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Stochastic Methods in Robotics (Probability, Fourier Analysis, Lie Groups and Applications) Gregory S. Chirikjian Department of Mechanical Engineering Johns Hopkins University Georgia Tech, June 12-22
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Page 1: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Stochastic Methods in Robotics (Probability, Fourier Analysis, Lie Groups and Applications)

Gregory S. Chirikjian

Department of Mechanical Engineering Johns Hopkins University

Georgia Tech, June 12-22

Page 2: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Contents

• Overview of Problem Domains• Introduction to Classical Probability, Convolution and Fourier Analysis• Stochastic Differential Equations• Lie Groups – What are they and how to use them (Invariant Integration, Differential

Operators, Convolution, Fourier Analysis, Gaussian Distributions)

• Workspace Generation and Inverse Kinematics of Highly Articulated Manipulators

• Calculus of Variations• Conformational Statistics of Stiff Macromolecules (DNA)• Pose Distributions for Nonholonomic Systems (Mobile Robots

and Steerable Needles)• Lie-Theoretic Estimation and Filtering Problems• New Insights into AX=XB Sensor Calibration • Coset-Spaces of Lie Groups by Discrete Subgroups • Action Recognition

Page 3: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Binary Manipulators in Our Lab

215 3.3104

configurations

236 6.91010

configurations2.1106

configurations

Page 4: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Workspace Density

• It describes the density of the reachable frames in the work space.

• It is a probabilistic measure-ment of accuracy over the workspace.

Ebert-Uphoff, I., Chirikjian, G.S., ``Inverse Kinematics of Discretely Actuated

Hyper-Redundant Manipulators Using Workspace Densities,'' ICRA’96, pp. 139-145

Long, A.W., Wolfe, K.C., Mashner, M.J., Chirikjian, G.S., ``The Banana Distribution

is Gaussian: A Localization Study with Exponential Coordinates,'‘ RSS, Sydney,

NSW, Australia, July 09 - July 13, 2012.

Page 5: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

SDE for the Kinematic Cart

(Zhou and Chirikjian, ICRA 2003)

Page 6: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

A. Long, K. Wolfe, M. Mashner, G.

Chirikjian, ``The Banana Distribution

is Gaussian’’ RSS 2012

Page 7: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and
Page 8: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Examples of Lie Groups

Page 9: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

PART 1: INTRODUCTORY MATHEMATICS

9

Page 10: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

PART 1(a): Probability and Statistics

10

Page 11: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Gaussian Distribution on the Real Line

Page 12: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Convolution of Gaussians

Page 13: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Classical Fourier Analysis

Page 14: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Gaussians Wrapped Around the Circle

This is exactly equivalent to

Page 15: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Gassian as Solution to Heat Equation (circle case)

Page 16: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Gassian as Solution to Heat Equation (R^n case)

Page 17: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Multivariate Gaussian

Page 18: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Convolution on R^n

Page 19: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

A Little Bit of Information Theory

Entropy

Kullback-Leibler Divergence

Page 20: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Entropy Power Inequality

Page 21: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

PART 1(b): Lie Groups and Lie Algebras

21

Page 22: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Rigid-Body Motion Group

• Special Euclidean motion group SE(N)

– An element of G=SE(N):

– Group operation: matrix multiplication

• For example, an element of SE(2) in polar coordinates:

10T

aAg

100

sincossin

cossincos

),,(

r

r

rg

Page 23: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

• Lie algebra of SE(2)

• Lie algebra of SE(3)

• Infinitesimal motions

000

001

010~

1X

000

000

100~

2X

000

100

000~

3X

0000

0010

0100

0000

~1X

0000

0000

0001

0010

~3X

0000

0001

0000

0100

~2X

0000

0000

0000

1000

~4X

0000

1000

0000

0000

~6X

0000

0000

1000

0000

~5X

iii XIXH~

)~

exp()(

Page 24: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

A Little Bit of Lie Group Theory

Page 25: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

exp and log for SO(3)

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26

Lie-group-theoretic Notation

• Coordinate free no singularities

(3) ofelement basis:

0

(3)))(),(()(For

1

6

1

1

seX

A

AAgg

AAAXgg

SEtAttg

i

T

T

T

TT

i

ii

v

ω

0

a

a

(3) ofelement basis :

