Probabilistic Robotics: Motion Model/EKF Localization

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Advanced Mobile Robotics. Probabilistic Robotics: Motion Model/EKF Localization. Dr. J izhong Xiao Department of Electrical Engineering CUNY City College jxiao@ccny.cuny.edu. Robot Motion. Robot motion is inherently uncertain. How can we model this uncertainty?. Bayes Filter Revisit. - PowerPoint PPT Presentation

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City College of New York

1

Dr. Jizhong Xiao

Department of Electrical Engineering

CUNY City College

jxiao@ccny.cuny.edu

Probabilistic Robotics: Motion Model/EKF Localization

Advanced Mobile Robotics

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Robot Motion• Robot motion is inherently uncertain.• How can we model this uncertainty?

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• Prediction (Action)

• Correction (Measurement)

Bayes Filter Revisit

111 )(),|()( tttttt dxxbelxuxpxbel

)()|()( tttt xbelxzpxbel

111 )(),|()|()( tttttttt dxxBelxuxPxzPxBel

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Probabilistic Motion Models

• To implement the Bayes Filter, we need the transition model p(xt | xt-1, u).

• The term p(xt | xt-1, u) specifies a posterior probability, that action u carries the robot from xt-1 to xt.

• In this section we will specify, how p(xt | xt-1, u) can be modeled based on the motion equations.

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Coordinate Systems• In general the configuration of a robot can be described

by six parameters.

• Three-dimensional cartesian coordinates plus three Euler angles pitch, roll, and tilt.

• Throughout this section, we consider robots operating on a planar surface.

• The state space of such systems is three-dimensional (x, y, ).

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Typical Motion Models• In practice, one often finds two types of motion

models:

– Odometry-based

– Velocity-based (dead reckoning)

• Odometry-based models are used when systems are equipped with wheel encoders.

• Velocity-based models have to be applied when no wheel encoders are given.

• They calculate the new pose based on the velocities and the time elapsed.

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Example Wheel EncodersThese modules require +5V and GND to power them, and provide a 0 to 5V output. They provide +5V output when they "see" white, and a 0V output when they "see" black.

These disks are manufactured out of high quality laminated color plastic to offer a very crisp black to white transition. This enables a wheel encoder sensor to easily see the transitions.

Source: http://www.active-robots.com/

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Dead Reckoning• Derived from “deduced reckoning.”• Mathematical procedure for determining the present

location of a vehicle.• Achieved by calculating the current pose of the

vehicle based on its velocities and the time elapsed.

• Odometry tends to be more accurate than velocity model,

• But, Odometry is only available after executing a motion command, cannot be used for motion planning

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Reasons for Motion Errors

bump

ideal casedifferent wheeldiameters

carpetand many more …

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Odometry Model

22 )'()'( yyxxtrans

)','(atan21 xxyyrot

12 ' rotrot

• Robot moves from to . • Odometry information .

,, yx ',',' yx

transrotrotu ,, 21

trans1rot

2rot

,, yx

',',' yx

Relative motion information, “rotation” “translation” “rotation”

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The atan2 Function• Extends the inverse tangent and correctly copes with the signs of x and y.

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Noise Model for Odometry

• The measured motion is given by the true motion corrupted with independent noise.

||||11 211

ˆtransrotrotrot

||||22 221

ˆtransrotrotrot

|||| 2143

ˆrotrottranstranstrans

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Typical Distributions for Probabilistic Motion Models

2

2

22

1

22

1)(

x

ex

2

2

2

6

||6

6|x|if0)(2

xx

Normal distribution Triangular distribution

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Calculating the Probability (zero-centered)

• For a normal distribution

• For a triangular distribution

1. Algorithm prob_normal_distribution(a, b):

2. return

1. Algorithm prob_triangular_distribution(a,b):

2. return

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Calculating the Posterior Given xt, xt-1, and u

22 )'()'( yyxxtrans )','(atan21 xxyyrot

12 ' rotrot 22 )'()'(ˆ yyxxtrans )','(atan2ˆ

1 xxyyrot

12ˆ'ˆrotrot

)ˆ|ˆ|,ˆ(prob trans21rot11rot1rot1 p|))ˆ||ˆ(|ˆ,ˆ(prob rot2rot14trans3transtrans2 p

)ˆ|ˆ|,ˆ(prob trans22rot12rot2rot3 p

1. Algorithm motion_model_odometry (xt, xt-1, u)

2.

