import gtsam.*; % Test GTSAM covariances on a factor graph with: % Between Factors % IMU factors (type 1 and type 2) % GPS prior factors on poses % SmartProjectionPoseFactors % Authors: Luca Carlone, David Jensen % Date: 2014/4/6 % Check for an extneral configuration, used when running multiple tests if ~exist('externallyConfigured', 'var') clc clear all close all saveResults = 0; %% Configuration % General options options.useRealData = 1; % controls whether or not to use the real data (if available) as the ground truth traj options.includeBetweenFactors = 0; % if true, BetweenFactors will be added between consecutive poses options.includeIMUFactors = 1; % if true, IMU factors will be added between consecutive states (biases, poses, velocities) options.imuFactorType = 1; % Set to 1 or 2 to use IMU type 1 or type 2 factors (will default to type 1) options.imuNonzeroBias = 0; % if true, a nonzero bias is applied to IMU measurements options.includeCameraFactors = 1; % if true, SmartProjectionPose3Factors will be used with randomly generated landmarks options.numberOfLandmarks = 1000; % Total number of visual landmarks (randomly generated in a box around the trajectory) options.includeGPSFactors = 0; % if true, GPS factors will be added as priors to poses options.gpsStartPose = 100; % Pose number to start including GPS factors at options.trajectoryLength = 100;%209; % length of the ground truth trajectory options.subsampleStep = 20; % number of poses to skip when using real data (to reduce computation on long trajectories) numMonteCarloRuns = 2; % number of Monte Carlo runs to perform % Noise values to be adjusted sigma_ang = 1e-2; % std. deviation for rotational noise, typical 1e-2 sigma_cart = 1e-1; % std. deviation for translational noise, typical 1e-1 sigma_accel = 1e-3; % std. deviation for accelerometer noise, typical 1e-3 sigma_gyro = 1e-5; % std. deviation for gyroscope noise, typical 1e-5 sigma_accelBias = 1e-4; % std. deviation for added accelerometer constant bias, typical 1e-3 sigma_gyroBias = 1e-6; % std. deviation for added gyroscope constant bias, typical 1e-5 sigma_gps = 1e-4; % std. deviation for noise in GPS position measurements, typical 1e-4 sigma_camera = 1; % std. deviation for noise in camera measurements (pixels) % Set log files testName = sprintf('sa-%1.2g-sc-%1.2g-sacc-%1.2g-sg-%1.2g',sigma_ang,sigma_cart,sigma_accel,sigma_gyro) folderName = 'results/' else fprintf('Tests have been externally configured.\n'); end %% Between metadata noiseVectorPose = [sigma_ang * ones(3,1); sigma_cart * ones(3,1)]; noisePose = noiseModel.Diagonal.Sigmas(noiseVectorPose); %% Imu metadata metadata.imu.epsBias = 1e-10; % was 1e-7 metadata.imu.g = [0;0;0]; metadata.imu.omegaCoriolis = [0;0;0]; metadata.imu.IntegrationSigma = 1e-5; metadata.imu.zeroBias = imuBias.ConstantBias(zeros(3,1), zeros(3,1)); metadata.imu.AccelerometerSigma = sigma_accel; metadata.imu.GyroscopeSigma = sigma_gyro; metadata.imu.BiasAccelerometerSigma = metadata.imu.epsBias; % noise on expected change in accelerometer bias over time metadata.imu.BiasGyroscopeSigma = metadata.imu.epsBias; % noise on expected change in gyroscope bias over time % noise on initial accelerometer and gyroscope biases if options.imuNonzeroBias == 1 metadata.imu.BiasAccOmegaInit = [sigma_accelBias * ones(3,1); sigma_gyroBias * ones(3,1)]; else metadata.imu.BiasAccOmegaInit = metadata.imu.epsBias * ones(6,1); end noiseVel = noiseModel.Isotropic.Sigma(3, 1e-2); % was 0.1 noiseBiasBetween = noiseModel.Diagonal.Sigmas([metadata.imu.BiasAccelerometerSigma * ones(3,1);... metadata.imu.BiasGyroscopeSigma * ones(3,1)]); % between on biases noisePriorBias = noiseModel.Diagonal.Sigmas(metadata.imu.BiasAccOmegaInit); noiseVectorAccel = metadata.imu.AccelerometerSigma * ones(3,1); noiseVectorGyro = metadata.imu.GyroscopeSigma * ones(3,1); %% GPS metadata noiseVectorGPS = sigma_gps * ones(3,1); noiseGPS = noiseModel.Diagonal.Precisions([zeros(3,1); 1/sigma_gps^2 * ones(3,1)]); %% Camera metadata metadata.camera.calibration = Cal3_S2(500,500,0,1920/2,1200/2); % Camera calibration metadata.camera.xlims = [-100, 650]; % x limits on area for landmark creation metadata.camera.ylims = [-100, 700]; % y limits on area for landmark creation metadata.camera.zlims = [-30, 30]; % z limits on area for landmark creation metadata.camera.visualRange = 100; % maximum distance from the camera that a landmark can be seen (meters) metadata.camera.bodyPoseCamera = Pose3; % pose of camera in body metadata.camera.CameraSigma = sigma_camera; cameraMeasurementNoise = noiseModel.Isotropic.Sigma(2, metadata.camera.CameraSigma); noiseVectorCamera = metadata.camera.CameraSigma .