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ロバスト最適化arXiv:1905.12536

外れ値に頑健なWahba問題の四元数ベース認定最適解法

A Quaternion-based Certifiably Optimal Solution to the Wahba Problem with Outliers

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外れ値が多い場合でもWahba問題を多項式時間で大域的最適解に解く手法QUASARを提案。四元数とTLSコストをQCQPに定式化し、タイトなSDP緩和で95%外れ値でも認定最適解を得る。

著者: Heng Yang, Luca Carlone

分類: math.OC, cs.CV, cs.RO

原文アブストラクト

The Wahba problem, also known as rotation search, seeks to find the best rotation to align two sets of vector observations given putative correspondences, and is a fundamental routine in many computer vision and robotics applications. This work proposes the first polynomial-time certifiably optimal approach for solving the Wahba problem when a large number of vector observations are outliers. Our first contribution is to formulate the Wahba problem using a Truncated Least Squares (TLS) cost that is insensitive to a large fraction of spurious correspondences. The second contribution is to rewrite the problem using unit quaternions and show that the TLS cost can be framed as a Quadratically-Constrained Quadratic Program (QCQP). Since the resulting optimization is still highly non-convex and hard to solve globally, our third contribution is to develop a convex Semidefinite Programming (SDP) relaxation. We show that while a naive relaxation performs poorly in general, our relaxation is tight even in the presence of large noise and outliers. We validate the proposed algorithm, named QUASAR (QUAternion-based Semidefinite relAxation for Robust alignment), in both synthetic and real datasets showing that the algorithm outperforms RANSAC, robust local optimization techniques, global outlier-removal procedures, and Branch-and-Bound methods. QUASAR is able to compute certifiably optimal solutions (i.e. the relaxation is exact) even in the case when 95% of the correspondences are outliers.

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