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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. | |
Advanced Constructors | |
| ~WhiteNoiseFactor () override | |
| Destructor. | |
Testable | |
| void | print (const std::string &p="WhiteNoiseFactor", const KeyFormatter &keyFormatter=DefaultKeyFormatter) const override |
| Print. | |
Standard Interface | |
| size_t | dim () const override |
| get the dimension of the factor (number of rows on linearization) | |
| double | error (const Values &x) const override |
| 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? | |
Advanced Interface | |
| boost::shared_ptr< GaussianFactor > | linearize (const Values &x) const override |
| 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 \( \tau \) | |
| static HessianFactor::shared_ptr | linearize (double z, double u, double p, Key j1, Key j2) |
| linearize returns a Hessianfactor that approximates error Hessian is | |
Additional Inherited Members | |
| 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. | |
| double | error (const HybridValues &c) const override |
| All factor types need to implement an error function. | |
| virtual bool | active (const Values &) const |
| Checks whether a factor should be used based on a set of values. | |
| virtual shared_ptr | clone () const |
| Creates a shared_ptr clone of the factor - needs to be specialized to allow for subclasses. | |
| virtual 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. | |
| virtual shared_ptr | rekey (const KeyVector &new_keys) const |
| Clones a factor and fully replaces its keys. | |
| virtual bool | sendable () const |
| Should the factor be evaluated in the same thread as the caller This is to enable factors that has shared states (like the Python GIL lock). | |
| Public Member Functions inherited from gtsam::Factor | |
| virtual | ~Factor ()=default |
| Default destructor. | |
| bool | empty () const |
| Whether the factor is empty (involves zero variables). | |
| Key | front () const |
| First key. | |
| Key | back () const |
| Last key. | |
| const_iterator | find (Key key) const |
| find | |
| const KeyVector & | 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 |
| virtual void | printKeys (const std::string &s="Factor", const KeyFormatter &formatter=DefaultKeyFormatter) const |
| print only keys | |
| bool | equals (const This &other, double tol=1e-9) const |
| check equality | |
| KeyVector & | 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< This > | shared_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 |
| Factor () | |
| Default constructor for I/O. | |
| template<typename CONTAINER> | |
| Factor (const CONTAINER &keys) | |
| Construct factor from container of keys. | |
| template<typename ITERATOR> | |
| Factor (ITERATOR first, ITERATOR last) | |
| Construct factor from iterator keys. | |
| template<typename CONTAINER> | |
| static Factor | FromKeys (const CONTAINER &keys) |
| Construct factor from container of keys. | |
| template<typename ITERATOR> | |
| static Factor | FromIterators (ITERATOR first, ITERATOR last) |
| Construct factor from iterator keys. | |
| Protected Attributes inherited from gtsam::Factor | |
| KeyVector | keys_ |
| The keys involved in this factor. | |
Constructor & Destructor Documentation
◆ WhiteNoiseFactor()
Member Function Documentation
◆ dim()
|
inlineoverridevirtual |
get the dimension of the factor (number of rows on linearization)
Implements gtsam::NonlinearFactor.
◆ error()
|
inlineoverridevirtual |
Calculate the error of the factor, typically equal to log-likelihood.
Reimplemented from gtsam::NonlinearFactor.
◆ f()
|
inlinestatic |
negative log likelihood as a function of mean \( \mu \) and precision \( \tau \)
\[f(z, \tau, \mu) = -\log \left( \frac{\sqrt{\tau}}{\sqrt{2\pi}} \exp(-0.5\tau(z-\mu)^2) \right) = \log(\sqrt{2\pi}) - 0.5* \log(\tau) + 0.5\tau(z-\mu)^2 \]
◆ linearize() [1/2]
|
inlineoverridevirtual |
linearize returns a Hessianfactor that is an approximation of error(p)
Implements gtsam::NonlinearFactor.
◆ linearize() [2/2]
|
inlinestatic |
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)
◆ print()
|
inlineoverridevirtual |
Print.
Reimplemented from gtsam::NonlinearFactor.
◆ unwhitenedError()
|
inlinevirtual |
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.
The documentation for this class was generated from the following file:
- /tmp/gtsam-4.2-docs.H5EUbA/src/gtsam/nonlinear/WhiteNoiseFactor.h