3.

4.

5.

6.

7.

8.

9.

10.

11. return p1 · p2 · p3

odometry values (u)

values of interest (xt-1, xt)

Ttt xxu 1

Tt yxx )(1

Tt yxx )(

An initial pose Xt-1

A hypothesized final pose Xt

A pair of poses u obtained from odometry

),( baprobImplements an error distribution over a with zero mean and standard deviation b),( 1ttt xuxp

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Application• Repeated application of the sensor model for

short movements.• Typical banana-shaped distributions obtained for

2d-projection of 3d posterior.

x’ u

p(xt| u, xt-1)

u

x’

Posterior distributions of the robot’s pose upon executing the motion command illustrated by the solid line. The darker a location, the more likely it is.

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Velocity-Based Model

v

ucontrol v

r Rotation radius

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Equation for the Velocity ModelInstantaneous center of curvature (ICC) at (xc , yc)

sinrxx c cosryy c

Initial pose Tt yxx 1

Keeping constant speed, after ∆t time interval, ideal robot will be at T

t yxx

t

try

trx

y

x

c

c

)cos(

)sin(

t

trr

trr

y

x

)cos(cos

)sin(sin Corrected, -90

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Velocity-based Motion Model

With and are the state vectors at time t-1 and t respectively

t

tvv

tvv

y

x

y

x

t

tt

t

t

t

tt

t

t

t

ˆ

)ˆcos(ˆ

ˆcos

ˆ

ˆ

)ˆsin(ˆ

ˆsin

ˆ

ˆ

'

'

'

Tt yxx 1 Tt yxx '''

The true motion is described by a translation velocity and a rotational velocity

tv tMotion Control with additive Gaussian noise

),0(

ˆ

ˆ

243

221 )(

tt

t

v

v

t

t

t

t Mvvv

tt

tt

Tttt vu )(

2

43

221

)(0

0)(

tt

ttt v

vM

Circular motion assumption leads to degeneracy ,2 noise variables v and w 3D poseAssume robot rotates when arrives at its final pose

tt ˆ

65

ˆ v

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Velocity-based Motion ModelMotion Model:

tt

tvv

tvv

y

x

y

x

t

tt

t

t

t

tt

t

t

t

ˆˆ

)ˆcos(ˆ

ˆcos

ˆ

ˆ

)ˆsin(ˆ

ˆsin

ˆ

ˆ

'

'

'

243

221 )(

ˆ

ˆ

tt

tt

v

v

t

t

t

t vv

65

ˆ v

1 to 4 are robot-specific error parameters determining the velocity control noise

5 and 6 are robot-specific error parameters determining the standard deviation of the additional rotational noise

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Probabilistic Motion Model

Center of circle:

with

How to compute ?),( 1ttt xuxp Move with a fixed velocity during ∆t resulting in a circular trajectory from to

Tt yxx 1 T

t yxx

Radius of the circle:

2*2*2*2** )()()()( yyxxyyxxr

Change of heading direction: ),(2tan),(2tan **** xxyyaxxyya

t

r

t

distv

*

ˆt

ˆˆ

t

(angle of the final rotation)

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Posterior Probability for Velocity Model

Motion error: verr ,werr and

Center of circle

Radius of the circle

Change of heading direction

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Examples (velocity based)

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Map-Consistent Motion Model

)',|( xuxp

)',|()|(),',|( xuxpmxpmxuxp Approximation:

),',|( mxuxp)',|( xuxp

Map free estimate of motion model

)|( mxp“consistency” of pose in the map

“=0” when placed in an occupied cell

Obstacle grown by robot radius

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Summary

• We discussed motion models for odometry-based and velocity-based systems

• We discussed ways to calculate the posterior probability p(x| x’, u).

• Typically the calculations are done in fixed time intervals t.

• In practice, the parameters of the models have to be learned.

• We also discussed an extended motion model that takes the map into account.

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Localization, Where am I??

• Given – Map of the environment.– Sequence of measurements/motions.

• Wanted– Estimate of the robot’s position.

