[AMR] Small progress

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2026-04-04 16:18:30 +02:00
parent 85f3ef6940
commit 0c7ba9efb6
4 changed files with 14 additions and 2 deletions
@@ -64,7 +64,7 @@
\section{Multi-Sensor Estimation} \section{Multi-Sensor Estimation}
\input{parts/03_multi-sensor-estimation/00_linearization.tex} \input{parts/03_multi-sensor-estimation/00_linearization.tex}
\input{parts/03_multi-sensor-estimation/01_least-squares.tex} \input{parts/03_multi-sensor-estimation/01_least-squares.tex}
% \input{parts/03_multi-sensor-estimation/02_nonlinear-least-squares.tex} \input{parts/03_multi-sensor-estimation/02_nonlinear-least-squares.tex}
% \input{parts/03_multi-sensor-estimation/} % \input{parts/03_multi-sensor-estimation/}
\end{document} \end{document}
@@ -1,4 +1,10 @@
\subsection{Linear Least Squares} \subsection{Linear Least Squares}
\bi{Goal}: $\argmin{x \in \R^n} ||\mat{A}\vec{x} - b||^2_2$, $\mat{A}$: rows $i$-th datap. col $c$: $t_i^{c - 1}$. \bi{Goal}: $\argmin{x \in \R^n} ||\mat{A}\vec{x} - b||^2_2$, $\mat{A}$: rows $i$-th datap. col $c$: $t_i^{c - 1}$.
\bi{Man. sol.}: comp. $M = A^\top A$, $b' = A^\top b$, then $Mx = b'$ \bi{Man. sol.}: comp. $M = A^\top A$, $b' = A^\top b$, then $Mx = b'$.
\bi{Prob. sol.}: $\text{argmax} p(\vec{x} \divider \vec{z})$ with
\begin{itemize}
\item \bi{Max. Like} $p(\vec{x} | \vec{z}) \propto p(\vec{z} | \vec{x}) = \prod_{i = 1}^N p(\vec{z}_i | \vec{x})$
\item \bi{M a Post} $p(\vec{x} | \vec{z}) \propto p(\vec{z} | \vec{x}) p(\vec{x}) = p(\vec{x}) \prod_{i = 1}^N p(\vec{z}_i | \vec{x})$
\end{itemize}
@@ -0,0 +1,6 @@
\subsection{Non-Linear Least Squares}
Find $\vec{x}^* = \text{argmax} p(\vec{x} | \vec{z}) = \argmin{}(-\log(p(\vec{x}|\vec{z})))$
\bi{Gauss-Newton}
\bi{Levenberg-Marquardt}