,)3()(For

3

1

soX

AA

XAA

SOtA

i

T

i

ii

T

ω

)(tg

Space-fixed frame

Body-fixed frame

ω

v

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For more details see

Page 28: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Differential Operators Acting on Functions on SE(N)

00 ))~

(())(())((~

titi

R

i XtIHfdt

dtHHf

dt

dqHfX

00 ))~

(())(())((~

titi

L

i HXtIfdt

dHtHf

dt

dqHfX

Page 29: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Differential operators defined for SE(2)

rrX

rrX

X

R

R

R

)cos()sin(

~

)sin()cos(

~

~

3

2

1

rrX

rrX

X

L

L

L

cossin

~

sincos

~

~

3

2

1

Page 30: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Differential operators defined for SE(3)

6,5,4for

3,2,1for~

3iA

iXX

ia

T

R

iR

i

6,5,4for

3,2,1for)(~

3

3

1

ia

ia

eeaX

X

i

k k

ki

L

iL

i

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31

Variational Calculus on Lie groups• Given the functional and constraints

one can get the Euler-Poincaré equation as:

where

2

1

2

1

)(,);;( 1

t

t

kk

t

t

dtghCdttgggfJ

,)(11,

m

l

ll

R

i

n

kj

j

k

ij

ki

hfXCff

dt

d

6

1

0

,

))exp(()(

k

k

k

ijji

t

i

R

i

XCXX

tXgfdt

dgfX

Page 32: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Probability on Lie Groups

Page 33: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

• Integration of functions on SO(3)

• Integration of functions on SE(2) and SE(3)

)3(

321|))((det|))((1

)(SO Qq

dqdqdqqAJqAfV

dAAf

)3(

2

0 0

2

0

2sin),,(

8

1)(

SOdddfdAAf

)(

1|))((det|))(()(NSE Qq

NdqdqqHJqHfdHHf

21212

1),,( dxdxdxxdH

3212321 sin8

1),,(),,,,,( dadadaddddaddAaaadH

e.g.

e.g.

SE(2)

e.g.

SE(3)

Page 34: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and
Page 35: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and
Page 36: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Fourier Analysis of Motion

• Fourier transform of a function of motion, f(g)

• Inverse Fourier transform of a function of motion

G

dgpgUgfpffF ),()()(ˆ)( 1

dpppgUpftracegffF N 11 )),()(ˆ()()ˆ(

where g SE(N) , p is a frequency parameter,

U(g,p) is a matrix representation of SE(N), and

dg is a volume element at g.

Page 37: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Convolution and the SE(3) Fourier Transform

)()()*( 1221 fFfFffF

Gdhghfhfgff )()())(*( 1

2121

G.S. Chirikjian, Stochastic Models, Information Theory,and Lie Groups, Vol. 1, 2, Birkhauser, 2009, 2011.

G.S. Chirikjian, A.B. Kyatkin, Engineering Applications ofNoncommutative Harmonic Analysis, CRC Press, 2001.

Page 38: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

PART 2: APPLICATIONS TO

CONFORMATIONAL ENSEMBLES

38

Page 39: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Workspace Density

• It describes the density of the reachable frames in the work space.

• It is a probabilistic measure-ment of accuracy over the workspace.

Ebert-Uphoff, I., Chirikjian, G.S., ``Inverse Kinematics of Discretely Actuated

Hyper-Redundant Manipulators Using Workspace Densities,'' ICRA’96, pp. 139-145

Long, A.W., Wolfe, K.C., Mashner, M.J., Chirikjian, G.S., ``The Banana Distribution

is Gaussian: A Localization Study with Exponential Coordinates,'‘ RSS, Sydney,

NSW, Australia, July 09 - July 13, 2012.

Page 40: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

A diffusion equation describing the PDF of relative

pose between the frame of reference at arc length s and

that at the proximal end of the chain

zp

yp

Proximal End

zp’

yp’

zd yd

Distal End s L

),,()~~~~

2

1(

),,(6

3

1

3

1,

sfXXdXXDs

sf R

l

R

ll

lk

R

k

R

llk RaRa

Initial condition: f(a,R,0)= (a) (R)

1][ BD lkD bBd1][ ldDefining

A General Semiflexible Polymer Model

Page 41: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

41

Operational Properties of SE(n) Fourier Transform

)(ˆ),~

(

)(),()(),~

exp(

)(,)~

exp()(

)(),())~

exp((~

1

0

),(),(),(

0

1

)~

exp(

1

0

2121

pfpX

hdphUhfpXtUdt

d

hdphXtUdt

dhf

gdpgUXtgfdt

dfXF

i

G

ti

pgUpgUpggU

G

ti

Xtgh

G

ti

R

i

i

Page 42: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Explicit Expression of for SE(2)

