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Digital Camera and Computer Vision Laboratory
Department of Computer Science and Information Engineering
National Taiwan University, Taipei, Taiwan, R.O.C.
Chapter 14
Analytic Photogrammetry
Presented by 王夏果 and Dr. Fuh
R94922103@ntu.edu.tw
0937384214
DC & CV Lab.
NTU CSIE
Analytic Photogrammetry
 Make inferences about :
 3D position
 Orientation
 Length of the observed 3D object parts
in a world reference frame from
measurements of one or more 2D-
perspective projections of a 3D object
DC & CV Lab.
NTU CSIE
Analytic Photogrammetry (cont.)
 These inference problems can be construed
as nonlinear least-square problems
 Iteratively linearize the nonlinear functions
from an initially given approximate solution
DC & CV Lab.
NTU CSIE
Photogrammetry
 Provide a collection of methods for
determining the position and orientation of
cameras and range sensors in the scene and
relating camera positions and range
measurements to scene coordinates
 GIS: Geographic Information System
 GPS: Global Positioning System
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Exterior Orientation
 Determine position and orientation of camera
in absolute coordinate system from
projections of calibration points in scene
 The exterior orientation of the camera is
specified by all parameters of camera pose,
such as perspectivity center position, optical
axis direction.
DC & CV Lab.
NTU CSIE
Exterior Orientation (cont.)
 Exterior orientation specification: requires 3
rotation angles, 3 translations
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Interior Orientation
 Determine internal geometry of camera
 The interior orientation of camera is specified
by all the parameters that determines the
geometry of 3D rays from measured image
coordinates
DC & CV Lab.
NTU CSIE
Interior Orientation (cont.)
 The parameters of interior orientation relate
the geometry of ideal perspective projection
to the physics of a camera.
 Parameters: camera constant, principal point,
lens distortion, …
DC & CV Lab.
NTU CSIE
Interior Orientation (cont.)
 With interior and external orientation, we can
complete specify the camera orientation.
DC & CV Lab.
NTU CSIE
Relative Orientation
 Determine relative position and orientation
between 2 cameras from projections of
calibration points in scene
 Calibrate relation between two cameras for
stereo
 Relates coordinate systems of two cameras
to each other, not knowing 3D points
themselves, only their projections in image
DC & CV Lab.
NTU CSIE
Relative Orientation (cont.)
 Assume interior orientation of each camera
known
 Specified by 5 parameters: 3 rotation angles,
2 translations
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Absolute Orientation
 Determine transformation between 2
coordinate systems or position and
orientation of range sensor in absolute
coordinate system from coordinates of
calibration points
 Convert depth measurements in viewer-
centered coordinates to absolute coordinate
system for the scene
DC & CV Lab.
NTU CSIE
Absolute Orientation (cont.)
 Orientation of stereo model in world
reference frame
 Determine scale, 3 translations, 3 rotations
 Recovery of relation between two coordinate
system
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Symbol Definition
DC & CV Lab.
NTU CSIE
Rotation Matrix
DC & CV Lab.
NTU CSIE
Rotation Matrix (cont.)
DC & CV Lab.
NTU CSIE
Rotation Matrix (cont.)
DC & CV Lab.
NTU CSIE
World Frame to Camera Frame
 (x, y, z)’ in world frame represented by
(p, q, s)’ in camera frame:
DC & CV Lab.
NTU CSIE
Pinhole Camera Projection
 Pinhole camera with image at distance f
from camera lens, projection:
where f is a camera constant, related to
focal length of lens
DC & CV Lab.
NTU CSIE
Principal Point
 Origin of measurement image plane
coordinate
 Represented by (u0, v0)
DC & CV Lab.
NTU CSIE
Perspective Projection Equations
 Collinearity equation:
DC & CV Lab.
NTU CSIE
Perspective Projection Equations
(cont.)
