Simultaneous Localization and Mapping (SLAM) Corso di Robotica Prof. Davide Brugali Università degli Studi di Bergamo

Similar documents
CS 532: 3D Computer Vision 6 th Set of Notes

L11. EKF SLAM: PART I. NA568 Mobile Robotics: Methods & Algorithms

Particle Filters; Simultaneous Localization and Mapping (Intelligent Autonomous Robotics) Subramanian Ramamoorthy School of Informatics

Mobile Robot Localization

Mobile Robot Localization

CIS 390 Fall 2016 Robotics: Planning and Perception Final Review Questions

(W: 12:05-1:50, 50-N201)

Bayes Filter Reminder. Kalman Filter Localization. Properties of Gaussians. Gaussians. Prediction. Correction. σ 2. Univariate. 1 2πσ e.

AUTOMOTIVE ENVIRONMENT SENSORS

L06. LINEAR KALMAN FILTERS. NA568 Mobile Robotics: Methods & Algorithms

Using the Kalman Filter to Estimate the State of a Maneuvering Aircraft

Introduction to Mobile Robotics SLAM: Simultaneous Localization and Mapping

Introduction to Unscented Kalman Filter

UAV Navigation: Airborne Inertial SLAM

SLAM for Ship Hull Inspection using Exactly Sparse Extended Information Filters

Simultaneous Localization and Mapping Techniques

From Bayes to Extended Kalman Filter

Using the Kalman Filter for SLAM AIMS 2015

SLAM Techniques and Algorithms. Jack Collier. Canada. Recherche et développement pour la défense Canada. Defence Research and Development Canada

Robotics. Mobile Robotics. Marc Toussaint U Stuttgart

CS491/691: Introduction to Aerial Robotics

ESTIMATOR STABILITY ANALYSIS IN SLAM. Teresa Vidal-Calleja, Juan Andrade-Cetto, Alberto Sanfeliu

Autonomous Navigation for Flying Robots

Modeling and state estimation Examples State estimation Probabilities Bayes filter Particle filter. Modeling. CSC752 Autonomous Robotic Systems

Lecture 2: From Linear Regression to Kalman Filter and Beyond

9 Multi-Model State Estimation

Lecture 2: From Linear Regression to Kalman Filter and Beyond

EKF and SLAM. McGill COMP 765 Sept 18 th, 2017

ROBOTICS 01PEEQW. Basilio Bona DAUIN Politecnico di Torino

Autonomous Mobile Robot Design

Kalman filtering and friends: Inference in time series models. Herke van Hoof slides mostly by Michael Rubinstein

Autonomous Mobile Robot Design

2D Image Processing. Bayes filter implementation: Kalman filter

Robot Localisation. Henrik I. Christensen. January 12, 2007

Robot Localization and Kalman Filters

Introduction to Estimation and Data fusion Part I: Probability, State and Information Models

Simultaneous Localization and Mapping

Simultaneous Localization and Map Building Using Natural features in Outdoor Environments

Unscented Transformation of Vehicle States in SLAM

A Comparison of the EKF, SPKF, and the Bayes Filter for Landmark-Based Localization

Robots Autónomos. Depto. CCIA. 2. Bayesian Estimation and sensor models. Domingo Gallardo

Probabilistic Fundamentals in Robotics. DAUIN Politecnico di Torino July 2010

2D Image Processing (Extended) Kalman and particle filter

2D Image Processing. Bayes filter implementation: Kalman filter

Linear Dynamical Systems

Information Exchange in Multi-rover SLAM

Sensor Tasking and Control

Bayesian Methods in Positioning Applications

Mathematical Formulation of Our Example

Unscented Transformation of Vehicle States in SLAM

Introduction to Mobile Robotics Probabilistic Robotics

Markov localization uses an explicit, discrete representation for the probability of all position in the state space.

The Kalman Filter ImPr Talk

Robotics 2 Target Tracking. Kai Arras, Cyrill Stachniss, Maren Bennewitz, Wolfram Burgard

Markov chain Monte Carlo methods for visual tracking

Exact State and Covariance Sub-matrix Recovery for Submap Based Sparse EIF SLAM Algorithm

Mobile Robotics II: Simultaneous localization and mapping

L09. PARTICLE FILTERING. NA568 Mobile Robotics: Methods & Algorithms

Distributed Data Fusion with Kalman Filters. Simon Julier Computer Science Department University College London

PROBABILISTIC REASONING OVER TIME

CSE 473: Artificial Intelligence

TSRT14: Sensor Fusion Lecture 8

Inference and estimation in probabilistic time series models

State Estimation of Linear and Nonlinear Dynamic Systems

Kalman Filter Computer Vision (Kris Kitani) Carnegie Mellon University

Probabilistic Fundamentals in Robotics. DAUIN Politecnico di Torino July 2010

6.4 Kalman Filter Equations

State Estimation for Nonlinear Systems using Restricted Genetic Optimization

Data association uncertainty occurs when remote sensing devices, such as radar,

Sensor Fusion: Particle Filter

4 Derivations of the Discrete-Time Kalman Filter

Kalman Filter. Predict: Update: x k k 1 = F k x k 1 k 1 + B k u k P k k 1 = F k P k 1 k 1 F T k + Q

Using Match Uncertainty in the Kalman Filter for a Sonar Based Positioning System

Probabilistic Graphical Models

Using covariance intersection for SLAM

COS Lecture 16 Autonomous Robot Navigation

A Probabilistic Relational Model for Characterizing Situations in Dynamic Multi-Agent Systems

A Comparitive Study Of Kalman Filter, Extended Kalman Filter And Unscented Kalman Filter For Harmonic Analysis Of The Non-Stationary Signals

X t = a t + r t, (7.1)

the robot in its current estimated position and orientation (also include a point at the reference point of the robot)

The Kalman Filter. An Algorithm for Dealing with Uncertainty. Steven Janke. May Steven Janke (Seminar) The Kalman Filter May / 29

Robotics. Lecture 4: Probabilistic Robotics. See course website for up to date information.

Field Navigation of Mobile Robots

Amortized Constant Time State Estimation in SLAM using a Mixed Kalman-Information Filter

A Study of Covariances within Basic and Extended Kalman Filters

Lego NXT: Navigation and localization using infrared distance sensors and Extended Kalman Filter. Miguel Pinto, A. Paulo Moreira, Aníbal Matos

Lecture: Gaussian Process Regression. STAT 6474 Instructor: Hongxiao Zhu

Probabilistic Graphical Models

PATTERN RECOGNITION AND MACHINE LEARNING CHAPTER 13: SEQUENTIAL DATA

A Minimum Energy Solution to Monocular Simultaneous Localization and Mapping

Miscellaneous. Regarding reading materials. Again, ask questions (if you have) and ask them earlier

Tracking an Accelerated Target with a Nonlinear Constant Heading Model

Rao-Blackwellized Particle Filtering for 6-DOF Estimation of Attitude and Position via GPS and Inertial Sensors

Gaussian Processes for Sequential Prediction

Gaussian Process Approximations of Stochastic Differential Equations

Riccati difference equations to non linear extended Kalman filter constraints

Computer Vision Group Prof. Daniel Cremers. 6. Mixture Models and Expectation-Maximization

Probabilistic Fundamentals in Robotics. DAUIN Politecnico di Torino July 2010

Multi-sensor data fusion based on Information Theory. Application to GNSS positionning and integrity monitoring

Rao-Blackwellised PHD SLAM

Transcription:

Simultaneous Localization and Mapping (SLAM) Corso di Robotica Prof. Davide Brugali Università degli Studi di Bergamo

Introduction SLAM asks the following question: Is it possible for an autonomous vehicle to start in an unknown location in an unknown environment and then to incrementally build a map of this environment while simultaneously using this map to compute vehicle location? A solution to the SLAM problem would allow robots to operate in an environment without a priori knowledge of a map and without access to independent position information. A solution to the SLAM problem would make a robot truly autonomous Research over the last decade has shown that a solution to the SLAM problem is indeed possible. 2

A Brief History of the SLAM Problem Initial work by Smith et al. and Durrant-Whyte established a statistical basis for describing geometric uncertainty and relationships between features or landmarks (1985-1986). Most approaches to the problem involved decoupling localisation and mapping; especially Leonard, Rencken, Stevens, (1990-1994) In 1991/92 Chicken and Egg paper identified some of the key issues in solving the SLAM problem. A realisation that the two problems must be solved together (around 1991, then 1993-94). The SLAM acronym coined in 1995 (ISRR). 3

Localisation and Mapping: Elements 4

Localisation and Mapping: General Definitions A discrete time index k = 1, 2,. x k : The true location of the vehicle at a discrete time k. u k : A control vector, assumed known, and applied at time k - 1 to drive the vehicle from x k-1 to x k at time k. m i : The true location or parameterization of the i th landmark. z k,i : An observation (measurement) of the i th landmark taken from a location x k at time k. z k : The (generic) observation (of one or more landmarks) taken at time k. 5

Localisation and Mapping: General Definitions The history of states: X k = {x 0, x 1,, x k } = {X k-1, x k }. The history of control inputs: U k = {u 1, u 2,, u k } = {U k-1, u k }. The set of all landmarks: m = {m 1,m 2,,m M }. The history of observations: Z k = {z 1, z 2,, z k } = {Z k-1, z k } 6

