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1 Robot Mapping FastSLAM – Feature-Based SLAM with Particle Filters Gian Diego Tipaldi, Wolfram Burgard

Robot Mapping FastSLAM Feature-Based SLAM with Particle ...ais.informatik.uni-freiburg.de/teaching/ws17/... · 17 Rao-Blackwellization for SLAM Factorization of the SLAM posterior

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Page 1: Robot Mapping FastSLAM Feature-Based SLAM with Particle ...ais.informatik.uni-freiburg.de/teaching/ws17/... · 17 Rao-Blackwellization for SLAM Factorization of the SLAM posterior

1

Robot Mapping

FastSLAM – Feature-Based SLAM with Particle Filters

Gian Diego Tipaldi, Wolfram Burgard

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Particle Filter

Non-parametric recursive Bayes filter

Posterior is represented by a set of weighted samples

Can model arbitrary distributions

Works well in low-dimensional spaces

3-Step procedure

Sampling from proposal

Importance Weighting

Resampling

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Particle Filter Algorithm

1. Sample the particles from the

proposal distribution

2. Compute the importance weights

1. Resampling: Draw sample with

probability and repeat times

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Particle Representation

A set of weighted samples

Think of a sample as one hypothesis about the state

For feature-based SLAM:

poses landmarks

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Dimensionality Problem

Particle filters are effective in low dimensional spaces. The likely regions of the state space need to be covered with samples.

Higher dimensions -> more samples.

high-dimensional

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Can We Exploit Dependencies Between the Different

Dimensions of the State Space?

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If We Know the Poses of the Robot, Mapping is Easy!

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Key Idea

If we use the particle set only to model the robot’s path, each sample is a path hypothesis. For each sample, we can

compute an individual map of landmarks.

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Rao-Blackwellization

Factorization to exploit dependencies between variables:

If can be computed in closed form, represent only with samples and compute for every sample

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Rao-Blackwellization for SLAM

Factorization of the SLAM posterior

First introduced for SLAM by Murphy in 1999

poses map observations & movements

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Rao-Blackwellization for SLAM

Factorization of the SLAM posterior

First introduced for SLAM by Murphy in 1999

poses map observations & movements

path posterior map posterior

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Rao-Blackwellization for SLAM

Factorization of the SLAM posterior

First introduced for SLAM by Murphy in 1999

How to compute this term efficiently?

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Revisit the Graphical Model

Courtesy: Thrun, Burgard, Fox

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Revisit the Graphical Model

known

Courtesy: Thrun, Burgard, Fox

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Landmarks are Conditionally Independent Given the Poses

Landmark variables are all disconnected (i.e. independent) given the robot’s path

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Rao-Blackwellization for SLAM

Factorization of the SLAM posterior

Landmarks are conditionally independent given the poses

First exploited in FastSLAM by Montemerlo et al., 2002

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Rao-Blackwellization for SLAM

Factorization of the SLAM posterior

First exploited in FastSLAM by Montemerlo et al., 2002

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Rao-Blackwellization for SLAM

Factorization of the SLAM posterior

First exploited in FastSLAM by Montemerlo et al., 2002

2-dimensional EKFs!

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Rao-Blackwellization for SLAM

Factorization of the SLAM posterior

First exploited in FastSLAM by Montemerlo et al., 2002

particle filter similar to MCL

2-dimensional EKFs!

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Sample-based representation for

Each sample is a path hypothesis

Past poses of a sample are not revised

No need to maintain past poses in the sample set

Modeling the Robot’s Path

starting location, typically (0,0,0)

pose hypothesis at time t=1

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FastSLAM

Proposed by Montemerlo et al. in 2002

Each landmark is represented by a 2x2 EKF

Each particle therefore has to maintain M individual EKFs

Landmark 1 Landmark 2 Landmark M …

Landmark 1 Landmark 2 Landmark M … Particle

1

Landmark 1 Landmark 2 Landmark M … Particle

2

Particle N

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FastSLAM – Action Update

Particle #1

Particle #2

Particle #3

Landmark 1

2x2 EKF

Landmark 2

2x2 EKF

Courtesy: M. Montemerlo

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FastSLAM – Sensor Update

Particle #1

Particle #2

Particle #3

Landmark 1

2x2 EKF

Landmark 2

2x2 EKF

Courtesy: M. Montemerlo

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FastSLAM – Sensor Update

Particle #1

Particle #2

Particle #3

Weight = 0.8

Weight = 0.4

Weight = 0.1

Courtesy: M. Montemerlo

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FastSLAM – Sensor Update

Particle #1

Particle #2

Particle #3

Update map

of particle 1

Update map

of particle 2

Update map

of particle 3

Courtesy: M. Montemerlo

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Key Steps of FastSLAM 1.0

Extend the path posterior by sampling a new pose for each sample

Compute particle weight

Update belief of observed landmarks

(EKF update rule)

Resample

measurement covariance

exp. observation

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FastSLAM 1.0 – Part 1

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FastSLAM 1.0 – Part 1

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FastSLAM 1.0 – Part 2

measurement cov. exp. observation

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FastSLAM 1.0 – Part 2 (long)

EKF update

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FastSLAM in Action

Courtesy: M. Montemerlo

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The Weight is a Result From the Importance Sampling Principle

Importance weight is given by the ratio of target and proposal in

See: importance sampling principle

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The Importance Weight

The target distribution is

The proposal distribution is

Proposal is used step-by-step

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The Importance Weight

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The Importance Weight

Bayes rule + factorization

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The Importance Weight

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The Importance Weight

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The Importance Weight

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The Importance Weight

Integrating over the pose of the observed landmark leads to

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The Importance Weight

Integrating over the pose of the observed landmark leads to

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The Importance Weight

Integrating over the pose of the observed landmark leads to

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The Importance Weight

This leads to

measurement covariance (pose uncertainty of the landmark estimate plus measurement noise)

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The Importance Weight

This leads to

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FastSLAM 1.0 – Part 2

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Data Association Problem

Which observation belongs to which landmark?