0)),~

(exp(),~

(

tii pXtU

dt

dpX

)()),,,(( ])([ paJeipagu mn

nmnimn

mn

)(2

),~

(

)(2

),~

(

),~

(

1,1,3

1,1,2

,1

nmnmmn

nmnmmn

nmmn

ppX

jppX

jmpX

),~

( pX i

Page 43: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Explicit Expression of for SE(3)

0)),~

(exp(),~

(

tii pXtU

dt

dpX

mmllmlml

mmll

l

mmmll

l

mmlml

mmll

l

mmmll

l

mmlml

jmpX

cj

cj

pX

ccpX

,,3,;,

,1,,1,2,;,

,1,,1,1,;,

''''

''''''

''''''

),~

(

22),

~(

2

1

2

1),

~(

l

lk

l

km

s

mlmlAUamlspmlpgu )()](,|,|,[),( ''

,;, ''

),~

( pX i

Page 44: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Explicit Expression of (Xi , p) for SE(3)

llmm

s

mlllmm

s

mlllmm

s

ml

llmm

s

mlllmm

s

mlllmm

s

mlmlml

jpjpjp

jpjpjppX

i

i

,11,,,1,,,11,,

,11,,,1,,,11,,4,;,

'''''''

'''''''''

222

222),

~(

llmm

s

mlllmm

s

mlllmm

s

ml

llmm

s

mlllmm

s

mlllmm

s

mlmlml

ppp

ppppX

i

i

,11,,,1,,,11,,

,11,,,1,,,11,,5,;,

'''''''

'''''''''

222

222),

~(

llmm

s

mlllmmllmm

s

mlmlmljp

ll

smjpjppX i ,1,,,,,1,,6,;, '''''''''

)1(),

~(

Page 45: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

45

Solving for the evolving PDF Using the SE(3) FT

rrr

ds

dfB

f ˆˆ

where B is a constant matrix.

),,()~~~~

2

1(

),,(6

3

1

3

1,

sfXXdXXDs

sf R

l

R

ll

lk

R

k

R

llk RaRa

rsr esp Bf ),(ˆ

dpppUpfsfr rl rl

l

lm

l

lm

r

mlml

r

mlml

2

||' ||

'

''0

,;','',';,2);,()(ˆ

2

1),,(

RaRa

Applying SE(3) Fourier transform

Solving ODE

Applying inverse transform

Page 46: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Numerical Examples

2

1

0.50.1

Page 47: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

47

The Structure of a Bent Macromolecular Chain

xd1,xp2

b

zd2

yd2

xd2

zp1 yp1

xp1

zp2 yp2

yd1

zd1

Subchain 1 Subchain 2

1) A bent macromolecular chain consists of two

intrinsically straight segments.

2) A bend or twist is a rotation at the separating point

between the two segments with no translation.

A General Algorithm for Bent or

Twisted Macromolecular Chains

Page 48: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

48

The PDF of the End-to-End Pose for a Bent Chain

),)(**(),( 321 RaRa ffff

•f1(a,R) and f3(a,R) are obtained by solving the

differential equation for nonbent polymer.

•f2(a,R)= (a)(Rb-1R), where Rb is the rotation

made at the bend.

2) The convolution on SE(3)

)3(

1 )()()())(*(SE

jiji dffff hghhg

A General Algorithm for Bent or

Twisted Macromolecular Chains

1) A convolution of 3 PDFs

Page 49: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

49

1. Variation of f(a) with respect to Bending Angle

and Bending Location

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 -0.5

0

0.5

1

1.5

2

2.5

3

3.5

4

Kratky-Porod model with 0=0.5, L1=L2=0.5

a

f(a)

b=

b=3/4

b=/2

b=0

b=/4

0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 -0.5

0

0.5

1

1.5

2

2.5

3

3.5

4

a

f(a)

Kratky-Porod model with 0=0.5, b=/2

L1=0.1 L1=0.2

L1=0.3 L1=0.4 L1=0.5

Examples

Page 50: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

1) G. S. Chirikjian, ``Modeling Loop Entropy,’’ Methods in

Enzymology, 487, 2011

1) Y. Zhou, G. S. Chirikjian, ``Conformational Statistics of SemiflexibleMacromolecular Chains with Internal Joints,’’

Macromolecules. 39:1950-1960. 2006

1) Zhou, Y., Chirikjian, G.S., “Conformational Statistics of Bent Semi-flexible Polymers”, Journal of Chemical Physics, vol.119, no.9, pp.4962-4970, 2003.