 Show that the relationship between the
measured 2D-perspective projection
coordinates and the 3D coordinates is a
nonlinear function of u0, v0, x0, y0, z0, ω, ψ,
and κ
DC & CV Lab.
NTU CSIE
Take a Break
DC & CV Lab.
NTU CSIE
Nonlinear Least-Square
Solutions
 Noise model:
DC & CV Lab.
NTU CSIE
Nonlinear Least-Square
Solutions (cont.)
 Maximum likelihood solution: β1, …, βM
maximize Prob(α1, …, αk | β1, …, βM )
 In other words, this solution minimizes
least-squares criterion:
where
DC & CV Lab.
NTU CSIE
First-Order Taylor Series
Expansion
 First-order Taylor series expansion of gk
taken around βt:
DC & CV Lab.
NTU CSIE
First-Order Taylor Series
Expansion (cont.)
DC & CV Lab.
NTU CSIE
Exterior Orientation Problem
 Determine the unknown rotation and
translation that put the camera reference
frame in the world reference frame.
DC & CV Lab.
NTU CSIE
Exterior Orientation Problem
(cont.)
DC & CV Lab.
NTU CSIE
One Camera Exterior Orientation
Problem
 Known: (xn, yn, zn)’ and (un, vn)’
(un, vn)’ is the corresponding set of 2D-
perspective projections, n = 1, …, N
 Unknown: (ω,ψ,κ) and (x0, y0, z0)’
DC & CV Lab.
NTU CSIE
Other Exterior Orientation
Problem
 Camera calibration problem: unknown
position of camera in object frame
 Object pose estimation problem: unknown
object position in camera frame
 Spatial resection problem in
photogrammetries: 3D positions from 2D
orientation
DC & CV Lab.
NTU CSIE
Nonlinear Transformation For
Exterior Orientation
DC & CV Lab.
NTU CSIE
Standard Solution
 By chain rule,
DC & CV Lab.
NTU CSIE
 In matrix form,
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Standard Solution (cont.)
DC & CV Lab.
NTU CSIE
Auxiliary Solution
 Not iteratively adjust the angles directly
 Reorganize the calculation such that we
iteratively adjust the three auxiliary
parameters of a skew symmetric matrix
associated with the rotation matrix
 Then, we determine the adjustment of the
angles
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Quaternion Representation
 From any skew symmetric matrix,
we can construct a rotation matrix R by
choosing scalar d: R = (dI + S)(dI - S)-1
which guarantees that R’R = I
DC & CV Lab.
NTU CSIE
Quaternion Representation (cont.)
 Expanding the equation for R:
parameters a, b, c, d can be constrained to
satisfy a2 + b2 + c2 + d2 = 1
DC & CV Lab.
NTU CSIE
Quaternion Representation (cont.)
DC & CV Lab.
NTU CSIE
Take a Break
DC & CV Lab.
NTU CSIE
Relative Orientation
 The transformation from one camera station
to another can be represented by a rotation
and a translation
 The relation between the coordinates, rl and
rr of a point P can be given by means of a
rotation matrix and an offset vector
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Relative Orientation (cont.)
 Relative orientation is typically with the
determination of the position and
orientation of one photograph with respect
to another, given a set of corresponding
image points
DC & CV Lab.
NTU CSIE
Relative Orientation (cont.)
 Relative orientation specified by five
parameters: (yR - yL), (zR - zL), (ωR - ωL),
(ψR - ψL), (κR - κL)
 Assumption:
 Camera interior orientation known
 Image positions expressed to identical scale and
with respect to principal point
DC & CV Lab.
NTU CSIE
Standard Solution
 Let Q’L and Q’R be the rotation matrices with
the exterior orientation of the left and the
right image:
DC & CV Lab.
NTU CSIE
Standard Solution (cont.)
 fR: distance between right image plane and
right lens
fL: distance between left image plane and
left lens
 From perspective collinearity equation
DC & CV Lab.
