1. Fast Iterative Alignment of Pose Graphs with Poor Initial Estimates Edwin Olson eolson@mit.edu John Leonard, Seth Teller jleonard@mit.edu, teller@csail.mit.edu http://rvsn.csail.mit.edu/graphoptim

2. Where are we going?

3. Problem summary ► Robot moves around environment. Poses are connected by constraints (odometry). Feature Pose Constraint ► Constraint = rigid body transformation + covariance matrix

4. Problem summary ► Re-observing features allows constraints between non-successive poses Feature Pose Constraint

5. Problem summary ► Goal: find the arrangement of poses and features that best satisfies the constraints.  (e.g., maximizes the probability) An improbable initial configurationMaximum likelihood configuration Poorly satisfied constraints SLAM

6. Why is this hard? ► Huge number of unknowns  |x| = 10 3 is a small problem ► Non-linear constraints  Function of robot orientation ► Lousy initial estimates  Odometry! ► (Today, we’ll ignore SLAM’s other difficult sub-problems: data association, exploration) Cost surface from a laser-scan matching problem. Many local maxima/minima

7. Our Work ► We present an algorithm for optimizing pose graphs  Very fast  Estimates non-linear maximum likelihood ► Unlike EKF, EIF and friends  Works well even with poor initial estimates  Under 100 lines of code

8. A peek at results Gauss-Seidel, 60 sec. Multi-Level Relaxation, 8.6 sec. Our method, 2.8 sec. Noisy (simulated) input: 3500 poses 3499 temporal constraints 2100 spatial constraints Ground Truth

9. Our Method: Overview ► Marginalize out features ► Use “incremental” state space ► Enforce constraints serially  Linearize constraint to global incremental constraint  Taking smaller steps as t → ∞

10. Marginalizing Features  Marginalize features, leaving only trajectory  Problem now involves only inter-pose constraints  Then compute features (trivial, as in FastSLAM) Marginalize

11. Marginalization: Cons ► Con: More edges in graph  Feature with N observations leads to O(N 2 ) edges  Slower/harder to solve ► (Information Matrix less sparse) Marginalize

12. Marginalization: Not so bad? ► Pro: Pose-pose edges better model data inter-dependence  “This cloud of points matches this cloud of points” ► Individual point associations are not independent.  More correct to use a single “lumped” constraint ► Bonus: Makes it easier to undo bad data associations later Observations at t=5Observations at t=500 Data association Lumped Constraint

13. Iterative Optimization ► Do forever:  Pick a constraint  Descend in direction of constraint’s gradient ► Scale gradient magnitude by alpha/iteration ► Clamp step size  iteration++ ► alpha/iteration → 0 as t → ∞ ► Robustness to local concavities  Hop around the state space, “stick” in the best one ► Good solution very fast, “perfect” solution only as t → ∞

14. Importance of state space ► Choice of state representation affects gradient ► Pick a state space that:  Is computationally efficient  Interacts well with optimization algorithm 1 2 3 5 6 7 6 constraint error

15. Previous work: global state space ► Global state: x = [ x 0 y 0 θ 0 x 1 y 1 θ 1 x 2 y 2 θ 2 … ] T ► Constraint between pose a and b = f ( x a,y a,θ a,x b,y b,θ b )  Gradient = 0 for all but poses a and b 6 ► Slow convergence ► Error for some links can go up dramatically 1 2 3 4 5 6 7 1 2 3 4 5 7 constraint error 6 Step direction

16. State Space: Relative/Incremental ► Robot motion is cumulative  Adjustment of one pose affects neighbors ► Each constraint affects multiple nodes 1 2 3 4 5 6 7 6 1 2 3 4 5 7 6 ► Faster convergence ► Error decreases more predictably Step direction

17. Relative versus Incremental ► Relative (prior work):  State vector: rigid-body transformations P 3 = P 0 T 1 T 2 T 3  More realistic  Projective ► Small adjustments can have large effects ► Instability  O(N) time to compute update 1 2 3 4 5 7 6 ► Incremental (contribution):  State vector: global-relative motions P 3 = P 0 + D 1 + D 2 + D 3  Less realistic (inexact)  Behaves linearly ► Small adjustments have small effects ► Good convergence properties  O(log N) to compute update

18. Algorithm Complexity ► For N poses, M constraints: ► Memory: O(N+M)  1M poses, 2M constraints → 176MB  EKF/EIF: O(N 2 ) ► Time:  Impose constraint: O(log N) ► (using incremental state space and tree-based data structure)  One full iteration: O(M log N)  Convergence: hard to make guarantees (nonlinear problem) ► Δx bounded at each time step, but ∫ Δx dt might not be ► In practice, SLAM problems fairly well behaved after a few iterations

19. Gauss Seidel Relaxation (exponential time scale)

20. Our algorithm (slowed down by ~4x)

21. Multi-Level Relaxation ► Optimization result after 8.6 seconds ► Converges to (very) good result in 30 minutes ► Thanks to Udo Frese for running this data set

22. Killian Court (Real Data) Laser-scan derived open-loop estimate

23. Continuing work… ► Several 3D implementations under way  Both with and without full-rank constraints ► Incremental (not batch) version ► Adaptive learning rate ► Reports of success with our algorithm from other universities…

24. Questions? ► Updated paper, movies, source code:  http://rvsn.csail.mit.edu/graphoptim