2) G. S. Chirikjian, Y. Wang, ``Conformational Statistics of StiffMacromolecules as Solutions to PDEs on the Rotation and MotionGroups,’’ Physical Review E. 62(1):880-892. 2000

DNA References

Page 51: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

PART 4: STOCHASTIC KINEMATICS AND INFORMATION-DRIVEN MOTION

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Page 60: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Flexible Needles with Bevel tip

http://research.vuse.vanderbilt.edu/MEDLab/research_files/needlesteer.htm

Needle with a bevel tip

Page 61: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Needle Model

v

v

v

v

v

z

y

x

z

y

x

0

0

0

Deterministic nonholonomic model

: insertion speed : twisting angular velocityv

Experiments by Dr. Kyle Reed

Page 62: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

Stochastic needle model

)(twi

i

: Unit Gaussian white noise

: Strength of noise)(1)( 22 twtv

)()( 11 twt

2

1

22

11

0000

0000010000)(

W

WT

d

ddtdtgg

T

: Wiener process

g : SE(3) frame for needle tip pose

)(tiW

Park, W., Kim, J.S., Zhou, Y., Cowan, N.J., Okamura, A.M., Chirikjian,G.S., ``Diffusion-based motion planning for a nonholonomicflexible needle model,'‘ ICRA’05, Barcelona, Spain

Park, W., Reed, K. B., Okamura, A. M., Chirikjian, G. S., ``Estimation of modelparameters for steerable needles,'' ICRA, Anchorage, Alaska, 2010.

Page 63: Stochastic Methods in Robotics (Probability, Fourier ... · • Pose Distributions for Nonholonomic Systems (Mobile Robots and Steerable Needles) • Lie-Theoretic Estimation and

63

1) Chirikjian, G.S. "A binary paradigm for robotic manipulators.“ICRA 1994. pp. 3063-3069.

2) Ebert-Uphoff, I., Chirikjian, G.S., ``Inverse Kinematics ofDiscretely Actuated Hyper-Redundant Manipulators UsingWorkspace Densities,'‘ ICRA 1996, 139-145.

3) Chirikjian, G.S., Burdick, J.W., ``An Obstacle AvoidanceAlgorithm for Hyper-Redundant Manipulators,''ICRA 1990, 625-631.

4) Park, W., Wang, Y., Chirikjian, G.S., ``The path-of-probabilityalgorithm for steering and feedback control of flexible needles,'‘International Journal of Robotics Research, Vol. 29, No. 7,813-830 (2010)

References

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Alterovitz, R., Lim, A., Goldberg, K., Chirikjian, G.S., Okamura, A.M.,``Steering flexible needles under Markov motion uncertainty,'' IROS,pp. 120-125, August 2005.

R. J. Webster III, J. S. Kim, N. J. Cowan, G. S. Chirikjian and A. M. Okamura,"Nonholonomic Modeling of Needle Steering," International Journal ofRobotics Research, Vol. 25, No. 5-6, pp. 509-525, May-June 2006.

Park, W., Wang, Y., Chirikjian, G.S., ``The path-of-probability

algorithm for steering and feedback control of flexible needles,'‘

IJRR, Vol. 29, No. 7, 813-830 (2010)

Other References

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GC’s presentation is supported by the NSF IRD Program

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SDE for the Kinematic Cart

(Zhou and Chirikjian, ICRA 2003)

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Long et al, ``The Banana Distribution is Gaussian’’ RSS 2012

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Exponential Coordinates for SE(2)

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Matching 2nd Order Taylor Series and 2nd Order BCH Expansions

Both are of the form

We match a, b, K for each.

