Theoretical Results On On-Line Sensor Self-Calibration: Agostino Martinelli Jan Weingarten Roland Siegwart

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Proceedings of the 2006 IEEE/RSJ

International Conference on Intelligent Robots and Systems


October 9 - 15, 2006, Beijing, China

Theoretical Results on On-line Sensor


Self-Calibration
Agostino Martinelli Jan Weingarten Roland Siegwart
Autonomous System Laboratory Autonomous System Laboratory Autonomous System Laboratory
ETHZ, Zurich, Switzerland EPFL, Lausanne, Switzerland ETHZ, Zurich, Switzerland
Email: agostino.martinelli@ieee.org Email: jan.weingarten@ieee.org Email: r.siegwart@ieee.org

Abstract— In this paper we derive theoretical results for the an analytical solution for the case of holonomic vehicles in
problem of on-line sensor calibration for a mobile robot. We section IV. Finally, conclusions are presented in section V.
consider the case of the odometry sensor. A first series of
results regards the problem of understanding if a given system II. T HE S YSTEMS
(consisting of a robot with several sensors) contains the necessary
information to perform the on-line self calibration of one of its We consider a mobile robot moving in a 2D-environment.
sensors. We consider several cases corresponding to different The configuration of the robot in a global reference frame can
odometry systems and different types of robot sensors. Finally, be characterized through the vector X = [xR , yR , θR ]T where
we also consider the problem of maximizing the calibration
xR and yR are the cartesian robot coordinates and θR is the
accuracy and we formulate this problem as an optimal control
problem. For the special case of a holonomic vehicle, we derive robot orientation. The dynamics of this vector are described
an analytical solution, i.e. we find the best trajectory which by the following non-linear differential equations:
maximizes the calibration accuracy. ⎡
ẋR = v cos θ
I. I NTRODUCTION ⎢ ẏ = v sin θ
Ẋ = f (X, û) = ⎣ R (1)
Several strategies have been developed to perform the on- θ̇R = ω
line sensor self-calibration. In order to do this, the mobile robot
where v and ω are the linear and the rotational robot speed,
is equipped with at least one other sensor. In many cases,
respectively. The link between these velocities and the robot
an Extended Kalman Filter has been introduced to simulta-
controls û depends on the considered robot system drive. We
neously estimate the robot configuration and the parameters
will consider separately the case of a differential drive and of
characterizing the systematic error of a sensor (i.e., to solve
a synchronous drive. In order to characterize the systematic
the Simultaneous Localization and Auto Calibration (SLAC)
odometry error we adopt for the former the model introduced
problem). The SLAC problem bas been investigated in [5],
in [3] and for the latter the model introduced in [11]. For the
[6], [10], [12], [13] both for indoor and outdoor environments.
differential drive we have:
Although in most cases the strategies proposed perform well,
the following two questions remain open: δR v̂R + δL v̂L δR v̂R − δL v̂L
v= ω= (2)
• Given a system consisting of a mobile robot with several 2 δb b
sensors, does the system contain the necessary informa-
where v̂R and v̂L are the control velocities (i.e. û = [v̂R , v̂L ]T )
tion to perform the calibration of one sensor and/or to
for the right and the left wheel, b is the nominal value for the
perform SLAC?
distance between the robot wheels and δR , δL and δb charac-
• What is the best robot trajectory which maximizes the
terize the systematic odometry error due to an uncertainty on
calibration accuracy?
the wheels diameters and on the distance between the wheels.
An answer to the second question regarding the odome- For the synchronous drive we have
try sensor for a mobile robot with differential drive could
generalize the off-line method usually adopted to calibrate v = δv v̂ ω = ω̂ + δω v̂ (3)
the odometry, the U M Bmark [3]. This method requires that
the robot moves along a square path in both clockwise and where v̂ and ω̂ are the control linear and rotational velocities
counterclockwise direction. (i.e. û = [v̂, ω̂]T ) and δv and δω characterize the systematic
In this paper we consider the case of the odometry sensor odometry error due to an uncertainty on the wheel diameters
and we give an answer to the previous two questions for and/or to a not perfect alignment among the wheels.
several systems. In section II we define these systems. In The equations (2) and (3) do not take into account the non-
section III we answer the first question by carrying out an systematic odometry error.
observability analysis which takes into account the system Our robot is also equipped with one or several exteroceptive
non linearities. Regarding the second question, we derive sensors able to provide observation