NTU CSIE
Standard Solution (cont.)
 Hence,
where
DC & CV Lab.
NTU CSIE
Quaternion Solution
 Instead of determining the relative orientation
of the right image with respect to the left
image, we aligns a reference frame having its
x-axis along the line from the left image lens
to the right image lens
DC & CV Lab.
NTU CSIE
Quaternion Solution (cont.)
 The relative orientation is then determined by
the angles (ωR, ψR, κR), which rotate the right
image into this reference frame, and the
angles (ωL, ψL, κL), which rotate the left
image into this reference frame
DC & CV Lab.
NTU CSIE
Interior Orientation
 A camera is specified by:
 Camera constant f: distance between image
plane and camera lens
 Principal point (up, vp): intersection of optic axis
with image plane in measurement reference
frame located on image plane
 Geometric distortion characteristics of the lens;
assuming isotropic around the principal point
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Stereo
 Optical axes parallel to one another and
perpendicular to baseline simple camera
geometry for stereo photography
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Stereo (cont.)
 Parallax: deplacement in perspective
projection by position translation
(x, y, z): 3D point position
(uL, vL): perspective projection on left image
of stereo pair
(uR, vR): perspective projection on right image
of stereo pair
bx: baseline length in x-axis
DC & CV Lab.
NTU CSIE
Stereo (cont.)
DC & CV Lab.
NTU CSIE
Stereo (cont.)
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Stereo (cont.)
 Relation is close to being useless in
real-world, because
 Observed perspective projections are subject to
measurement errors so that vL ≠ vR for corresponding
points
 Left and right camera frames may have slightly different
orientations
 When two cameras used, almost always fR ≠ fL
DC & CV Lab.
NTU CSIE
Take a Break
DC & CV Lab.
NTU CSIE
Relationship Between Coordinate
System
 The relationship between two coordinate
systems is easy to find if we can measure the
coordinates of a number of points in both
systems
DC & CV Lab.
NTU CSIE
Relationship Between Coordinate
System(cont.)
 It takes three measurements to tie two
coordinate systems together uniquely
 A single measurement leaves three degrees of
freedom motion
 A second measurement removes all but one
degree of freedom
 Third measurement rigidly attaches two
coordinate systems to each other
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
2D-2D Pose Detection Problem
 Determine from matched points more precise
estimate of rotation matrix R and translation t
such that yn = Rxn + t, n = 1, …, N
 Determine R and t that minimize weighted
sum of residual errors:
DC & CV Lab.
NTU CSIE
3D-3D Absolute Orientation
 We must determine rotation matrix R and
translation vector t satisfying
 Constrained least-squares problem to
minimize
DC & CV Lab.
NTU CSIE
3D-3D Absolute Orientation
(cont.)
 The least-square problem can be modeled by
a mechanical system in which corresponding
points in the two coordinate systems are
attached to each other by means of springs
 The solution to the least-squares problem
corresponds to the equilibrium position of the
system, which minimizes the energy stored in
the springs
DC & CV Lab.
NTU CSIE
DC & CV Lab.
NTU CSIE
Robust M-Estimation
 Least-squares techniques are ideal when
random data perturbations or measurement
errors are Gaussian distribution
 We need some robust techniques for
nonlinear regression
DC & CV Lab.
NTU CSIE
Robust M-Estimation (cont.)
 M-Estimator:
DC & CV Lab.
NTU CSIE
Robust M-Estimation (cont.)
or
DC & CV Lab.
NTU CSIE
Robust M-Estimation (cont.)
 ρ:
 Symmetric
 Positive-defined function
 Has unique minimum at zero
 Chosen to be less increasing than square
DC & CV Lab.
NTU CSIE
Robust M-Estimation (cont.)
DC & CV Lab.