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If you like this …

Have a look at my book:

``Stochastic Models, Information Theory, and Lie Groups’’

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An Information-Theoretic Approach to theCorrespondence-Free AX=XB Sensor Calibration

ProblemM. Kendal Ackerman1, Alexis Cheng2

and Gregory Chirikjian1

1Dept. Mech. Engineering, 2Dept. Computer Science

Johns Hopkins University, Baltimore, MD, USA

International Conference on Robotics and Automation

June 2014

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Outline

• The AX=XB Problem

• Notation and Probability Theory Review

• Solution Constraints

• An information Theoretic Approach

• Results and Conclusions

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AX = XB is one of the most common mathematical formulations used in robot-sensor calibration problems.

It can be found in a variety of applications including:

Camera calibration [1] Robot eye-to-hand

calibration [1]

Aerial vehicle sensor

calibration [2]

Image guided therapy

(IGT) sensor

calibration [3][1] Tsai, R., Lenz, R. (1989)[2] Mair, E., Fleps, M., Suppa, M., Burschka, D. (2011)

[3] Boctor, E.M. (2006)

Courtes

y:

Darius

Burschk

a

Courtes

y:

CAMP

at TUM

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𝐴, 𝐵, 𝑋 ϵ 𝑆𝐸 3 whereSE 3 = ℝ3⋉ 𝑆𝑂 3 and

SO 3 ≔ {𝑅 𝜖 ℝ3x3|𝑅𝑅𝑇 = 𝕀, det 𝑅 = +1}SE(3) is the Lie Group describing rigid body motions in 3-dimensional space, i.e.:

𝐻 ϵ 𝑆𝐸(3), where and

𝑅 ϵ 𝑆𝑂(3) (a proper rotation matrix), 𝐭 ϵ ℝ3 (a translation vector)

AX=XB

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AX=XB Solution Space

It is well known that it is not possible to solve for a unique X from a single pair of exact (A, B),but if there are two instances of independent exact measurements, (A1,B1) and (A2, B2), then the

problem can be solved.

One Parameter solution set

Rank 2

+

Two unspecified degrees of freedom

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The goal becomes one of finding an X with least-squared error given corresponding pairs (Ai, Bi) for i=1,2,...,n.

A unique solution is possible given two pairs

with certain constraints[4,5]

• SE(3) geometric invariants satisfied

• Angle of the rotation axes is “sufficiently

large”

• (Ai, Bi) pairs have Correspondence

AX=XB Solution Space

[4] Chen (1991)

[5] Ackerman, M.K., Cheng, A., Shiffman, B., Boctor, E., Chirikjian, G. (2014)

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In experimental applications, it is often the case that the data streams containing the A’s and B’s:

• will present at different sample rates,• will be asynchronous, • and each stream may contain gaps in information.

AX=XB Correspondence

Data Stream

Data Stream A’s

B’s

A1

B1

A2

B2

An

Bn

What we mean by correspondence:

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While our method removes the need to know the correspondence of the data, there have been other attempts in the literature to regenerate the correspondence by

1. time stamping the data[5]

2. dedicated software modules for syncing the data[6]

3. analyzing components of the sensor data stream to determine a correlation[7,8]

We present a method for calculating the calibration transformation, X, that works for data without any a priori knowledge of the correspondence between the A’s and B’s.

AX=XB Correspondence

[5] Mills, D. L.[6] Kang, H. J., Cheng, A., Boctor, E. M.[7] Mair, E., Fleps, M., Suppa, M., Burschka, D [8] Ackerman, M.,K., Cheng, A., Shiffman, B., Boctor, E., Chirikjian, G.

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Rigid Body Motion

is a Lie group and therefore the concept of integration exists:

, where:

The group of rigid body

motions, SE(3),

which is “natural”, because for any

𝐻0 ϵ 𝑆𝐸 3 ,

,

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Convolution on SE(3)

Define a delta function as:

Define the convolution of two functions as:

And a shifted delta function as:, where A 𝜖 𝑆𝐸 3

The “v” operator is defined as:

(x1, x2, … , xn)T

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PDFs on SE(3)

The mean and covariance of a probability density function, f(H), can be defined as

Where is usually something akin to

Traditional Riemannian-geometric approach:

Avoid the arbitrary bias of a weighting matrix and avoid the need for a bi-invariant distance metric, which does not

exist for SE(3)

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Mean and Covariance

and

We use:

Where is usually something

akin to

Traditional Riemannian-geometric approach:

Avoid the arbitrary bias of a weighting matrix and avoid the need for a bi-invariant distance metric, which does not

exist for SE(3)

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The “Batch” Equations

because real-valued functions can be added and convolution is a linear operation on functions, all n instances can be written into a single equation of the form

Given

We can normalize the functions to be

probability density functions (pdfs):

where

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The “Batch” Equations

Given that , we can write the evolution of the mean and covariance as:

where

and the “hat” operator is defined such

that given

and

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The “Batch” Equations

Since the mean of is and its covariance is the zero matrix we can write the “Batch” formulation

Batch Method “AX=XB” Equations:

(1

)

(2

)

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Solution Space

The search for an appropriate X can begin with re-writing (1) asBy defining

The equation can be separated into

rotational and translational components,

From which it can be seen that the

possible solution space, for (1), is two

dimensional.

Batch Method “AX=XB” Equations:

(1

)

(2

)

and

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Discretization

With the discrete nature of our application, we can likewise define the mean and covariance in a discrete sense

An iterative procedure can be used for

computing MA which uses an initial

estimate of the formThen a gradient descent procedure is used

to update so as to minimize the cost

The covariance can then be computed:

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Where is the free parameter and

where is the free

parameter

Solution Space

For the rotational part, we can write 𝑅𝑋 as

We then re-write the translation part as

𝒏𝑨 is rank 2 so there is a degree of freedom in 𝒕𝑿along 𝒏𝑨. Therefore we write 𝒕𝑿 as

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Solution Space

A feasible solution to the batch equation can be parameterized as

where

Given that (1) constrains the possible

solutions to a two-dimensional “cylinder”,

the problem of solving for X reduces to

that of solving (2) on this cylinder by

determining the values (𝝓, 𝒔). There is

therefore no need to search elsewhere in

the 6D group SE(3).

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∙ 𝑭𝟐 Minimization

Minimize the cost function

𝐶1is quadratic in 𝑠 and can be written

as

The minimization of 𝑠 is solved for in

closed-form,

and then is substituted into the

original expression, leaving a one

dimensional search over

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KL Divergence

A Gaussian on SE(3) can be defined when the norm Σ is small as

where Σ denotes the determinant of Σ and

We write the Kullback-Leibler divergence

of the two distributions as

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Minimal KL Divergence

Minimize the cost function

where

If we take into account that our

search is limited to the cylinder as

defined in (1), then automatically

an

d

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Minimal KL Divergence

We can now write a new variable,, and minimize the cost function

where

Since SE(3) is unimodular, and additive

and positive multiplicative constants can

be ignored, we can simply consider the

first term in the KL-divergence, scaled by a

factor of two:

an

d

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Minimal KL Divergence

Since SE(3) is unimodular, and

additive and positive multiplicative

constants can be ignored, we can

simply consider the first term in the

KL-divergence, scaled by a factor of

twominimized over

Minimization over s can be done in

closed form as in the previous

approach, since 𝐶2is also quadratic

in s. After substitution, this again

results in a one dimensional search

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To experimentally test our methods for AX=XB calibration we use an Ultrasound (US) sensor calibration process. It should be noted that these methods can be extended to other application areas, both in US and more

generally.

Calibration of Sensor Data

on the Euclidean Group

Ultrasound Calibration

The AX=XB Problem

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3D image volumes Augmented reality environments

US Elastography

Through calibration we recover parameters that are required to perform more advanced forms of image based guidance using Ultrasound (US)

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Simulation Results

The two algorithms were unaffected by knowledge

of correspondence and, in each case performed

with a high level of accuracy. The results are the

average of ten trials.

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US Experimental Results

For each reconstruction point, we found its closest

point match on the model and computed the sum

squared difference between them. Our results

show the mean and the standard deviation of this

sum of squared differences and indicates that the

error is reasonable.

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US Experimental Results

To examine the accuracy of the computed X, we

performed a reconstruction of the phantom model.

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• We established that the AX = XB sensor calibration problem can be formulated with a “Batch”, probabilistic formulation that does not require a priori knowledge of the A and B correspondence.

• We presented an information-theoretic algorithm (KL Batch) that solves for X by minimizing the Kullback-Leibler divergence of the A and B sensor stream distributions with respect to the unknown X.

• In both simulation and experimentation, we demonstrated that this method reliably recovers an unknown X without the need for correspondence.

Conclusions

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• We will further examine the proposed methods experimentally, for ultrasound calibration, as well as other contexts.

• We will work to improve our probability theoretic formulation by specifically accounting for sensor measurement noise, representing X by a mean and covariance, and not just a Dirac delta distribution.