1-4244-0259-X/06/$20.00 ©2006 IEEE


43
through the four observations previously introduced have the
β θR local distinguishability property.
y We remark that our systems are affine in the input variables,
R Robot i.e. the function f in (1) has the following structure (both for
the differential and synchronous drive):

D
Landmark xR
M

f (X, û) = fk (X)ûk (5)
k=1
Fig. 1. The considered observations
where M is the number of the control inputs (M = 2 for the
differential and synchronous drive).
We now want to remind some theoretical concepts by
y = h (X) (4) Hermann and Krener in [8]. We will adopt the following
notation. We indicate the K th order Lie derivative of a field
where h is the observation function. We assume that a land-
ψ along the vector fields vi1 , vi2 , ..., viK with LK vi1 ,vi2 ,...,viK ψ.
mark exists in our environment and, without loss of generality,
Note that the Lie derivative is not commutative. In particular,
we fix the global reference frame on it. We consider the
in LK vi1 ,vi2 ,...,viK ψ it is assumed to differentiate along vi1 first
following four observations (see figure 1 
for an illustration):
and along viK at the end. Let us indicate with Ω the space
1) the distance of the landmark (D = x2R + yR 2)
spanned by all the Lie derivatives LK fi1 ,fi2 ,...,fiK h(X)|t=0
2) the bearing of the landmark (β = π − θR +
(i1 , ..., iK = 1, 2, ..., M and the functions fij are defined in
arctan 2(yR , xR ))
(5)).
3) both D and β Furthermore, we denote with dΩ the space spanned by the
4) both D and the absolute robot orientation (θR ). gradients of the elements of Ω.
III. O BSERVABILITY P ROPERTIES In this notation, the observability rank condition can be
expressed in the following way: The dimension of the part
In the previous section we introduced eight different robotic
of the system which is observable at a given X0 is equal to
systems which are defined by the drive system (differential and
the dimension of dΩ.
synchronous) and by one of the four mentioned observations.
We found that the computation becomes significantly easier
In this section we want to investigate for each system the
if, for the robot position, we adopt polar coordinates instead of
observability properties of the parameters characterizing the
cartesian ones. In these coordinates, the robot configuration is
systematic odometry error (δR , δL and δb for the differential
R = [D, χ, θR ]T with xR = D cos χ and yR = D sin χ. The
drive and δv and δω for the synchronous drive). In other words,
dynamics defined in (1) become:
we want to understand in which systems the calibration of

the odometry can be performed. Furthermore, we want to Ḋ = v cos(θR − χ)
investigate the observability properties of the robot configu- ⎢
⎢ χ̇ = v sin(θR − χ) (6)
ration, namely we want to understand when the calibration ⎣ D
can be performed simultaneously with the robot localization θ̇R = ω
(the SLAC problem). In order to answer these questions we
carry out an observability analysis which takes into account In the case the goal is to perform only the calibration (i.e. we
the system nonlinearities. Indeed, the observability analysis are not interested in estimating also the robot configuration)
changes dramatically from linear to nonlinear systems [9]. we can consider the dynamics of D and θ ≡ θR − χ:
First of all, in the nonlinear case, the observability is a local ⎡
Ḋ = v cos θ
property. For this reason, in a nonlinear case the concept ⎣ v (7)
of the local distinguishability property was introduced by θ̇ = ω − sin θ
D
Hermann and Krener [8]. The same authors also introduced
a criterium, the observability rank condition, to verify if a In the rest of this section we carry out the observability
system has this property. This criterion plays a very important analysis separately for the differential and the synchronous
role since in many cases a nonlinear system, whose associated drive.
linearized system is not observable, has however the local A. Differential Drive
distinguishability property. Regarding the localization problem 1) Distance: Let us startby considering the case of the
this was proven in [1] and [2]. Note that it is the distin- observation h(X) = D = x2R + yR 2 . The dynamics of the
guishability property which implies that the system contains system can be characterized through the following equations:
the information to have a bounded estimation error (actually, ⎡
provided that the locality is large enough with respect to the Ḋ = A (v̂R + Bv̂L ) cos θ

sensor accuracy). ⎢ θ̇ = C (v̂ − Bv̂ ) − A (v̂R + Bv̂L ) sin θ (8)
We apply the observability rank condition as introduced by ⎣ R L
D
Hermann and Krener [8] to determine if the systems defined Ȧ = Ḃ = Ċ = 0

44
δR δL 1 δR
where A = 2 , B= δR and C = b δb . By comparing with of the system are characterized by the following equations:
(5) we get: ⎡
Ḋ = A (v̂R + Bv̂L ) cos(θR − χ)
 T ⎢
A ⎢ χ̇ = A (v̂R + Bv̂L ) sin(θ − χ)
f1 = A cos θ, C − sin θ, 0, 0, 0 ⎢ R
D ⎢ D (12)

 T (9) ⎣ θ̇R = C (v̂R − Bv̂L )
AB
f2 = AB cos θ, −BC − sin θ, 0, 0, 0 Ȧ = Ḃ = Ċ = 0
D
By comparing (12) with (5) we get:
By a direct computation it is possible to prove the indepen-  T
dence of the gradients of the following Lie derivatives: L0 h, sin θ
f1 = A cos θ, A , C, 0, 0, 0
L11 h, L12 h, L211 h and L3111 h. This means that the dimension D
of dΩ is 5 and therefore the state [D, θ, A, B, C]T can be  T (13)
sin θ
observed. Hence the system contains the necessary information f2 = AB cos θ, AB , −BC, 0, 0, 0
D
to perform the self-calibration.
By a direct computation it is possible to prove the indepen-
2) Bearing: Let us consider now the case of the bearing
dence of the gradients of the following Lie derivatives: L0 hθR ,
observation (β = π − θ). By defining Da = D A we get from L11 hθR , L12 hθR , L0 hD , L11 hD and L211 hD . This means that the
the equation (8)
dimension of dΩ is 6 and therefore it is possible to perform

Ḋa = (v̂R + Bv̂L ) cos θ SLAC.

⎢ (v̂R + Bv̂L ) B. Synchronous Drive
⎢ θ̇ = C (v̂R − Bv̂L ) − sin θ (10)
⎣ Da We want to derive similar results for the case of a syn-
Ḃ = Ċ = 0 chronous drive. The dynamics is now described by the fol-
lowing differential equations:
The observation β does not provide any information to distin- ⎡
guish A from D. In other words, the best we can hope is that Ḋ = δv v̂ cos θ

the state [Da , θ, B, C]T is observable. ⎢ θ̇ = ω + δω v̂ − δv v̂ sin θ (14)
⎣ D
By comparing (10) with (5) we get:
δ̇v = δ̇ω = 0
 T
sin θ 1) Distance: By comparing (14) with (5) we get:
f1 = cos θ, C − , 0, 0  T
D δv
 T (11) f1 = δv cos θ, δω − sin θ, 0, 0
B D (15)
f2 = B cos θ, −BC − sin θ, 0, 0
D T
f2 = [0, 1, 0, 0]
By a direct computation (as in the previous case) it is By a direct computation it is possible to prove the indepen-
possible to prove the independence of the gradients of the dence of the gradients of the following Lie derivatives: L0 h,
following Lie derivatives: L0 h, L11 h, L12 h and L211 h. This L11 h, L211 h and L212 h. This means that the dimension of dΩ is 4
means that the dimension of dΩ is 4 and therefore the state and therefore the state [D, θ, δv , δω ]T can be observed. Hence,
[Da , θ, B, C]T can be observed. the system contains the necessary information to perform the
3) Bearing and Distance: The system contains the infor- self-calibration.
mation to perform the self-calibration as proven in III-A.1. 2) Bearing: We proceed similarly to the case of the differ-
We want to see if at the same time the robot configuration ential drive. Let us define Dv = δDv . Then, we get from the
[D, χ, θR ]T is observable. In other words, we want to see if equation (14):

it is possible to perform SLAC. We will prove that it is not Ḋv = v̂ cos θ
possible. Indeed, from the equation (6), the vectors field fi ⎢
⎢ v̂
defined in (5) will depend on θR and χ only through the ⎢ θ̇ = ω + δω v̂ − sin θ (16)
⎣ Dv
difference θR − χ. On the other hand, also β depends on
δ̇ω = 0
θR and χ through this difference. Finally, D is independent
of them. This means that all the Lie derivatives will have The observation β does not provide any information to distin-
T
the gradients with the structure [q1 , q2 , q3 , q4 , q5 , q6 ] with guish δv from D. In other words, the best we can hope is that
q2 = −q3 . Therefore, the dimension of dΩ will be less or equal the state [Dv , θ, δω ]T is observable.
than 5. Since the previous derivation was obtained by using By comparing (16) with (5) we get:
(6), which holds both for a differential and a synchronous  T
drive, the result holds for both the drive systems. sin θ
f1 = cos θ, δω − ,0
4) Distance and Absolute Orientation: In this case the Dv (17)
T
observation consists of hD = D and hθR = θR . The dynamics f2 = [0, 1, 0]

45
By a direct computation it is possible to prove the indepen- the estimation. Indeed, depending on the method, we have a
dence of the gradients of the following Lie derivatives: L0 h, well precise characterization for the estimation error. In this
L11 h and L212 h. This means that the dimension of dΩ is 3 and paper we consider the case of the Extended Kalman Filter
therefore the state [Dv , θ, δω ]T can be observed. (EKF ) since it has been widely used in previous works, both
3) Bearing and Distance: As mentioned before, the result for SLAM and SLAC. In this case the characterization of the
obtained in III-A.3 holds both for differential and synchronous estimation error is provided by a covariance matrix P satisfy-
drive. ing the Riccati differential equation [4]. This characterization
4) Distance and Absolute Orientation: In this case the can be adopted in a real implementation (where the system
observation consists of hD = D and hθR = θR . The dynamics is actually time-discrete) since, starting from a discrete-time
of the system are characterized by the following equations: system, it is possible to derive an equivalent continuous-time
⎡ system model as shown in [14]. The structure of the Riccati
Ḋ = δv v̂ cos(θR − χ)
⎢ equation is:
⎢ χ̇ = δv v̂ sin(θ − χ)
⎢ R
⎢ D (18) dP
⎢ = F P + P F T + Q − f P H T R−1 HP (20)
⎣ θ̇R = ω + δω v̂ dt
δ̇v = δ̇ω = 0 where F is the Jacobian of the dynamics with respect to
By comparing (18) with (5) we get: the state to be estimated, Q characterizes the noise in the
 T dynamics, R characterizes the observation error, H is the
δv Jacobian of the observation with respect to the state to be
f1 = δv cos θ, sin θ, δω , 0, 0
D (19) estimated, f is the observation frequency. We remark that for
T all the systems considered in section III the solution of the
f2 = [0, 0, 1, 0, 0]
Riccati differential equation can be obtained only numerically.
By a direct computation it is possible to prove the inde- Once we have a characterization for the estimation error,
pendence of the gradients of the following Lie derivatives: we must specify all the constraints of the problem. These
L0 hθR , L11 hθR , L0 hD , L11 hD and L212 hD . This means that the constraints can be a fixed (or a maximum) length of the
dimension of dΩ is 5 and therefore it is possible to perform trajectory, a fixed (or a maximum) length of time to perform
SLAC. the estimation, a fixed (or a maximum) cost in terms of energy
We summarize the results of this section through the fol- and special requirements on the control input.
lowing theorems. They hold both for the differential and the We remark that for all the systems introduced in section
synchronous drive. III it is not possible to obtain the solution analytically. In the
next subsection we provide an analytical solution for a simpler
Theorem 1 It is possible to self-calibrate the odometry when system consisting of an holonomic vehicle.
the robot is equipped with a sensor able to provide its distance
A. Holonomic Vehicle
from a single landmark in the environment.
In this section we derive an analytical solution to the
Theorem 2 It is possible to partially self-calibrate the odome- problem of finding the best trajectory for the case of a
try when the robot is equipped with a sensor able to provide the holonomic vehicle.
bearing of a single landmark in the environment. In particular, The dynamics are described by the following differential
the calibration can be performed up to a scale factor. equations:

Theorem 3 It is not possible to perform SLAC when the ẋ = δx v̂x
(21)
observation consists of the bearing and the distance of a single ẏ = δy v̂y
landmark in the environment.
where v̂x and v̂y are the control inputs and δx and δy are
Theorem 4 It is possible to perform SLAC when the obser- two parameters which we want to estimate. More precisely,
vation consists of the distance of a single landmark in the we want to perform SLAC (i.e. the simultaneous estimation
environment and the absolute robot orientation. of x, y, δx and δy ) and find the best trajectory (i.e. the best
input v̂x and v̂y ) in order to minimize the error in the two
IV. O PTIMAL T RAJECTORIES FOR S ELF -C ALIBRATION parameters δx and δy . In particular, we require to have the
Once we know that a given system contains the necessary same error in them. The vehicle is equipped with an extero-
information to perform the estimation of a set of parameters, ceptive sensor able to provide the full robot configuration (i.e.
the fundamental question arising is: what is the best choice z = [x, y]T ) at a frequency f . Regarding the error model to
for the control input in order to minimize the error in the characterize this exteroceptive sensor, we assume a Gaussian
estimation of these parameters? model without correlation between the two components (i.e.,
2
In order to answer the previous question it is necessary to R = σobs × I2 ). Furthermore, we assume that the energy cost
specify first of all the method which is adopted to carry out depends quadratically on the vehicle speed (this is a suitable

46

hypothesis for many cases). Finally, the solution has to satisfy 1 + rt rδ Ω̂(t) 
=
the following requirements: rΩ̂(t) − ŵ(t) (1 + rt) 1 + rδ Ω̂2 (t) − ŵ(t)Ω̂(t)
1) The length of time allowed for this estimation has to be
where:
equal to a given value T . Since we assumed a constant 2 σ2
r = f σσ2 , rδ = f σ2δ ,
frequency f for the observations, this means that we fix obs obs

the number of observations.  t


2) The total ŵ(t) = v̂(τ )dτ, (26)

T energy
2 cost2
has to be equal to a fixed value, 0
i.e. λ 0 ẋ + ẏ dt = E, where E is the allowed
energy cost and λ is a parameter which depends on the  t
environment and the vehicle. Ω̂(t) = ŵ(τ )dτ, (27)
0
The structure of the Riccati differential equation (20) as-
and
sociated to this problem is block diagonal. Therefore, its
solution can be obtained by considering separately the x and  t
y dimension and we have to solve twice a simpler problem Ω̂2 (t) = ŵ2 (τ )dτ (28)
0
whose dynamics are described by the following equations:
Our goal is to minimize the error in the estimation of δ at
ξ˙ = δv̂ the final time T , i.e. P22 (T ). This is equivalent to maximize
(22) −1 −1
P22 (T ) or to minimize −P22 (T ). From (24) and (25) we
δ̇ = 0
obtain:
The observation is z = ξ + n where n is a zero mean
2 −1 f 1
Gaussian variable whose variance is σobs . −P22 (T ) = αΩ̂(T )2 − 2 Ω̂2 (T ) − (29)
The initial covariance matrix for the state [ξ, δ]T charac- σobs σδ2
terizing the uncertainty on rδ r
 2  the state at the initial time, is where α = σ2 (1+rT )
. Furthermore, our solution has to
σ 0 δ
P (0) = P0 = . We look for the solution of the satisfy the following constraint:
0 σδ2
Riccati differential equation by setting P = U V −1 (see [4]  T
˙ )2 dτ = E ≡ Eλ
ŵ(τ (30)
for the details). In these new variables the Riccati equation λ
0
becomes:
therefore, by introducing the Lagrange multiplier μ to take
into account (30) and by neglecting the constant term in (29)
U̇ = F U we have to find the extrema of the following functional:
(23a)
V̇ = −F T V + CU
S[ŵ] =
where  
T
  f 2 ˙ )2 dτ − Eλ
0 v̂ − 2 Ω̂2 (T ) + αΩ̂(T ) + μ ŵ(τ
F = (23b) σobs 0
0 0
(31)
and and by neglecting the constant term −μEλ we can consider
 
