gtsam  3.2.0
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gtsam::WhiteNoiseFactor Class Reference

Detailed Description

Binary factor to estimate parameters of zero-mean Gaussian white noise.

This factor uses the mean-precision parameterization.

Takes three template arguments: Key: key type to use for mean Key: key type to use for precision Values: Values type for optimization

+ Inheritance diagram for gtsam::WhiteNoiseFactor:

Standard Constructors

 WhiteNoiseFactor (double z, Key meanKey, Key precisionKey)
 Construct from measurement. More...
 

Advanced Constructors

virtual ~WhiteNoiseFactor ()
 Destructor.
 

Testable

void print (const std::string &p="WhiteNoiseFactor", const KeyFormatter &keyFormatter=DefaultKeyFormatter) const
 Print.
 

Standard Interface

virtual size_t dim () const
 get the dimension of the factor (number of rows on linearization)
 
double error (const Values &x) const
 Calculate the error of the factor, typically equal to log-likelihood.
 
virtual Vector unwhitenedError (const Values &x) const
 Vector of errors "unwhitened" does not make sense for this factor What is meant typically is only "e" above Here we shoehorn sqrt(2*error(p)) TODO: Where is this used? should disappear.
 

Advanced Interface

virtual boost::shared_ptr
< GaussianFactor
linearize (const Values &x) const
 linearize returns a Hessianfactor that is an approximation of error(p)
 

Static Public Member Functions

static double f (double z, double u, double p)
 negative log likelihood as a function of mean \( \mu \) and precision \( \tau \)

\[ f(z, \tau, \mu) = -\log \left( \frac{\sqrt{\tau}}{\sqrt{2\pi}} \exp(-0.5\tau(z-\mu)^2) \right) = \log(\sqrt{2\pi}) - 0.5* \log(\tau) + 0.5\tau(z-\mu)^2 \]


 
static HessianFactor::shared_ptr linearize (double z, double u, double p, Key j1, Key j2)
 linearize returns a Hessianfactor that approximates error Hessian is

\[ 0.5f - x^T g + 0.5*x^T G x \]

Taylor expansion is

\[ f(x+dx) = f(x) + df(x) dx + 0.5 ddf(x) dx^2 \]

So f = 2 f(x), g = -df(x), G = ddf(x)

 

Additional Inherited Members

- Public Member Functions inherited from gtsam::NonlinearFactor
 NonlinearFactor ()
 Default constructor for I/O only.
 
template<typename CONTAINER >
 NonlinearFactor (const CONTAINER &keys)
 Constructor from a collection of the keys involved in this factor.
 
virtual bool equals (const NonlinearFactor &f, double tol=1e-9) const
 Check if two factors are equal.
 
virtual ~NonlinearFactor ()
 Destructor.
 
virtual bool active (const Values &c) const
 Checks whether a factor should be used based on a set of values. More...
 
virtual shared_ptr clone () const
 Create a symbolic factor using the given ordering to determine the variable indices. More...
 
shared_ptr rekey (const std::map< Key, Key > &rekey_mapping) const
 Creates a shared_ptr clone of the factor with different keys using a map from old->new keys.
 
shared_ptr rekey (const std::vector< Key > &new_keys) const
 Clones a factor and fully replaces its keys. More...
 
- Public Member Functions inherited from gtsam::Factor
Key front () const
 First key.
 
Key back () const
 Last key.
 
const_iterator find (Key key) const
 find
 
const FastVector< Key > & keys () const
 Access the factor's involved variable keys.
 
const_iterator begin () const
 Iterator at beginning of involved variable keys.
 
const_iterator end () const
 Iterator at end of involved variable keys.
 
size_t size () const
 
void print (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const
 print
 
void printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const
 print only keys
 
FastVector< Key > & keys ()
 
iterator begin ()
 Iterator at beginning of involved variable keys.
 
iterator end ()
 Iterator at end of involved variable keys.
 
- Public Types inherited from gtsam::NonlinearFactor
typedef boost::shared_ptr< Thisshared_ptr
 
- Public Types inherited from gtsam::Factor
typedef FastVector< Key >::iterator iterator
 Iterator over keys.
 
typedef FastVector< Key >
::const_iterator 
const_iterator
 Const iterator over keys.
 
- Protected Types inherited from gtsam::NonlinearFactor
typedef Factor Base
 
typedef NonlinearFactor This
 
- Protected Member Functions inherited from gtsam::Factor
 Factor ()
 Default constructor for I/O.
 
template<typename CONTAINER >
 Factor (const CONTAINER &keys)
 Construct factor from container of keys. More...
 
template<typename ITERATOR >
 Factor (ITERATOR first, ITERATOR last)
 Construct factor from iterator keys. More...
 
bool equals (const This &other, double tol=1e-9) const
 check equality
 
- Static Protected Member Functions inherited from gtsam::Factor
template<typename CONTAINER >
static Factor FromKeys (const CONTAINER &keys)
 Construct factor from container of keys. More...
 
template<typename ITERATOR >
static Factor FromIterators (ITERATOR first, ITERATOR last)
 Construct factor from iterator keys. More...
 
- Protected Attributes inherited from gtsam::Factor
FastVector< Keykeys_
 The keys involved in this factor.
 

Constructor & Destructor Documentation

gtsam::WhiteNoiseFactor::WhiteNoiseFactor ( double  z,
Key  meanKey,
Key  precisionKey 
)
inline

Construct from measurement.

Parameters
zMeasurment value
meanKeyKey for mean variable
precisionKeyKey for precision variable

The documentation for this class was generated from the following file: