ﻻ يوجد ملخص باللغة العربية
This work provides a theoretical framework for the pose estimation problem using total least squares for vector observations from landmark features. First, the optimization framework is formulated for the pose estimation problem with observation vectors extracted from point cloud features. Then, error-covariance expressions are derived. The attitude and position solutions obtained via the derived optimization framework are proven to reach the bounds defined by the Cramer-Rao lower bound under the small angle approximation of attitude errors. The measurement data for the simulation of this problem is provided through a series of vector observation scans, and a fully populated observation noise-covariance matrix is assumed as the weight in the cost function to cover for the most general case of the sensor uncertainty. Here, previous derivations are expanded for the pose estimation problem to include more generic cases of correlations in the errors than previously cases involving an isotropic noise assumption. The proposed solution is simulated in a Monte-Carlo framework with 10,000 samples to validate the error-covariance analysis.
We consider a resampling scheme for parameters estimates in nonlinear regression models. We provide an estimation procedure which recycles, via random weighting, the relevant parameters estimates to construct consistent estimates of the sampling dist
The total least squares problem with the general Tikhonov regularization can be reformulated as a one-dimensional parametric minimization problem (PM), where each parameterized function evaluation corresponds to solving an n-dimensional trust region
In this paper we describe active set type algorithms for minimization of a smooth function under general order constraints, an important case being functions on the set of bimonotone r-by-s matrices. These algorithms can be used, for instance, to est
We derive closed formulas for the condition number of a linear function of the total least squares solution. Given an over determined linear system Ax=b, we show that this condition number can be computed using the singular values and the right singu
In this work, we propose a novel sampling method for Design of Experiments. This method allows to sample such input values of the parameters of a computational model for which the constructed surrogate model will have the least possible approximation