More than one possible association

Potential data associations depend on the pose of the robot

Courtesy: M. Montemerlo

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Particles Support for Multi-Hypotheses Data Association

Decisions on a per-particle basis

Robot pose error is factored out of data association decisions

Courtesy: M. Montemerlo

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Per-Particle Data Association

Was the observation

generated by the red or by the brown landmark?

P(observation|red) = 0.3 P(observation|brown) = 0.7

Courtesy: M. Montemerlo

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Per-Particle Data Association

P(observation|red) = 0.3 P(observation|brown) = 0.7

Two options for per-particle data association

Pick the most probable match

Pick an random association weighted by the observation likelihoods

If the probability for an assignment is too low, generate a new landmark

Was the observation

generated by the red or by the brown landmark?

Courtesy: M. Montemerlo

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Per-Particle Data Association

Multi-modal belief

Pose error is factored out of data association decisions

Simple but effective data association

Big advantage of FastSLAM over EKF

Was the observation

generated by the red or by the brown landmark?

Courtesy: M. Montemerlo

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Results – Victoria Park

4 km traverse

< 2.5 m RMS position error

100 particles

Blue = GPS

Yellow = FastSLAM Courtesy: M. Montemerlo

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Results – Victoria Park (Video)

Courtesy: M. Montemerlo

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Results (Sample Size)

Courtesy: M. Montemerlo

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Results (Motion Uncertainty)

Courtesy: M. Montemerlo

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FastSLAM 1.0 Summary

Use a particle filter to model the belief

Factors the SLAM posterior into low-dimensional estimation problems

Model only the robot’s path by sampling

Compute the landmarks given the path

Per-particle data association

No robot pose uncertainty in the per-particle data association

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FastSLAM Complexity – Simple Implementation

Update robot particles based on the control

Incorporate an observation into the Kalman filters

Resample particle set

N = Number of particles

M = Number of map features

O(N)

O(N)

O(N M)

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A Better Data Structure for FastSLAM

Courtesy: M. Montemerlo

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A Better Data Structure for FastSLAM

Courtesy: M. Montemerlo

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FastSLAM Complexity

Update robot particles based on the control

Incorporate an observation into the Kalman filters

Resample particle set

N = Number of particles

M = Number of map features

O(N log(M))

O(N log(M))

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Memory Complexity

Courtesy: M. Montemerlo

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FastSLAM 1.0

FastSLAM 1.0 uses the motion model as the proposal distribution

Is there a better distribution to sample from?

[Montemerlo et al., 2002]

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FastSLAM 1.0 to FastSLAM 2.0

FastSLAM 1.0 uses the motion model as the proposal distribution

FastSLAM 2.0 considers also the measurements during sampling

Especially useful if an accurate sensor is used (compared to the motion noise)

[Montemerlo et al., 2003]

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FastSLAM 2.0 (Informally)

FastSLAM 2.0 samples from

Results in a more peaked proposal distribution

Less particles are required

More robust and accurate

But more complex…

[Montemerlo et al., 2003]

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FastSLAM Problems

How to determine the sample size?

Particle deprivation, especially when closing (multiple) loops

FastSLAM 1.0 FastSLAM 2.0

Court

esy:

M.

Monte

merlo

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FastSLAM Summary

Particle filter-based SLAM

Rao-Blackwellization: model the robot’s path by sampling and compute the landmarks given the poses

Allow for per-particle data association

FastSLAM 1.0 and 2.0 differ in the proposal distribution

Complexity

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FastSLAM Results

Scales well (1 million+ features)

Robust to ambiguities in the data association

Advantages compared to the classical EKF approach (especially with non-linearities)

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Literature

FastSLAM

Thrun et al.: “Probabilistic Robotics”, Chapter 13.1-13.3 + 13.8 (see errata!)

Montemerlo, Thrun, Kollar, Wegbreit: FastSLAM: A Factored Solution to the Simultaneous Localization and Mapping Problem, 2002

Montemerlo and Thrun: Simultaneous Localization and Mapping with Unknown Data Association Using FastSLAM, 2003

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Slide Information

These slides have been created by Cyrill Stachniss as part of the robot mapping course taught in 2012/13 and 2013/14. I created this set of slides partially extending existing material of Edwin Olson, Pratik Agarwal, and myself.

I tried to acknowledge all people that contributed image or video material. In case I missed something, please let me know. If you adapt this course material, please make sure you keep the acknowledgements.

Feel free to use and change the slides. If you use them, I would appreciate an acknowledgement as well. To satisfy my own curiosity, I appreciate a short email notice in case you use the material in your course.

My video recordings are available through YouTube: http://www.youtube.com/playlist?list=PLgnQpQtFTOGQrZ4O5QzbIHgl3b1JHimN_&feature=g-list

Cyrill Stachniss, 2014 [email protected]

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