Future Work

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This work was supported by NSF Grant RI-

Medium: 1162095

Acknowledgements

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Voronoi Cells in Lie Groups and Coset Decompositions: Implications for

Optimization, Integration, and Fourier Analysis

Yan Yan and Gregory S. Chirikjian

Department of Mechanical Engineering

Johns Hopkins University, Baltimore, MD 21218

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• Review of basic concepts in group theory and the Lie groups SE(2) and SO(3).

• Generating almost-uniform sample points in SE(2)and SO(3) based on coset decomposition.

• More efficient computations of convolutions on groups developed by coset decomposition.

Outlines

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• A group 𝐺,∘ is a set, 𝐺, together with a binary operation,∘,

that satisfies (1) closure; (2) associativity; (3) existence of identity element; (4) existence of inverse element.

In this paper, we mainly focus on the group of rotations in space, SO(3), and the group of rigid-body motions of the plane, SE(2).

• A subgroup is a subset of a group 𝐻 ⊆ 𝐺 which is itself a group that is closed under the group operation of 𝐺.

• SO(3) and SE(2) contain discrete subgroups.

Basic concepts in group theory

Groups of rotational symmetry operations of the Platonic solids Five chiral wallpaper groups

p1 p2 p4

p3 p6

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Let Γ, Γ′ < G denote discrete subgroups, then left- and right-coset-spaces are defined as

A double coset space is define as

Basic concepts in group theory

and .

Associated with any (double-) coset, it is possible to define a fundamental domain in G, which is a set of distinguished (double-) coset representatives, exactly one per (double-) coset. It has the same dimension as G, but lesser volume.

It can be constructed as Voronoi cells in G.

and when

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SO(3) represented in

exponential coordinates

Voronoi cells

Γ: the Icosahedral group

The center Voronoi cell

the fundamental domain

Fundamental domains for SO(3)

Constructed as Voronoi cells with 0

Fundamental domain for other discrete subgroups in SO(3):

The Tetrahedral group The Icosahedral groupThe Octahedral group

Smallest volume!

(Yan and Chirikjian, ICRA’12)

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Fundamental domains for SE(2)

For the first time, we establish the fundamental domains for SE(2) when Γ is one of the five chiral wallpaper groups, p1, p2, p3, p4 and p5.

Distance function: 0

SE(2) represented in ℝ3 Voronoi cells with 𝜞 = p1

The center Voronoi cell the fundamental domain

For p1: it looks like a hexagonal box with the height

from –π to π.

We note that if the lattice is square instead of

parallelogrammatic, the center Voronoi cells

becomes a square box.

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Fundamental domains for SE(2)

Fundamental domains of SE(2) based on the five chiral wallpaper groups:

p1 p2 p4

p3 p6

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Why do we study this?

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Application 1: generating almost-uniform samples

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• The discretization of the groups of rotations or rigid-body motions, arises in many applications such as robot motion planning;

computational structural biology;

Computer graphics

• Uniform sampling will prevent search algorithms from oversampling or undersampling large portions of the C-space.

• This affects both the performance and reliability of planning algorithms.

Importance of uniform sampling

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SO(3) Example:

Sampling based on single coset decomposition

(Yan and Chirikjian, ICRA’12)

when is small,

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Distortion measure: ,

our sampling method ZXZ Euler angles

The grids generated on SO(3) are almost uniform!

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Can we do better than this?

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Sampling based on double coset decomposition

Given two finite subgroups, 𝐻,𝐾 < 𝐺, where 𝐺 = 𝑆𝑂 3 , 𝐻 ∩ 𝐾 = 1,the resulting non-overlapping tiles satisfy

Some examples of double-coset spaces:

Yellow-shaded region: single coset-space 𝐹𝑆𝑂(3)/𝐾 with 𝐾= the icosahedral group

Red-shaded region: double coset-space 𝐹𝐻\𝑆𝑂(3)/𝐾 with 𝐾= the icosahedral group,

𝐻= the conjugated (a) tetrahedral , (b) octahedral, and (c) icosahedral groups.The conjugated group 𝐻: 𝐻 = 𝑔𝐻0𝑔

−1 for 𝑔 ∈ 𝐺.

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Sampling based on double coset decomposition

As 𝑯| ∙ |𝑲 increases, the size of the center Voronoi cells shrinks, which leads to smaller distortion.