−2
f σobs 0 the functional S  with the same extrema:
C= (23c)
0 0
S  [ŵ] =
The dynamics described in (22) do not take into account  2
any noise. When this is considered, the structure of (23a)  T  T
f (32)
˙ 2 2
μŵ − 2 ŵ dτ + α ŵdτ
changes. In particular, the first equation in (23a) becomes σobs
0 0
U̇ = F U +QV , where Q characterizes the entity of the noise
in the dynamics (see [4] for more details). In the following we We remark that, apart the last term, this is the action of a
do not consider this term. particle of mass 2μ in a harmonic potential field V = σ2f ŵ2 .
obs
In order to have P (0) = P0 we set the following initial Unfortunately, the last term implies that S  does not satisfy
conditions on U and V : U (0) = P0 and V (0) = I, where I the localization property (i.e. additivity over time, see [7]),
is the identity matrix 2 × 2. so that the Euler-Lagrange differential equations cannot be
The solution of (23) is: directly adopted. However, it is possible to directly compute
 2  the first variation of S  (see [7] for the details)
σ σδ2 ŵ(t)
U= (24) ˙ ) − 2δŵ (0)ŵ(0)
δS  =2δŵ (T )ŵ(T ˙
0 σδ2
 T 
f (33)
+2 ¨
−μŵ − 2 ŵ + αΩT δŵ (τ )dτ
V = (25) 0 σobs

47
where ΩT = Ω(T ) and δŵ (.) is the variation of the input V. C ONCLUSIONS
function. From (26) we have: In this paper we analyzed the problem of on-line self
calibration for autonomous vehicles from a theoretical point
ŵ(0) = 0 (34) of view. We restricted our analysis to the odometry sensors
and we gave an answer to the following two questions:
Therefore, the variation δŵ (0) = 0. On the other hand, since
• does the system contain the necessary information to
it is not fixed the value of w(T ), in order to have δS  = 0 we
perform the self-calibration?
have to impose:
• what is the best trajectory in order to maximize the
accuracy on the calibration?
˙ )=0
ŵ(T (35)
Regarding the first question we considered several mobile
Furthermore, we have to set to zero the integrand in (33) vehicles with differential and synchronous drive. We analyzed
also the case when these systems contain the information to
¨− f perform the simultaneous localization and odometry calibra-
−μŵ 2 ŵ + αΩT = 0 (36) tion (SLAC). Regarding the second question we provided an
σobs
analytical solution for the case of holonomic vehicles.
From (27) we have:
ACKNOWLEDGMENT
 T
This work has been supported by the Swiss National Science
ΩT = ŵ(τ )dτ (37)
0 Foundation No 200020-112152/1. The authors would like also
to thank Antonio Bicchi for helpful discussions.
The differential equation (36) depends on the two unknown
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out by considering all the control speeds satisfying (30). [13] A. Martinelli, D. Scaramuzza and R. Siegwart, Automatic Self-
Regarding the original problem, whose dynamics are de- Calibration of a Vision System during Robot Motion, International
scribed through (21), the solution is obtained by setting the Conference on Robotics and Automation, Orlando, Florida, April 2006.
[14] P.S. Maybeck, Stochastic Models, Estimation and Control, Academic
two
√ directions to the same speed given in (39) but divided by Press, 1979, vol 141-1
2. Indeed, in this case, instead of (30) the energy constraint
regards both the speeds:
 T  
v̂x (τ )2 + v̂y (τ )2 dτ = Eλ (41)
0

48

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