The Localisation and Mapping Problem From knowledge of the observations Z k, make inferences about the vehicle locations X k and/or inferences about the landmark locations m. Prior knowledge (a map) can be incorporated. Independent knowledge (inertial/gps, for example) may also be used. 7

The Localisation Problem A map m is known a priori. The map may be a geometric map, a map of landmarks, a map of occupancy From a sequence of control actions U k make inferences about the unknown vehicle locations X k 8

The Localisation Problem 9

The Mapping Problem The vehicle locations X k are provided (by some independent means). Make inferences about (build) the map m The map may be a geometric map, a map of landmarks, a map of occupancy. 10

The Mapping Problem 11

The Simultaneous Localisation and Mapping Problem No information about m is provided The initial location x 0 is assumed known (the origin) The sequence of control actions U k is given Build the Map m At the same time inferences about the locations of the vehicle X k Recognise that the two inference problems are coupled. 12

The Simultaneous Localisation and Mapping Problem 13

An Approximate Bayesian Method for Simultaneous Localisation and Mapping S. Majumder, Hugh Durrant-Whyte, Sebastian Thrun and Marc de Battista

The Extended Kalman Filter (EKF) The EKF is a linear recursive estimator for systems described by nonlinear process models and/or observation models. The EKF is the basis for most current SLAM algorithms. The EKF employs analytic models of vehicle motion and observation. The EKF assumes a motion error distribution which is unimodal and has zero mean The EKF assumes an observation error distribution which is also unimodal and has zero mean 15

Models of Sensors, Vehicles, Processes and Uncertainty Uncertainty lies at the heart of any inference and/or estimation problem Probabilistic models of sensing and motion are the most widely used method of quantifying uncertainty Model sensors in the form of a likelihood P(z k x k,m) Model platform motion in terms of the conditional probability P(x k x k-1, u k ) Recursively estimate the joint posterior P(x k,m Z k,u k, x 0 ). 16

Example Vehicle and Observation Models 17

Motion Model Assume vehicle model is Markov: Then (Total Probability Theorem) The basis for the EKF is to describe the vehicle motion model in terms of a kinematic model subject to zero mean uncorrelated (Gaussian) errors in the form: where f ( ) models vehicle kinematics and w k motion disturbances. 18

Example Vehicle Models Vehicle motion: x(k) = f (x(k - 1), u(k), k) + q(k) T = time step 19

Sensor Model Observation model describes the probability of making an observation z k when the true state of the world is {x k,m} P(z k x k,m). It is reasonable to assume conditional independence: The basis for the EKF is to describe the observation model in terms of a geometric observation, subject to zero mean uncorrelated (Gaussian) errors, in the form where h( ) describes the geometry of the observation and v k models observation error. 20

Example Observation Models Sensor: range and bearing to landmarks Measurement model z(k) = h (x(k)) + w(k) 21

The Extended Kalman Filter (EKF) Non-linear discrete-time state transition equation x(k) = f (x(k - 1), u(k), k) + v(k) Non-linear observation equation in the form z(k) = h (x(k)) + w(k) Errors are assumed zero mean E[v(k)] = E[w(k)] = 0, k, and temporally uncorrelated E[v(i)w T (j)] = 0, i, j. 22

Augmented state model 23

The Extended Kalman Filter (EKF) With these Gaussians described by their respective means and variances, the EKF proceeds to solve previous equation in terms of only an estimated mean and covariance of the joint distribution : P(x k,m Z k,u k, x 0 ). estimated mean covariance 24

The Extended Kalman Filter (EKF) The key to the simplicity of the EKF solution is the fact that a product of Gaussian distributions is Gaussian, and the convolution of Gaussian distributions is also Gaussian. Thus, when the vehicle model is assumed Gaussian, the prediction stage (the integral or convolution in Equation 1) yields a Gaussian, and when the observation model is Gaussian, the update stage (the product in Equation 1) also yields a Gaussian. Gain Innovation Prediction 25

EKF for SLAM : Key Results The Covariance tells us all we need to know about the errors involved in the SLAM process. The determinant of the map covariance matrix decreases monotonically as successive observations are made. As successive observations are made, map information increases monotonically. The correlations between landmark locations increase. In effect, knowledge of the relative location of landmarks increases. 26

EKF for SLAM : Key Results Lower limit of reduction in the determinant of the map covariance matrix: In the limit as successive observations are made, the errors in estimated landmark location become fully correlated. The interpretation is that knowledge of the relative location of landmarks increases and, in the limit, becomes exact. 27

EKF for SLAM : Key Results In the limit, the absolute location of the landmark map is bounded only by the initial vehicle uncertainty Pvv(0 0). The Estimated location of the platform itself is therefore also bounded. 28