Lucas Kanade Optical Flow, Direction Vector - matlab

I am working on optical flow, and based on the lecture notes here and some samples on the Internet, I wrote this Python code.
All code and sample images are there as well. For small displacements of around 4-5 pixels, the direction of vector calculated seems to be fine, but the magnitude of the vector is too small (that's why I had to multiply u,v by 3 before plotting them).
Is this because of the limitation of the algorithm, or error in the code? The lecture note shared above also says that motion needs to be small "u, v are less than 1 pixel", maybe that's why. What is the reason for this limitation?

#belisarius says "LK uses a first order approximation, and so (u,v) should be ideally << 1, if not, higher order terms dominate the behavior and you are toast. ".

A standard conclusion from the optical flow constraint equation (OFCE, slide 5 of your reference), is that "your motion should be less than a pixel, less higher order terms kill you". While technically true, you can overcome this in practice using larger averaging windows. This requires that you do sane statistics, i.e. not pure least square means, as suggested in the slides. Equally fast computations, and far superior results can be achieved by Tikhonov regularization. This necessitates setting a tuning value(the Tikhonov constant). This can be done as a global constant, or letting it be adjusted to local information in the image (such as the Shi-Tomasi confidence, aka structure tensor determinant).
Note that this does not replace the need for multi-scale approaches in order to deal with larger motions. It may extend the range a bit for what any single scale can deal with.
Implementations, visualizations and code is available in tutorial format here, albeit in Matlab not Python.

Related

Smoothed Particle Hydrodynamics: Weird clustering of particles. Is that normal?

I implemented a rather simple SPH simulation using a cubic-spline-kernel and a simple non-iterative pressure solver as described in this PDF in equation 9. I followed algorithm 1 of that paper (including gravity).
The resulting particle behaviour is certainly fluid-like (with quite some compressibility as is expected from such a simple pressure solver). However as you can see in this screenshot the particles are not evenly spread when in equilibrium, but instead arrange into small clusters of about 3 particle.
Is this normal behaviour ? It appears strange to me, so I wanted to make sure this is either correct or someone would have an idea what could be wrong here.
The screenshot shows the so-called pairing instability, which is one of the most frequent instability problems in SPH computations.
Pairing instability is the consequence of the application of bell-shaped kernel functions with too large smoothing radii. Since polynomial kernel functions of at least third order have an infection point, particles, which are getting too close to each other, experience lower and lower repulsive forces and gradually stick together. This can be overcome by choosing a suitable smoothing radius leading to a rather optimal number of neighbors, which depends on the applied kernel function but usually is around 25 in 2D.
You can read about the pairing instability and other issues of SPH simulations here. Pairing instability is briefly discussed on page 9.

What does Default Solver Iteration Means?