NTU CSIE
Error Propagation
 If we have the input parameter x1, …, xN ,
and random errors Δx1, …, ΔxN , the quantity
y depends on input parameters through
known function f: y = f(x1, …, xN ) will become
y + Δy= f(x1 +Δx1, …, xN +ΔxN )
DC & CV Lab.
NTU CSIE
Error Propagation Analysis
 Determines expected value and variance of
y + Δy
 Known information about Δx1, …, ΔxN :
mean and variance
DC & CV Lab.
NTU CSIE
Implicit Form
 A known function f has the form:
f(x1, …, xN, y) = 0
The quantities (x1 +Δx1, …, xN +ΔxN ) are
observed, and the quantity y + Δy is
determined to satisfy
f(x1 +Δx1, …, xN +ΔxN , y + Δy ) =0
DC & CV Lab.
NTU CSIE
Implicit Form: General Case
 General case: y is not a scalar but a L × 1
vector β
 x1, …, xN : are K N × 1 vectors representing
true values
 x1 +Δx1, …, xK +ΔxK : are K N × 1 vectors
representing noisy observed values
 Δx1, …, ΔxK : random perturbations
 β: a L × 1 vector representing unknown true
parameters
DC & CV Lab.
NTU CSIE
Implicit Form: General Case
 Noiseless model:
 With noisy observations, the idealized model:
DC & CV Lab.
NTU CSIE
Summary
 We have shown how to:
 Take a nonlinear least-squares problem
 Linearize it
 Solve by iteratively solving successive linearized
least-squares problems

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Ch14.ppt

  • 1. Digital Camera and Computer Vision Laboratory Department of Computer Science and Information Engineering National Taiwan University, Taipei, Taiwan, R.O.C. Chapter 14 Analytic Photogrammetry Presented by 王夏果 and Dr. Fuh R94922103@ntu.edu.tw 0937384214
  • 2. DC & CV Lab. NTU CSIE Analytic Photogrammetry  Make inferences about :  3D position  Orientation  Length of the observed 3D object parts in a world reference frame from measurements of one or more 2D- perspective projections of a 3D object
  • 3. DC & CV Lab. NTU CSIE Analytic Photogrammetry (cont.)  These inference problems can be construed as nonlinear least-square problems  Iteratively linearize the nonlinear functions from an initially given approximate solution
  • 4. DC & CV Lab. NTU CSIE Photogrammetry  Provide a collection of methods for determining the position and orientation of cameras and range sensors in the scene and relating camera positions and range measurements to scene coordinates  GIS: Geographic Information System  GPS: Global Positioning System
  • 5. DC & CV Lab. NTU CSIE
  • 6. DC & CV Lab. NTU CSIE Exterior Orientation  Determine position and orientation of camera in absolute coordinate system from projections of calibration points in scene  The exterior orientation of the camera is specified by all parameters of camera pose, such as perspectivity center position, optical axis direction.
  • 7. DC & CV Lab. NTU CSIE Exterior Orientation (cont.)  Exterior orientation specification: requires 3 rotation angles, 3 translations
  • 8. DC & CV Lab. NTU CSIE
  • 9. DC & CV Lab. NTU CSIE Interior Orientation  Determine internal geometry of camera  The interior orientation of camera is specified by all the parameters that determines the geometry of 3D rays from measured image coordinates
  • 10. DC & CV Lab. NTU CSIE Interior Orientation (cont.)  The parameters of interior orientation relate the geometry of ideal perspective projection to the physics of a camera.  Parameters: camera constant, principal point, lens distortion, …
  • 11. DC & CV Lab. NTU CSIE Interior Orientation (cont.)  With interior and external orientation, we can complete specify the camera orientation.
