Ask Your Question
0

Unclear how calibrateCamera estimates stdDeviations (perhaps wrong) [closed]

asked 2019-10-15 20:26:26 -0600

JamesBaxter gravatar image

Hi, I'm researching camera calibration and uncertainty propagation. I'm trying to understand how calibrateCameraExtended estimates stdDeviationsIntrinsics and stdDeviationsExtrinsics. The docs say very little.

So I go straight to the source code. Check this lines of code where I understand the calculation is made. It starts with sigma2 (the "deviation of the noise") calculated as norm(allErrors, NORM_L2SQR) / (total - nparams_nz); which is just the formula for the unbiased estimator of the variance. Ok so far.

And then it calculates each s-element of the vector of standard deviations stdDevsM by

stdDevsM.at<double>(s) = std::sqrt(JtJinv.at<double>(j,j) * sigma2);

Where JtJinv is the pseudo-inverse of the jacobian calculated a few lines above from _JtJ which in turn comes from the LM solver invoked in previous lines.

First question: what exactly is _JtJ? I assume it must be the 1xN Jacobian of the projection error with respect to the parameters (there are N parameters). I've tried to trace the calculation of all the way to its origin, I got this far , but I'm not sure.

Second question: The moore-penrose of a 1xN matrix is a Nx1 matrix. So calling JtJinv.at<double>(j,j) with two indices j confuses me.

Third question: I couldn't make sense of the formula itself and I think It's wrong. The code has the comment

//see any papers about variance of the least squares estimator for
//detailed description of the variance estimation methods

But my understanding from simple uncertainty propagation for the case of uncorrelated parameters is that the Jacobian vector _JtJ, the variance of the projection error sigma2 and the vector of parameters standard deviations stdDevsM should follow (in matlab-like pseudocode):

sigma2 = dot(_JtJ.^2, stdDevsM.^2)

Which is ill-conditioned, the simplest solution would be

stdDevsM = sqrt(sigma2) .*_JtJ ./ norm(_JtJ.^2)

Is my reasoning correct? and, where does the calculation implemented in OpenCV come from?

edit retag flag offensive reopen merge delete

Closed for the following reason the question is answered, right answer was accepted by JamesBaxter
close date 2019-10-16 13:54:30.952053

1 answer

Sort by ยป oldest newest most voted
1

answered 2019-10-16 03:23:44 -0600

Eduardo gravatar image

updated 2019-10-16 03:30:42 -0600

Quick answer:

  1. J is the Jacobian that should be of size MxN with M the number of samples and N the number of estimated parameters; JtJ is simply J^T x J that should be of size NxN
  2. See 1
  3. I believe the following applied to non-linear least-squares/non-linear minimization should have the necessary information
edit flag offensive delete link more

Comments

Perfecto, thank you! I spent a long time trying to trace the meaning of JtJ and couldn't figure it out. Also I was confusing the Jacobian wrt the optimisation function (projection error) with the Jacobian of the projection function.

JamesBaxter gravatar imageJamesBaxter ( 2019-10-16 13:52:32 -0600 )edit

Question Tools

1 follower

Stats

Asked: 2019-10-15 20:26:26 -0600

Seen: 811 times

Last updated: Oct 16 '19