I'm trying to understand Unity Physics engine (PhysX), Can somebody explain that what exactly Default Solver Iterations and Default Solver Velocity Iterations are?
This is from Unity documentation :
Default Solver Iterations: Define how many solver processes Unity runs
on every physics frame. Solvers are small physics engine tasks which
determine a number of physics interactions, such as the movements of
joints or managing contact between overlapping Rigidbody components.
This affects the quality of the solver output and it’s advisable to
change the property in case non-default Time.fixedDeltaTime is used,
or the configuration is extra demanding. Typically, it’s used to
reduce the jitter resulting from joints or contacts.
Please provide some example of how it works and how does increase or decreasing it affects the final result?
I asked this question on Unity Forum and Hyblademin answered it:
In mathematics, an iterative solution method is any algorithm which
approximately solves a system of unknown values like [x1, x2, x3 ...
xn] by repeating a set of steps (iterating). Often, the system of
interest is a set of linear equations exactly like those seen in
algebra class but with a prohibitively high number of unknowns.
Starting with a guess for the solution to each unknown, which could be
based on a similar, known system or could be from a common starting
point like [1, 1, 1 ... 1], a procedure is carried out which gives an
approximate solution which will be closer to the exact values. After
only one iteration, the approximation won't be a very good one unless
the initial guess was already close. But the procedure can be repeated
with the first approximation as the new input, which will give a
closer approximation.
After repeating a few more times, we can expect a reliable
approximation. It still isn't exact, which we could confirm by just
plugging in our answers into our original system and seeing that it
isn't quite right (after simplifying, we would end up with things like
10=10.001 or something to that effect). That said, if the
approximation is close enough for our application, we stop iterating
and use it.
These lecture notes courtesy of a Notre Dame course give a nice
example of this in action using the well-known Jacobi method. Carrying
out an iteration of an iterative method outputs an approximation that
is better than the input because the methods are defined in a way that
causes this to happen, and this is a property called convergence. When
looking at why any given method converges, things get abstract pretty
quickly. I think this is outside the scope of your question,
especially since I don't know what method(s) Unity uses anyway.
When physics is calculated in Unity, we end up with a lot of systems
of equations. We could draw a free-body diagram to show forces and
torques during a collision for a given FixedUpdate in a Unity runtime
to show this. We could try to solve them "directly", which means to
use logical relationships to determine the exact results of the values
(like solving for x in algebra class), but even if the systems are on
the simple side, doing a lot of them will slow the execution to a
crawl. Luckily, iterative, "indirect" methods can be used to get a
pretty good approximation at a fraction of the computing cost.
Increasing the number of iterations will lead to more precise
approximate solutions. There is a point where increasing the number of
iterations gives an increase in precision that is not at all worth the
processing overhead of doing another iteration. But the number of
iterations for this point depends on what you need your project to do.
Sometimes a given arrangement of physics objects will result in jitter
with the default settings that might be improved with more solver
iterations, which is mentioned in the manual entry. There isn't a
great way to determine if changing solver iteration counts will
improve behavior or performance in the way that you need, except for
just trial and error (use the Profiler for a more-objective indication
of performance impact).
https://forum.unity.com/threads/what-does-default-solver-iteration-means.673912/#post-4512004

3rd-order rate limiter in Simulink? How to generate smooth triggered signals?