  • 12. DC & CV Lab. NTU CSIE Relative Orientation  Determine relative position and orientation between 2 cameras from projections of calibration points in scene  Calibrate relation between two cameras for stereo  Relates coordinate systems of two cameras to each other, not knowing 3D points themselves, only their projections in image
  • 13. DC & CV Lab. NTU CSIE Relative Orientation (cont.)  Assume interior orientation of each camera known  Specified by 5 parameters: 3 rotation angles, 2 translations
  • 14. DC & CV Lab. NTU CSIE
  • 15. DC & CV Lab. NTU CSIE Absolute Orientation  Determine transformation between 2 coordinate systems or position and orientation of range sensor in absolute coordinate system from coordinates of calibration points  Convert depth measurements in viewer- centered coordinates to absolute coordinate system for the scene
  • 16. DC & CV Lab. NTU CSIE Absolute Orientation (cont.)  Orientation of stereo model in world reference frame  Determine scale, 3 translations, 3 rotations  Recovery of relation between two coordinate system
  • 17. DC & CV Lab. NTU CSIE
  • 18. DC & CV Lab. NTU CSIE Symbol Definition
  • 19. DC & CV Lab. NTU CSIE Rotation Matrix
  • 20. DC & CV Lab. NTU CSIE Rotation Matrix (cont.)
  • 21. DC & CV Lab. NTU CSIE Rotation Matrix (cont.)
  • 22. DC & CV Lab. NTU CSIE World Frame to Camera Frame  (x, y, z)’ in world frame represented by (p, q, s)’ in camera frame:
  • 23. DC & CV Lab. NTU CSIE Pinhole Camera Projection  Pinhole camera with image at distance f from camera lens, projection: where f is a camera constant, related to focal length of lens
  • 24. DC & CV Lab. NTU CSIE Principal Point  Origin of measurement image plane coordinate  Represented by (u0, v0)
  • 25. DC & CV Lab. NTU CSIE Perspective Projection Equations  Collinearity equation:
  • 26. DC & CV Lab. NTU CSIE Perspective Projection Equations (cont.)  Show that the relationship between the measured 2D-perspective projection coordinates and the 3D coordinates is a nonlinear function of u0, v0, x0, y0, z0, ω, ψ, and κ
  • 27. DC & CV Lab. NTU CSIE Take a Break
  • 28. DC & CV Lab. NTU CSIE Nonlinear Least-Square Solutions  Noise model:
  • 29. DC & CV Lab. NTU CSIE Nonlinear Least-Square Solutions (cont.)  Maximum likelihood solution: β1, …, βM maximize Prob(α1, …, αk | β1, …, βM )  In other words, this solution minimizes least-squares criterion: where
  • 30. DC & CV Lab. NTU CSIE First-Order Taylor Series Expansion  First-order Taylor series expansion of gk taken around βt:
  • 31. DC & CV Lab. NTU CSIE First-Order Taylor Series Expansion (cont.)
  • 32. DC & CV Lab. NTU CSIE Exterior Orientation Problem  Determine the unknown rotation and translation that put the camera reference frame in the world reference frame.
  • 33. DC & CV Lab. NTU CSIE Exterior Orientation Problem (cont.)
  • 34. DC & CV Lab. NTU CSIE One Camera Exterior Orientation Problem  Known: (xn, yn, zn)’ and (un, vn)’ (un, vn)’ is the corresponding set of 2D- perspective projections, n = 1, …, N  Unknown: (ω,ψ,κ) and (x0, y0, z0)’
  • 35. DC & CV Lab. NTU CSIE Other Exterior Orientation Problem  Camera calibration problem: unknown position of camera in object frame  Object pose estimation problem: unknown object position in camera frame  Spatial resection problem in photogrammetries: 3D positions from 2D orientation
  • 36. DC & CV Lab. NTU CSIE Nonlinear Transformation For Exterior Orientation
  • 37. DC & CV Lab. NTU CSIE Standard Solution  By chain rule,
  • 38. DC & CV Lab. NTU CSIE  In matrix form,
  • 39. DC & CV Lab. NTU CSIE
  • 40. DC & CV Lab. NTU CSIE Standard Solution (cont.)