* ones(2,1); % Create landmarks and smart factors if options.includeCameraFactors == 1 for i = 1:options.numberOfLandmarks metadata.camera.gtLandmarkPoints(i) = Point3( ... [rand() * (metadata.camera.xlims(2)-metadata.camera.xlims(1)) + metadata.camera.xlims(1); ... rand() * (metadata.camera.ylims(2)-metadata.camera.ylims(1)) + metadata.camera.ylims(1); ... rand() * (metadata.camera.zlims(2)-metadata.camera.zlims(1)) + metadata.camera.zlims(1)]); end end %% Create ground truth trajectory and measurements [gtValues, gtMeasurements] = imuSimulator.covarianceAnalysisCreateTrajectory(options, metadata); %% Create ground truth graph % Set up noise models gtNoiseModels.noisePose = noisePose; gtNoiseModels.noiseVel = noiseVel; gtNoiseModels.noiseBiasBetween = noiseBiasBetween; gtNoiseModels.noisePriorPose = noisePose; gtNoiseModels.noisePriorBias = noisePriorBias; gtNoiseModels.noiseGPS = noiseGPS; gtNoiseModels.noiseCamera = cameraMeasurementNoise; % Set measurement noise to 0, because this is ground truth gtMeasurementNoise.poseNoiseVector = zeros(6,1); gtMeasurementNoise.imu.accelNoiseVector = zeros(3,1); gtMeasurementNoise.imu.gyroNoiseVector = zeros(3,1); gtMeasurementNoise.cameraNoiseVector = zeros(2,1); gtMeasurementNoise.gpsNoiseVector = zeros(3,1); % Set IMU biases to zero metadata.imu.accelConstantBiasVector = zeros(3,1); metadata.imu.gyroConstantBiasVector = zeros(3,1); [gtGraph, projectionFactorSeenBy] = imuSimulator.covarianceAnalysisCreateFactorGraph( ... gtMeasurements, ... % ground truth measurements gtValues, ... % ground truth Values gtNoiseModels, ... % noise models to use in this graph gtMeasurementNoise, ... % noise to apply to measurements options, ... % options for the graph (e.g. which factors to include) metadata); % misc data necessary for factor creation %% Display, printing, and plotting of ground truth %gtGraph.print(sprintf('\nGround Truth Factor graph:\n')); %gtValues.print(sprintf('\nGround Truth Values:\n ')); figure(1) hold on; if options.includeCameraFactors b = [-1000 2000 -2000 2000 -30 30]; for i = 1:size(metadata.camera.gtLandmarkPoints,2) p = metadata.camera.gtLandmarkPoints(i).vector; if(p(1) > b(1) && p(1) < b(2) && p(2) > b(3) && p(2) < b(4) && p(3) > b(5) && p(3) < b(6)) plot3(p(1), p(2), p(3), 'k+'); end end pointsToPlot = metadata.camera.gtLandmarkPoints(find(projectionFactorSeenBy > 0)); for i = 1:length(pointsToPlot) p = pointsToPlot(i).vector; plot3(p(1), p(2), p(3), 'gs', 'MarkerSize', 10); end end plot3DPoints(gtValues); %plot3DTrajectory(gtValues, '-r', [], 1, Marginals(gtGraph, gtValues)); plot3DTrajectory(gtValues, '-r'); axis equal % optimize optimizer = GaussNewtonOptimizer(gtGraph, gtValues); gtEstimate = optimizer.optimize(); plot3DTrajectory(gtEstimate, '-k'); % estimate should match gtValues if graph is correct. fprintf('Error in ground truth graph at gtValues: %g \n', gtGraph.error(gtValues) ); fprintf('Error in ground truth graph at gtEstimate: %g \n', gtGraph.error(gtEstimate) ); disp('Plotted ground truth') %% Monte Carlo Runs % Set up noise models monteCarloNoiseModels.noisePose = noisePose; monteCarloNoiseModels.noiseVel = noiseVel; monteCarloNoiseModels.noiseBiasBetween = noiseBiasBetween; monteCarloNoiseModels.noisePriorPose = noisePose; monteCarloNoiseModels.noisePriorBias = noisePriorBias; monteCarloNoiseModels.noiseGPS = noiseGPS; monteCarloNoiseModels.noiseCamera = cameraMeasurementNoise; % Set measurement noise for monte carlo runs monteCarloMeasurementNoise.poseNoiseVector = zeros(6,1); %noiseVectorPose; monteCarloMeasurementNoise.imu.accelNoiseVector = noiseVectorAccel; monteCarloMeasurementNoise.imu.gyroNoiseVector = noiseVectorGyro; monteCarloMeasurementNoise.gpsNoiseVector = noiseVectorGPS; monteCarloMeasurementNoise.cameraNoiseVector = noiseVectorCamera; for k=1:numMonteCarloRuns fprintf('Monte Carlo Run %d...