First for those, who are not familiar with Simulink, there is a imaginable outside-Simulink partial solution:
I need to create a vector satisfying the following conditions:
known initial value a1
known final value a2
it has a pre-defined step size, but the length is not pre-determined
the first derivative over the whole range is limited to v_max resp. -v_max
the second derivative over the whole range is limited to a_max resp. -a_max
the third derivative over the whole range is limited to j_max resp. -j_max
at the first and the final point all derivatives are zero.
Before you ask "what have you tried so far", I just had the idea to solve it outside Simulink and I tried the whole stuff below ;)
But maybe you guys have a good idea, while I keep working on my own solution.
I'd like to generate smooth ramp signals (3rd derivative limited) based on a trigger signal in Simulink.
To get a triggered step I created a triggered subsystem propagating the trigger output. It looks like that:
But I actually don't want a step, I need a very smooth ramp with limited derivatives up to the 3rd order. The math behind is:
displacement: x
speed: v = x'
acceleration: a = v' = x''
jerk: j = a' = v'' = x'''
(If this looks familiar to you, I once had a very similar question. I thought about a bounty on it, but after the necessary edit of the question both answers would have been invalid)
As there are just rate limiters of 1st order, I used two derivates and a double integration to resolve my problem. But there is a mayor drawback, I can not ignore anymore. For the sake of illustration I chose a relatively big step size of 0.1.
The complete minimal example (Fixed Step, stepsize: 0.1, ode4): Download here
It can be seen, that the signal not even reaches the intended step height of 10 and furthermore is not constant at the end.
Over the development process of my whole model, this approach was satisfactory enough for small step sizes. But I reached the point where I really need the smooth ramp as intended. That means I need a finally constant signal at exactly the value, specified by the step height gain.
I already spent days to resolve the problem, and hope to fine some help here now.
Some of my ideas:
dynamically increase the step height over the actual desired value and saturate the final output. If the rate limits,step height and the simulation step size wouldn't be flexible one could probably find a satisfying solution. But as everything has to be flexible, there are too much cases where the acceleration and jerk limit is violated.
I tried to use the Matlab function block and write my own 3rd order rate limiter. Though it seems possible for me for the trigger moment, I have no solution how to smooth the "deceleration" at the end of the ramp. Also I'd need C-compilers, which would make it hard to use my model on other systems without problems. (At least I think so.)
The solver can not be changed siginificantly (either ode3 or ode4) and a fixed step size is mandatory (0.00001 to 0.01).
Currently used, not really useful approach:
For a dynamic amplification of 1.07 I get the following output (all values normalised on their limits):
Though the displacement looks nice, the violation of the acceleration limit is very harmful.
For a dynamic amplification of 1.05 I get the following output (all values normalised on their limits):
The acceleration stays in its boundaries, but the displacement does not reach the intended value. (not really clear in the picture) The jerk is still to big. (I could live with that, but it's not nice)
So it appears to me that a inside-Simulink solutions is far from reality. Any ideas how to create a well-behaving custom function block?
Simulation step size, step height, and the rate limits are known before the simulation starts. (But I have a lot of these triggered smooth ramps in a row, it should feed a event-discrete control). So I could imagine to create the whole smooth ramp outside simulink and save it as a timeseries object and append it on the current signal when the trigger is activated.
The problems you see are because the difference is not conditioned very well.
Taking the difference amplifies the numerical that exists in your simulation.
Also the jerk will always be large if you try to apply an actual step.
I guess for your approach it would be better to work the other way around:
i.e. make a jerk, acceleration and velocity with which your step is achieved.
I think your looking for something like the ref3 block:
http://www.dct.tue.nl/home_of_ref3.htm
Note the disclaimer on the site and that it is a little cumbersome to use.
An easy (yet to be improved) way is to use a rate limiter and then a state space model with a filter. From the filter you get the velocity, which in turn you can apply a rate limiter to. You continue with rate-limiter and filters until you have the desired curve.
Otherwise you can come up with numerical rate-limiters of higher order using ie runge kutta formulas or finite differences. However it was pointed out, that they may suffer from bad conditioning.
What I usually do is to use one rate limiter and a filter of 3rd Order and just tune the time constant (1 tripple pole), such that my needs are met. This works well, esp
Integrator chains of length > 1 are unstable!
There is a huge field of research dealing with trajectory planning. The easiest way might be to use FIR filters (Biagotti et al) or to implement an online trajectory planner (Ezair et al 2014 / Knierim et al 2012).