  • 41. DC & CV Lab. NTU CSIE Auxiliary Solution  Not iteratively adjust the angles directly  Reorganize the calculation such that we iteratively adjust the three auxiliary parameters of a skew symmetric matrix associated with the rotation matrix  Then, we determine the adjustment of the angles
  • 42. DC & CV Lab. NTU CSIE
  • 43. DC & CV Lab. NTU CSIE Quaternion Representation  From any skew symmetric matrix, we can construct a rotation matrix R by choosing scalar d: R = (dI + S)(dI - S)-1 which guarantees that R’R = I
  • 44. DC & CV Lab. NTU CSIE Quaternion Representation (cont.)  Expanding the equation for R: parameters a, b, c, d can be constrained to satisfy a2 + b2 + c2 + d2 = 1
  • 45. DC & CV Lab. NTU CSIE Quaternion Representation (cont.)
  • 46. DC & CV Lab. NTU CSIE Take a Break
  • 47. DC & CV Lab. NTU CSIE Relative Orientation  The transformation from one camera station to another can be represented by a rotation and a translation  The relation between the coordinates, rl and rr of a point P can be given by means of a rotation matrix and an offset vector
  • 48. DC & CV Lab. NTU CSIE
  • 49. DC & CV Lab. NTU CSIE Relative Orientation (cont.)  Relative orientation is typically with the determination of the position and orientation of one photograph with respect to another, given a set of corresponding image points
  • 50. DC & CV Lab. NTU CSIE Relative Orientation (cont.)  Relative orientation specified by five parameters: (yR - yL), (zR - zL), (ωR - ωL), (ψR - ψL), (κR - κL)  Assumption:  Camera interior orientation known  Image positions expressed to identical scale and with respect to principal point
  • 51. DC & CV Lab. NTU CSIE Standard Solution  Let Q’L and Q’R be the rotation matrices with the exterior orientation of the left and the right image:
  • 52. DC & CV Lab. NTU CSIE Standard Solution (cont.)  fR: distance between right image plane and right lens fL: distance between left image plane and left lens  From perspective collinearity equation
  • 53. DC & CV Lab. NTU CSIE Standard Solution (cont.)  Hence, where
  • 54. DC & CV Lab. NTU CSIE Quaternion Solution  Instead of determining the relative orientation of the right image with respect to the left image, we aligns a reference frame having its x-axis along the line from the left image lens to the right image lens
  • 55. DC & CV Lab. NTU CSIE Quaternion Solution (cont.)  The relative orientation is then determined by the angles (ωR, ψR, κR), which rotate the right image into this reference frame, and the angles (ωL, ψL, κL), which rotate the left image into this reference frame
  • 56. DC & CV Lab. NTU CSIE Interior Orientation  A camera is specified by:  Camera constant f: distance between image plane and camera lens  Principal point (up, vp): intersection of optic axis with image plane in measurement reference frame located on image plane  Geometric distortion characteristics of the lens; assuming isotropic around the principal point
  • 57. DC & CV Lab. NTU CSIE
  • 58. DC & CV Lab. NTU CSIE Stereo  Optical axes parallel to one another and perpendicular to baseline simple camera geometry for stereo photography
  • 59. DC & CV Lab. NTU CSIE
  • 60. DC & CV Lab. NTU CSIE
  • 61. DC & CV Lab. NTU CSIE Stereo (cont.)  Parallax: deplacement in perspective projection by position translation (x, y, z): 3D point position (uL, vL): perspective projection on left image of stereo pair (uR, vR): perspective projection on right image of stereo pair bx: baseline length in x-axis
  • 62. DC & CV Lab. NTU CSIE Stereo (cont.)
  • 63. DC & CV Lab. NTU CSIE Stereo (cont.)