• Problem classes– Position tracking (initial robot pose is known)– Global localization (initial robot pose is unknown)– Kidnapped robot problem (recovery)

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Markov Localization

Markov Localization: The straightforward application of Bayes filters to the localization problem

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• Prediction (Action)

• Correction (Measurement)

Bayes Filter Revisit

111 )(),|()( tttttt dxxbelxuxpxbel

)()|()( tttt xbelxzpxbel

111 )(),|()|()( tttttttt dxxBelxuxPxzPxBel

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• Prediction:

• Correction:

EKF Linearization

)(),(),(

)(),(

),(),(

1111

111

111

ttttttt

ttt

tttttt

xGugxug

xx

ugugxug

)()()(

)()(

)()(

ttttt

ttt

ttt

xHhxh

xx

hhxh

First Order Taylor Expansion

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EKF Algorithm 1. Extended_Kalman_filter( t-1, t-1, ut, zt):

2. Prediction:3. 4.

5. Correction:6. 7. 8.

9. Return t, t

),( 1 ttt ug

tTtttt RGG 1

1)( tTttt

Tttt QHHHK

))(( ttttt hzK

tttt HKI )(

1

1),(

t

ttt x

ugG

t

tt x

hH

)(

ttttt uBA 1

tTtttt RAA 1

1)( tTttt

Tttt QCCCK

)( tttttt CzK

tttt CKI )(

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1. EKF_localization ( t-1, t-1, ut, zt, m):

Prediction:

2.

3.

4.

5.

6.

),( 1 ttt ug T

tttTtttt VMVGG 1

,1,1,1

,1,1,1

,1,1,1

1

1

'''

'''

'''

),(

tytxt

tytxt

tytxt

t

ttt

yyy

xxx

x

ugG

tt

tt

tt

t

ttt

v

y

v

y

x

v

x

u

ugV

''

''

''

),( 1

2

43

221

||||0

0||||

tt

ttt

v

vM

Motion noise covariance

Matrix from the control

Jacobian of g w.r.t location

Predicted mean

Predicted covariance

Jacobian of g w.r.t control

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Velocity-based Motion Model

With and are the state vectors at time t-1 and t respectively

t

tvv

tvv

y

x

y

x

t

tt

t

t

t

tt

t

t

t

ˆ

)ˆcos(ˆ

ˆcos

ˆ

ˆ

)ˆsin(ˆ

ˆsin

ˆ

ˆ

'

'

'

Tt yxx 1 Tt yxx '''

The true motion is described by a translation velocity and a rotational velocity

tv t

Motion Control with additive Gaussian noise

),0(

ˆ

ˆ

243

221 )(

tt

t

v

v

t

t

t

t Mvvv

tt

tt

Tttt vu )(

2

43

221

)(0

0)(

tt

ttt v

vM

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Velocity-based Motion Model

),0()cos(cos

)sin(sin

'

'

'

t

t

tt

t

t

t

tt

t

t

t

RN

t

tvv

tvv

y

x

y

x

),0(),( 1 tttt RNxugx

)(),(),(

)(),(

),(),(

1111

111

111

ttttttt

ttt

tttttt

xGugxug

xx

ugugxug

Motion Model:

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Velocity-based Motion Model

),0()cos(cos

)sin(sin

'

'

'

t

t

tt

t

t

t

tt

t

t

t

RN

t

tvv

tvv

y

x

y

x

,1,1,1

,1,1,1

',1

'

,1

'

,1

'

1

111

),(),(

tytxt

tytxt

tytxt

t

ttttt

yyy

xxx

x

ugxG

Derivative of g along x’ dimension, w.r.t. x at

1t

xt

x

,1

Jacobian of g w.r.t location

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Velocity-based Motion Model

),0()cos(cos

)sin(sin

'

'

'

t

t

tt

t

t

t

tt

t

t

t

RN

t

tvv

tvv

y

x

y

x

Derivative of g w.r.t. the motion parameters, evaluated at and

1t

tt

tt

tt

t

ttt

v

y

v

y

x

v

x

u

ugV

''

''

''

),( 1

t

ttvtvt

ttvtvt

t

tt

t

tt

t

t

t

tt

t

tt

t

t

0

)sin())cos((cos)cos(cos

)cos())sin((sin)sin(sin

2

2

Tttt

Ttttt VMVGG 1

Mapping between the motion noise in control space to the motion noise in state space

Jacobian of g w.r.t control

tu

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1. EKF_localization ( t-1, t-1, ut, zt, m):

Correction:

2.

3.

4.

5.

6.

7.

8.