particle swarm optimization inertia factor

i am reading in soft computing algorithms ,currently in "Particle Swarm Optimization ",i understand the technique in general but ,i stopped at mathematical or physics part which i can't imagine or understand how it works or how it affect the flying,that part is the first part in the equation which update the velocity which is called the "Inertia Factor"
the complete update velocity equation is :
i read in one article in section 2.3 "Ineteria Factor" that:
"This variation of the algorithm aims to balance two possible PSO tendencies (de-
pendent on parameterization) of either exploiting areas around known solutions
or explore new areas of the search space. To do so this variation focuses on the
momentum component of the particles' velocity equation 2. Notice that if you
remove this component the movement of the particle has no memory of the pre-
vious direction of movement and it will always explore close to a found solution.
On the other hand if the velocity component is used, or even multiplied by a w
(inertial weight, balances the importance of the momentum component) factor
the particle will tend to explore new areas of the search space since it cannot
easily change its velocity towards the best solutions. It must rst \counteract"
the momentum previously gained, in doing so it enables the exploration of new
areas with the time \spend counteracting" the previous momentum. This vari-
ation is achieved by multiplying the previous velocity component with a weight
value, w."
the full pdf at: https://www.google.com.eg/url?sa=t&rct=j&q=&esrc=s&source=web&cd=1&cad=rja&ved=0CDIQFjAA&url=http%3A%2F%2Fweb.ist.utl.pt%2F~gdgp%2FVA%2Fdata%2Fpso.pdf&ei=0HwrUaHBOYrItQbwwIDoDw&usg=AFQjCNH8vChXHXWz_ydHxJKAY0cUa94n-g
but i can't also imagine how physicaly or numerically this is happend and how this factor affect going from exploration level to exploitative level ,so need a numerical example to see how it's work and imagine how it's work.
also ,in Genetic Algorithm there's a schema theorem which is a proof of GA success of finding optimum solution,is there's such athoerm for PSO.
It's not easy to explain PSO using mathematics (see Wikipedia article for example).
But you can think like this: the equation has 3 parts:
particle speed = inertia + local memory + global memory
So you control the 'importance' of these components by varying the coefficientes in each part.
There's no analytical way to see this, unless you make the stocastic part constant and ignore things like particle-particle interation.
Exploit: take advantage of the best know solutions (local and global).
Explore: search in new directions, but don't ignore the best know solutions.
In a nutshell, you can control how much importance to give for the particle current speed (inertia), the particle memory of the best know solution, and the particle memory of the swarm best know solution.
I hope it can help you!
Br's
Inertia was not the part of the original PSO algorithm introduced by Kennedy and Eberhart in 1995. It's been three years until Shi and Eberhart published this extension and showed (to some extent) that it works better.
One can set that value to a constant (supposedly [0.8 to 1.2] is best).
However, the point of the parameter is to balance exploitation and exploration of space, and
authors got best results when they defined the parameter with a linear function, that decreases over time from [1.4 to 0].
Their rationale was that first one should exploit solutions to find a good seed and later exploit area around the seed.
My feeling about it is that the closer you are to 0, the more chaotic turns particles make.
For a detailed answer refer to Shi, Eberhart 1998 - "A modified Particle Swarm Optimizer".
Inertia controls the influence of the previous velocity.
When high, cognitive and social components are less relevant. (particle keeps going its way, exploring new portions of the space)
When low, particle explores better the space where the best-so-far optimum has been found
Inertia can change over time: Start high, later decrease

Linear regression, with limits

I have a set of points, (x, y), where each y has an error range y.low to y.high. Assume a linear regression is appropriate (in some cases the data may originally have followed a power law, but has been transformed [log, log] to be linear).
Calculating a best fit line is easy, but I need to make sure the line stays within the error range for every point. If the regressed line goes outside the ranges, and I simply push it up or down to stay between, is this the best fit available, or might the slope need changed as well?
I realize that in some cases, a lower bound of 1 point and an upper bound of another point may require a different slope, in which case presumably just touching those 2 bounds is the best fit.
The constrained problem as stated can have both a different intercept and a different slope compared to the unconstrained problem.
Consider the following example (the solid line shows the OLS fit):
Now if you imagine very tight [y.low; y.high] bounds around the first two points and extremely loose bounds over the last one. The constrained fit would be close to the dotted line. Clearly, the two fits have different slopes and different intercepts.
Your problem is essentially the least squares with linear inequality constraints. The relevant algorithms are treated, for example, in "Solving least squares problems" by Charles L. Lawson and Richard J. Hanson.
Here is a direct link to the relevant chapter (I hope the link works). Your problem can be trivially transformed to Problem LSI (by multiplying your y.high constraints by -1).
As far as coding this up, I'd suggest taking a look at LAPACK: there may already be a function there that solves this problem (I haven't checked).
I know MATLAB has an optimization library that can do constrained SQP (sequential quadratic programming) and also lots of other methods for solving quadratic minimization problems with inequality constraints. The cost function you want to minimize will be the sum of the squared errors between your fit and the data. The constraints are those you mentioned. I'm sure there are free libraries that do the same thing too.