gtsam  4.0.0 gtsam
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...

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.

virtual boost::shared_ptr< GaussianFactorlinearize (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)

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 &) const
Checks whether a factor should be used based on a set of values. More...

virtual shared_ptr clone () const
Creates a shared_ptr clone of the factor - needs to be specialized to allow for subclasses. 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 KeyVector &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 KeyVectorkeys () 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

KeyVectorkeys ()

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 KeyVector::iterator iterator
Iterator over keys.

typedef KeyVector::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
KeyVector keys_
The keys involved in this factor.

## ◆ WhiteNoiseFactor()

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

Construct from measurement.

Parameters
 z Measurment value meanKey Key for mean variable precisionKey Key for precision variable

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