\n', k'); % Create a random bias for each run if options.imuNonzeroBias == 1 metadata.imu.accelConstantBiasVector = metadata.imu.BiasAccOmegaInit(1:3) .* randn(3,1); metadata.imu.gyroConstantBiasVector = metadata.imu.BiasAccOmegaInit(4:6) .* randn(3,1); %metadata.imu.accelConstantBiasVector = 1e-2 * ones(3,1); %metadata.imu.gyroConstantBiasVector = 1e-3 * ones(3,1); else metadata.imu.accelConstantBiasVector = zeros(3,1); metadata.imu.gyroConstantBiasVector = zeros(3,1); end % Create a new graph using noisy measurements [graph, projectionFactorSeenBy] = imuSimulator.covarianceAnalysisCreateFactorGraph( ... gtMeasurements, ... % ground truth measurements gtValues, ... % ground truth Values monteCarloNoiseModels, ... % noise models to use in this graph monteCarloMeasurementNoise, ... % noise to apply to measurements options, ... % options for the graph (e.g. which factors to include) metadata); % misc data necessary for factor creation %graph.print('graph') % optimize optimizer = GaussNewtonOptimizer(graph, gtValues); estimate = optimizer.optimize(); figure(1) plot3DTrajectory(estimate, '-b'); marginals = Marginals(graph, estimate); % for each pose in the trajectory for i=0:options.trajectoryLength % compute estimation errors currentPoseKey = symbol('x', i); gtPosition = gtValues.at(currentPoseKey).translation.vector; estPosition = estimate.at(currentPoseKey).translation.vector; estR = estimate.at(currentPoseKey).rotation.matrix; errPosition = estPosition - gtPosition; % compute covariances: cov = marginals.marginalCovariance(currentPoseKey); covPosition = estR * cov(4:6,4:6) * estR'; % compute NEES using (estimationError = estimatedValues - gtValues) and estimated covariances NEES(k,i+1) = errPosition' * inv(covPosition) * errPosition; % distributed according to a Chi square with n = 3 dof end figure(2) hold on plot(NEES(k,:),'-b','LineWidth',1.5) end %% ANEES = mean(NEES); plot(ANEES,'-r','LineWidth',2) plot(3*ones(size(ANEES,2),1),'k--'); % Expectation(ANEES) = number of dof box on set(gca,'Fontsize',16) title('NEES and ANEES'); if saveResults saveas(gcf,horzcat(folderName,'runs-',testName,'.fig'),'fig'); saveas(gcf,horzcat(folderName,'runs-',testName,'.png'),'png'); end %% figure(1) box on set(gca,'Fontsize',16) title('Ground truth and estimates for each MC runs'); if saveResults saveas(gcf,horzcat(folderName,'gt-',testName,'.fig'),'fig'); saveas(gcf,horzcat(folderName,'gt-',testName,'.png'),'png'); end %% Let us compute statistics on the overall NEES n = 3; % position vector dimension N = numMonteCarloRuns; % number of runs alpha = 0.01; % confidence level % mean_value = n*N; % mean value of the Chi-square distribution % (we divide by n * N and for this reason we expect ANEES around 1) r1 = chi2inv(alpha, n * N) / (n * N); r2 = chi2inv(1-alpha, n * N) / (n * N); % output here fprintf(1, 'r1 = %g\n', r1); fprintf(1, 'r2 = %g\n', r2); figure(3) hold on plot(ANEES/n,'-b','LineWidth',2) plot(ones(size(ANEES,2),1),'r-'); plot(r1*ones(size(ANEES,2),1),'k-.'); plot(r2*ones(size(ANEES,2),1),'k-.'); box on set(gca,'Fontsize',16) title('NEES normalized by dof VS bounds'); if saveResults saveas(gcf,horzcat(folderName,'ANEES-',testName,'.fig'),'fig'); saveas(gcf,horzcat(folderName,'ANEES-',testName,'.png'),'png'); logFile = horzcat(folderName,'log-',testName); save(logFile) end %% NEES COMPUTATION (Bar-Shalom 2001, Section 5.4) % the nees for a single experiment (i) is defined as % NEES_i = xtilda' * inv(P) * xtilda, % where xtilda in R^n is the estimation % error, and P is the covariance estimated by the approach we want to test % % Average NEES. Given N Monte Carlo simulations, i=1,...,N, the average % NEES is: % ANEES = sum(NEES_i)/N % The quantity N*ANEES is distributed according to a Chi-square % distribution with N*n degrees of freedom. % % For the single run case, N=1, therefore NEES = ANEES is distributed % according to a chi-square distribution with n degrees of freedom (e.g. n=3 % if we are testing a position estimate) % Therefore its mean should be n (difficult to see from a single run) % and, with probability alpha, it should hold: % % NEES in [r1, r2] % % where r1 and r2 are built from the Chi-square distribution