it d tiintroduction to ebddde mbedded sts ystems - chessstatistics background (cont.) • theorem of...

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4/22/2008 1 It d ti t E b dd dS t Introduction to EmbeddedSystems EECS 124, UC Berkeley, Spring 2008 Lecture 23: Localization and Mapping Gabe Hoffmann Gabe Hoffmann Ph.D. Candidate, Aero/Astro Engineering Stanford University Overview Statistical Models Localization Occupancy Grid Mapping Simultaneous Localization and Mapping (SLAM) This lecture draws material from S. Thrun, W. Burgard, & D. Fox, Probabilistic Robotics, 2005

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Page 1: It d tiIntroduction to EbdddE mbedded StS ystems - ChessStatistics Background (cont.) • Theorem of Total Probability • Gaussian Probability Distributions-5 0 5-5 0 5 0 0.05 0.1

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I t d ti t E b dd d S tIntroduction to Embedded SystemsEECS 124, UC Berkeley, Spring 2008Lecture 23: Localization and Mapping

Gabe HoffmannGabe HoffmannPh.D. Candidate, Aero/Astro EngineeringStanford University

Overview

• Statistical Models

• Localization

• Occupancy Grid Mapping

• Simultaneous Localization and Mapping (SLAM)

This lecture draws material fromS. Thrun, W. Burgard, & D. Fox, Probabilistic Robotics, 2005

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Statistics Background

• Conditional Probability

• Bayes’ Rule

• Independence of two variables

Conditional Independence

Statistics Background (cont.)• Theorem of Total Probability

• Gaussian Probability Distributions

-5

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5

-5

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0.1

x1

x2

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Markov Assumption

• Future and past independent given present

Motion Model

• Stochastic model of future state:

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• Velocity input model

Two Wheeled Robots

• Odometry “input” model

NoiseCommand

NoiseMeasurement

Two Wheeled Robots (cont.)

• Next state

• Noise model

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(Forward) Measurement Model

• Stochastic model of measurements:

Sensor Examples

• Bump Bearing Sensor Model

• GPS

• Camera

• Directional Antenna

• Ultrasonic Ranger

• LIDAR

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Forward vs. Inverse Sensor Models

• Forward ModelC f

Forward Measurement Model

– Common for localization

• Inverse Model– Useful when state less complicated than InverseMeasurement Model

actual range

complicated than measurement

– Used in binary occupancy grids

Inverse Measurement Model

Which way did we go?  Error Adds Up

Start

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Localization• Recursive state estimation

– General: Bayes FilterHistogram (Grid Cell) Filter– Histogram (Grid Cell) Filter

– Particle Filter– Gaussian (Kalman) Filters

Bayes Filter

• Start with a prior distribution:

• Make an observation:

• Compute posterior distribution:

• Posterior distribution becomes the prior

• Iterate

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• For all possible states, iteratively compute

Histogram Filter (Discrete Bayes)

• Large computational expense• Allows nonlinear non‐Gaussian modelsAllows nonlinear, non‐Gaussian models• Implementation issues

– Grid resolution (computationally intense)– Measurement independence– Volume of information– Overconfidence vs. information loss

Histogram Localization

Robot’s Position

Robot’s Position

Robot’s Position

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Particle Filter (Monte Carlo)

• Permits nonlinear & non‐Gaussian models

… at a large computational expensiveParticle Set

Correction(weighting)

Resampling

Prediction

Monte Carlo Localization (MCL)

• Benefits over grid– Continuous state 

t tirepresentation• Implementation 

issues– “Kidnapped 

robot”, deprivation

– Measurement independence

– Volume of information

– Overconfidence vs. information loss

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Kalman Filter

• Linear system

• Algorithm (recursive least‐squares solution!)

• Nonlinear system

Extended Kalman Filter

• Linear approximation

Jacobians

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Extended Kalman Filter (cont.)

• Approximate least squares solution

• Covariance estimate can be erroneous

• Basis for most modern localization systems

• Algorithm (very analogous to Kalman filter)

Other Localization Algorithms

• Unscented Kalman Filter (Sigma Point)– “Linearization‐free”

– Improved estimate of covariance (usually!)

• Information Filter (equivalent to KF)– Beneficial when more measurements than states

– Basis for distributed optimization– Basis for distributed optimization

Information Matrix Information State

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• Two wheeled robot

Linearization Example

– Motion model Jacobian

– Control input noise

wherewhere

Linearization Example (cont.)Bearing Sensor Model

Sensor Jacobian

June 6, 2007 Hybrid Systems Lab Group Meeting 24

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GPS + Inertial Navigation

• SensorsGPS (l ltit d )– GPS (lower altitude accuracy)

– Accelerometer– Rate Gyroscope– Magnetometer

• Implementation– Outlier rejection– Observability requires motion– Sensor drift

Occupancy Grid Mapping

• Estimate the map using measurements, assume pose is known.pose is known.

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Binary Bayes Filter

• Estimate log odds ratio of a binary variable

• Uses inverse measurement model

• Assumes a static state

• The update for each variable is

• Log Odds form

Occupancy Grid with Log Odds

• Iteratively apply to all map points in range:

• Good numerical stability, a standard method

Inverse Sensor Model

Prior Occupancy Odds:

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Related: DARPA Grand Challenge

• Estimated drivabilitydrivability (flatness)

• Used additional information– TimeS ib i– Sensor vibration

• Tuned automatically

Simultaneous Localization and Mapping

• EKF SLAMF t b d t i

Posterior Distribution SLAM

– Feature based posterior distribution estimation

• Graph SLAM– Feature based full trajectory estimation

• Fast SLAMFull SLAM

• Fast SLAM– Uses Monte Carlo methods

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• Standard implementation tracks features

EKF SLAM

• Challenges– Data association

– Divergence

– Loop closure

– Matrix inversion– Matrix inversion

Graph SLAM

• Solves full SLAM using the information form

• Stores information links, linear storage costs

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0 10 20 30 40 50 60 70 80 90 100

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Information Matrix

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Fast SLAM

• Solves full SLAM problem

• Each particle is a trajectory

• Uses EKF feature tracking or occupancy grid cell

Summary

• Motion and Measurement Models– Statistical models approximate the systempp y

• Localization– Enables estimation of current state– Histogram, Particle Filter, EKF (UKF, EIF, etc.)

• Occupancy Grid Mapping– Enables awareness of surroundings– Used for navigation g

• SLAM– Matches features to enable awareness of location– Used for localization and mapping where global reference is unreliable/unavailable