  • 64. DC & CV Lab. NTU CSIE
  • 65. DC & CV Lab. NTU CSIE Stereo (cont.)  Relation is close to being useless in real-world, because  Observed perspective projections are subject to measurement errors so that vL ≠ vR for corresponding points  Left and right camera frames may have slightly different orientations  When two cameras used, almost always fR ≠ fL
  • 66. DC & CV Lab. NTU CSIE Take a Break
  • 67. DC & CV Lab. NTU CSIE Relationship Between Coordinate System  The relationship between two coordinate systems is easy to find if we can measure the coordinates of a number of points in both systems
  • 68. DC & CV Lab. NTU CSIE Relationship Between Coordinate System(cont.)  It takes three measurements to tie two coordinate systems together uniquely  A single measurement leaves three degrees of freedom motion  A second measurement removes all but one degree of freedom  Third measurement rigidly attaches two coordinate systems to each other
  • 69. DC & CV Lab. NTU CSIE
  • 70. DC & CV Lab. NTU CSIE 2D-2D Pose Detection Problem  Determine from matched points more precise estimate of rotation matrix R and translation t such that yn = Rxn + t, n = 1, …, N  Determine R and t that minimize weighted sum of residual errors:
  • 71. DC & CV Lab. NTU CSIE 3D-3D Absolute Orientation  We must determine rotation matrix R and translation vector t satisfying  Constrained least-squares problem to minimize
  • 72. DC & CV Lab. NTU CSIE 3D-3D Absolute Orientation (cont.)  The least-square problem can be modeled by a mechanical system in which corresponding points in the two coordinate systems are attached to each other by means of springs  The solution to the least-squares problem corresponds to the equilibrium position of the system, which minimizes the energy stored in the springs
  • 73. DC & CV Lab. NTU CSIE
  • 74. DC & CV Lab. NTU CSIE Robust M-Estimation  Least-squares techniques are ideal when random data perturbations or measurement errors are Gaussian distribution  We need some robust techniques for nonlinear regression
  • 75. DC & CV Lab. NTU CSIE Robust M-Estimation (cont.)  M-Estimator:
  • 76. DC & CV Lab. NTU CSIE Robust M-Estimation (cont.) or
  • 77. DC & CV Lab. NTU CSIE Robust M-Estimation (cont.)  ρ:  Symmetric  Positive-defined function  Has unique minimum at zero  Chosen to be less increasing than square
  • 78. DC & CV Lab. NTU CSIE Robust M-Estimation (cont.)
  • 79. DC & CV Lab. NTU CSIE Error Propagation  If we have the input parameter x1, …, xN , and random errors Δx1, …, ΔxN , the quantity y depends on input parameters through known function f: y = f(x1, …, xN ) will become y + Δy= f(x1 +Δx1, …, xN +ΔxN )
  • 80. DC & CV Lab. NTU CSIE Error Propagation Analysis  Determines expected value and variance of y + Δy  Known information about Δx1, …, ΔxN : mean and variance
  • 81. DC & CV Lab. NTU CSIE Implicit Form  A known function f has the form: f(x1, …, xN, y) = 0 The quantities (x1 +Δx1, …, xN +ΔxN ) are observed, and the quantity y + Δy is determined to satisfy f(x1 +Δx1, …, xN +ΔxN , y + Δy ) =0
  • 82. DC & CV Lab. NTU CSIE Implicit Form: General Case  General case: y is not a scalar but a L × 1 vector β  x1, …, xN : are K N × 1 vectors representing true values  x1 +Δx1, …, xK +ΔxK : are K N × 1 vectors representing noisy observed values  Δx1, …, ΔxK : random perturbations  β: a L × 1 vector representing unknown true parameters
  • 83. DC & CV Lab. NTU CSIE Implicit Form: General Case  Noiseless model:  With noisy observations, the idealized model:
  • 84. DC & CV Lab. NTU CSIE Summary  We have shown how to:  Take a nonlinear least-squares problem  Linearize it  Solve by iteratively solving successive linearized least-squares problems