)ˆ( ttttt zzK

tttt HKI

,

,

,

,

,

,),(

t

t

t

t

yt

t

yt

t

xt

t

xt

t

t

tt

rrr

x

mhH

,,,

2,

2,

,2atanˆ

txtxyty

ytyxtxt

mm

mmz

tTtttt QHHS

1 tTttt SHK

2

2

0

0

r

rtQ

Predicted measurement mean

Pred. measurement covariance

Kalman gain

Updated mean

Updated covariance

Jacobian of h w.r.t location

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Feature-Based Measurement Model

2

2

2

)),(2tan

)()(

,,

2,

2,

s

r

j

xjyj

yjxj

it

it

it

s

xmyma

ymxm

s

r

)()(

)()( ttt

ttt x

x

hhxh

,

,

,

,

,

,),(

t

t

t

t

yt

t

yt

t

xt

t

xt

t

t

tt

rrr

x

mhH

),0(),,( ttit QNmjxhz

• Jacobian of h w.r.t location

Is the landmark that corresponds to the measurement of

itzi

tCj

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EKF Localizationwith known

correspondences

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EKF Localizationwith unknown

correspondences

Maximum likelihood estimator

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EKF Prediction Step

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EKF Observation Prediction Step

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EKF Correction Step

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Estimation Sequence (1)

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Estimation Sequence (2)

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Comparison to Ground Truth

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UKF Localization?

• Given – Map of the environment.– Sequence of measurements/motions.

• Wanted– Estimate of the robot’s position.

• UKF localization

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Unscented Transform

nin

wwn

nw

nw

ic

imi

i

cm

2,...,1for )(2

1 )(

)1( 2000

Sigma points Weights

)( ii g

n

i

Tiiic

n

i

iim

w

w

2

0

2

0

))(('

'

Pass sigma points through nonlinear function

Recover mean and covarianceFor n-dimensional Gaussianλ is scaling parameter that determine how far the sigma points are spread from the meanIf the distribution is an exact Gaussian, β=2 is the optimal choice.

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UKF_localization ( t-1, t-1, ut, zt, m):

Prediction:

2

43

221

||||0

0||||

tt

ttt

v

vM

2

2

0

0

r

rtQ

TTTt

at 000011

t

t

tat

Q

M

00

00

001

1

at

at

at

at

at

at 111111

xt

utt

xt ug 1,

L

i

T

txtit

xti

ict w

2

0,,

L

i

xti

imt w

2

0,

Motion noise

Measurement noise

Augmented state mean

Augmented covariance

Sigma points

Prediction of sigma points

Predicted mean

Predicted covariance

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UKF_localization ( t-1, t-1, ut, zt, m):

Correction:

zt

xtt h

L

iti

imt wz

2

0,ˆ

Measurement sigma points

Predicted measurement mean

Pred. measurement covariance

Cross-covariance

Kalman gain

Updated mean

Updated covariance

Ttti

L

itti

ict zzwS ˆˆ ,

2

0,

Ttti

L

it

xti

ic

zxt zw ˆ,

2

0,

,

1, tzx

tt SK

)ˆ( ttttt zzK

Tttttt KSK

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UKF Prediction Step

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UKF Observation Prediction Step

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UKF Correction Step

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EKF Correction Step

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Estimation Sequence

EKF PF UKF

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Estimation Sequence

EKF UKF

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Prediction Quality

EKF UKF

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• [Arras et al. 98]:

• Laser range-finder and vision

• High precision (<1cm accuracy)

Kalman Filter-based System

[Courtesy of Kai Arras]

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Multi-hypothesisTracking

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• Belief is represented by multiple hypotheses

• Each hypothesis is tracked by a Kalman filter

• Additional problems:

• Data association: Which observation

corresponds to which hypothesis?

• Hypothesis management: When to add / delete

hypotheses?

• Huge body of literature on target tracking, motion

correspondence etc.

Localization With MHT

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• Hypotheses are extracted from Laser Range Finder

(LRF) scans• Each hypothesis has probability of being the correct

one:

• Hypothesis probability is computed using Bayes’ rule

• Hypotheses with low probability are deleted.

• New candidates are extracted from LRF scans.

MHT: Implemented System (1)

)}(,,ˆ{ iiii HPxH

},{ jjj RzC

)(

)()|()|(

sP

HPHsPsHP ii

i

[Jensfelt et al. ’00]

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MHT: Implemented System (2)

Courtesy of P. Jensfelt and S. Kristensen

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MHT: Implemented System (3)Example run

Map and trajectory

# hypotheses

#hypotheses vs. time

P(Hbest)

Courtesy of P. Jensfelt and S. Kristensen

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Thank You