108 lines
2.8 KiB
Matlab
108 lines
2.8 KiB
Matlab
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
|
% 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
|
|
%
|
|
% @brief Plot visualizations of residuals, residual derivatives, and weights for the various mEstimators.
|
|
% @author Varun Agrawal
|
|
%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
|
|
|
|
% import gtsam.*
|
|
|
|
clear all;
|
|
close all;
|
|
|
|
x = linspace(-10, 10, 1000);
|
|
% x = linspace(-5, 5, 101);
|
|
|
|
c = 1.3998;
|
|
rho = fair(x, c);
|
|
fairNoiseModel = gtsam.noiseModel.mEstimator.Fair(c);
|
|
plot_m_estimator(x, fairNoiseModel, rho, 'Fair', 1, 'fair.png')
|
|
|
|
c = 1.345;
|
|
rho = huber(x, c);
|
|
huberNoiseModel = gtsam.noiseModel.mEstimator.Huber(c);
|
|
plot_m_estimator(x, huberNoiseModel, rho, 'Huber', 2, 'huber.png')
|
|
|
|
c = 0.1;
|
|
rho = cauchy(x, c);
|
|
cauchyNoiseModel = gtsam.noiseModel.mEstimator.Cauchy(c);
|
|
plot_m_estimator(x, cauchyNoiseModel, rho, 'Cauchy', 3, 'cauchy.png')
|
|
|
|
c = 1.0;
|
|
rho = gemanmcclure(x, c);
|
|
gemanmcclureNoiseModel = gtsam.noiseModel.mEstimator.GemanMcClure(c);
|
|
plot_m_estimator(x, gemanmcclureNoiseModel, rho, 'Geman-McClure', 4, 'gemanmcclure.png')
|
|
|
|
c = 2.9846;
|
|
rho = welsch(x, c);
|
|
welschNoiseModel = gtsam.noiseModel.mEstimator.Welsch(c);
|
|
plot_m_estimator(x, welschNoiseModel, rho, 'Welsch', 5, 'welsch.png')
|
|
|
|
c = 4.6851;
|
|
rho = tukey(x, c);
|
|
tukeyNoiseModel = gtsam.noiseModel.mEstimator.Tukey(c);
|
|
plot_m_estimator(x, tukeyNoiseModel, rho, 'Tukey', 6, 'tukey.png')
|
|
|
|
%% Plot rho, psi and weights of the mEstimator.
|
|
function plot_m_estimator(x, model, rho, plot_title, fig_id, filename)
|
|
w = zeros(size(x));
|
|
for i = 1:size(x, 2)
|
|
w(i) = model.weight(x(i));
|
|
end
|
|
|
|
psi = w .* x;
|
|
|
|
figure(fig_id);
|
|
subplot(3, 1, 1);
|
|
plot(x, rho, 'LineWidth',2);
|
|
title('rho function');
|
|
xlim([-5, 5]);
|
|
subplot(3, 1, 2);
|
|
plot(x, psi, 'LineWidth',2);
|
|
title('influence function');
|
|
xlim([-5, 5]);
|
|
subplot(3, 1, 3);
|
|
plot(x, w, 'LineWidth',2);
|
|
title('weight function');
|
|
xlim([-5, 5]);
|
|
|
|
sgtitle(plot_title, 'FontSize', 26);
|
|
|
|
saveas(figure(fig_id), filename);
|
|
end
|
|
|
|
function rho = fair(x, c)
|
|
rho = c^2 * ( (abs(x) ./ c) - log(1 + (abs(x)./c)) );
|
|
end
|
|
|
|
function rho = huber(x, k)
|
|
t = (abs(x) > k);
|
|
|
|
rho = (x .^ 2) ./ 2;
|
|
rho(t) = k * (abs(x(t)) - (k/2));
|
|
end
|
|
|
|
function rho = cauchy(x, c)
|
|
rho = (c^2 / 2) .* log(1 + ((x./c) .^ 2));
|
|
end
|
|
|
|
function rho = gemanmcclure(x, c)
|
|
rho = ((x .^ 2) ./ 2) ./ (1 + x .^ 2);
|
|
end
|
|
|
|
function rho = welsch(x, c)
|
|
rho = (c^2 / 2) * ( 1 - exp(-(x ./ c) .^2 ));
|
|
end
|
|
|
|
function rho = tukey(x, c)
|
|
t = (abs(x) > c);
|
|
|
|
rho = (c^2 / 6) * (1 - (1 - (x ./ c) .^ 2 ) .^ 3 );
|
|
rho(t) = c .^ 2 / 6;
|
|
end
|