinearFactorGraph& graph, const Values& theta, const std::set& keys, const GaussianFactorGraph::Eliminate& eliminateFunction = EliminatePreferCholesky) { KeyVector keyVector(keys.begin(), keys.end()); return CalculateMarginalFactors(graph, theta, keyVector, eliminateFunction); } #endif protected: /** A typedef defining an Key-Factor mapping **/ typedef std::map > FactorIndex; /** The L-M optimization parameters **/ LevenbergMarquardtParams parameters_; /** A flag indicating if the optimizer should enforce probabilistic consistency by maintaining the * linearization point of all variables involved in linearized/marginal factors at the edge of the * smoothing window. This idea is from ??? TODO: Look up paper reference **/ bool enforceConsistency_; /** The nonlinear factors **/ NonlinearFactorGraph factors_; /** The current linearization point **/ Values theta_; /** The set of keys involved in current linear factors. These keys should not be relinearized. **/ Values linearKeys_; /** The current ordering */ Ordering ordering_; /** The current set of linear deltas */ VectorValues delta_; /** The set of available factor graph slots. These occur because we are constantly deleting factors, leaving holes. **/ std::queue availableSlots_; /** A cross-reference structure to allow efficient factor lookups by key **/ FactorIndex factorIndex_; /** Augment the list of factors with a set of new factors */ void insertFactors(const NonlinearFactorGraph& newFactors); /** Remove factors from the list of factors by slot index */ void removeFactors(const std::set& deleteFactors); /** Erase any keys associated with timestamps before the provided time */ void eraseKeys(const KeyVector& keys); /** Use colamd to update into an efficient ordering */ void reorder(const KeyVector& marginalizeKeys = KeyVector()); /** Optimize the current graph using a modified version of L-M */ Result optimize(); /** Marginalize out selected variables */ void marginalize(const KeyVector& marginalizableKeys); private: /** Private methods for printing debug information */ static void PrintKeySet(const std::set& keys, const std::string& label); static void PrintKeySet(const gtsam::KeySet& keys, const std::string& label); static void PrintSymbolicFactor(const NonlinearFactor::shared_ptr& factor); static void PrintSymbolicFactor(const GaussianFactor::shared_ptr& factor); static void PrintSymbolicGraph(const NonlinearFactorGraph& graph, const std::string& label); static void PrintSymbolicGraph(const GaussianFactorGraph& graph, const std::string& label); }; // BatchFixedLagSmoother } /// namespace gtsam