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Advantages of this sampling approach?

has low metric distortionis deterministichas grid structure with respect to the metric on SO(3)can easily achieve any level of resolution

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Application 2: Efficient computation of convolution on rotation and motion groups

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Fast Convolutions by Direct Evaluation

Convolution on groups:

Here, 𝑑ℎ is the natural integration measure for 𝐺.

An integration over 𝐺 :

where 𝑑𝑔′ is the same volume element as for 𝐺, but restricted to 𝐹𝐻\G/𝐾 < 𝐺.

Efficient algorithms for computing convolutions on roation and motion groups have been developed previously using “group FFTs” --- Chirikjian and Kyatkin, 01; Kostelec and Rockmore, 08; Maslen and Rockmore, 97.

Usually Euler angle decompositions are used for SO(3). We introduce two potential alternatives to this approach based on double

coset decompositions described earlier.

Computed by direct evaluation:

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Fast Approximate FFTs on SO(3) and SE(2)

Instead of using Euler angles to parameterize SO(3), we can develop different FFT algorithms based on different parameterizations and coset decompositions.

Specific property of IURs (irreducible unitary representations)

We use this property together with the double coset decomposition:

• The fact that on the fundamental domain centered on the identity 𝑈(𝑒𝑥𝑝𝑋, 𝑙) can be expressed as a truncated Taylor series in 𝑋 is then very useful because 𝑊 𝑋, 𝑙 will have polynomial entries, each of which can be computed by evaluation on their boundary.

• Therefore, the computation of the integral over 𝐹𝐻\𝑆𝑂(3)/𝐾 is efficient.

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• We make a connection between Voronoi cells in the groups SO(3) and SE(2) centered on elements of discrete subgroups, and coset- and double-coset-spaces.

• We show that sampling within these Voronoi cells can be made almost uniform by exponentiating a Cartesian grid in a region of the corresponding Lie algebra, which is the pre-image of these cells under the exponential map.

• We show how the resulting cells, and the samples therein, can be used for searches, optimization, and Fourier analysis on certain Lie groups of interest in robotics and control.

Conclusions (for this part)

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First Some Pretty Pictures from Old Work: Elastic Network Interpolation for the GroEL-GroES complex

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What is the Structure of the Space of Motions of

Bodies that Move Collectively with Symmetry ?

Figure generated using ``Escher Mobile iphoneApp’’

developed in the group of G. Chapuis at EPFL

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How to Characterize the Free Space of Motions of Bodies that Move Collectively with Symmetry ?

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:electron density of a single protein; : Fourier transform;

:crystal symmetry operation (known); :rigid-body motion (unknown).

Protein X-Ray Crystallography

FilmDiffracted X-rays

Direct X-ray beam

Reflection

Diffraction pattern from X-ray crystallography experiment:

Electron density of a single-protein:

: the Cartesian coordinates of the i-th atoms; :the electron density map of i-th atom in a reference frame centered on it.

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Symmetries in the Density Functionof a Protein Crystal

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Rigid-Body Motions in Euclidean Space

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Decomposing Continuous Motions

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Discrete (Crystallographic) Motion Groups

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Examples of Crystallographic Space Groups

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Cosets, Quotients, and Fundamental Domains

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Concrete Planar Examples

p4 =

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Embeddings and Immersions of Motion Spaces in R^n

p1\SE(2) = T^3

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Immersions of p4\SE(2) in R^6

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Conclusions

• In protein crystals bodies are arranged with symmetry, but there is a hidden rigid-body motion that is important to find.

• This motion lives in a coset space (quotient of SE(3) by a discrete subgroup of crystallo-graphic symmetry operations).

• This paper characterizes this space (which is a manifold) and corresponding fundamental domains

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References

G.S. Chirikjian, ``Mathematical Aspects of Molecular Replacement: I. Algebraic Properties of Motion Spaces,'‘ Acta. Cryst. A (2011). A67, 435–446

G.S. Chirikjian, Yan, Y., ``Mathematical Aspects of Molecular Replacement: II. Geometry of Motion Spaces,'‘ Acta. Cryst. A (2012). A68, 208-221.

Chirikjian, G.S., Stochastic Models, Information Theory, and Lie Groups: Volume 2 - Analytic Methods and Modern Applications,

Birkhauser, Dec. 2011.

Chirikjian, G.S., Kyatkin, A.B., Engineering Applications of Noncommutative Harmonic Analysis, CRC Press, 2001.

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