Closed-form solution to mobile location using robust objective function

Author(s):  
J.Y. Huang ◽  
Q. Wan
2021 ◽  
Vol 13 (18) ◽  
pp. 3571
Author(s):  
Yongbo Wang ◽  
Nanshan Zheng ◽  
Zhengfu Bian ◽  
Hua Zhang

Due to the high complexity of geo-spatial entities and the limited field of view of LiDAR equipment, pairwise registration is a necessary step for integrating point clouds from neighbouring LiDAR stations. Considering that accurate extraction of point features is often difficult without the use of man-made reflectors, and the initial approximate values for the unknown transformation parameters must be estimated in advance to ensure the correct operation of those iterative methods, a closed-form solution to linear feature-based registration of point clouds is proposed in this study. Plücker coordinates are used to represent the linear features in three-dimensional space, whereas dual quaternions are employed to represent the spatial transformation. Based on the theory of least squares, an error norm (objective function) is first constructed by assuming that each pair of corresponding linear features is equivalent after registration. Then, by applying the extreme value analysis to the objective function, detailed derivations of the closed-form solution to the proposed linear feature-based registration method are given step by step. Finally, experimental tests are conducted on a real dataset. The derived experimental result demonstrates the feasibility of the proposed solution: By using eigenvalue decomposition to replace the linearization of the objective function, the proposed solution does not require any initial estimates of the unknown transformation parameters, which assures the stability of the registration method.


2013 ◽  
Vol 40 (2) ◽  
pp. 106-114
Author(s):  
J. Venetis ◽  
Aimilios (Preferred name Emilios) Sideridis

2021 ◽  
Vol 10 (7) ◽  
pp. 435
Author(s):  
Yongbo Wang ◽  
Nanshan Zheng ◽  
Zhengfu Bian

Since pairwise registration is a necessary step for the seamless fusion of point clouds from neighboring stations, a closed-form solution to planar feature-based registration of LiDAR (Light Detection and Ranging) point clouds is proposed in this paper. Based on the Plücker coordinate-based representation of linear features in three-dimensional space, a quad tuple-based representation of planar features is introduced, which makes it possible to directly determine the difference between any two planar features. Dual quaternions are employed to represent spatial transformation and operations between dual quaternions and the quad tuple-based representation of planar features are given, with which an error norm is constructed. Based on L2-norm-minimization, detailed derivations of the proposed solution are explained step by step. Two experiments were designed in which simulated data and real data were both used to verify the correctness and the feasibility of the proposed solution. With the simulated data, the calculated registration results were consistent with the pre-established parameters, which verifies the correctness of the presented solution. With the real data, the calculated registration results were consistent with the results calculated by iterative methods. Conclusions can be drawn from the two experiments: (1) The proposed solution does not require any initial estimates of the unknown parameters in advance, which assures the stability and robustness of the solution; (2) Using dual quaternions to represent spatial transformation greatly reduces the additional constraints in the estimation process.


Author(s):  
Puneet Pasricha ◽  
Anubha Goel

This article derives a closed-form pricing formula for the European exchange option in a stochastic volatility framework. Firstly, with the Feynman–Kac theorem's application, we obtain a relation between the price of the European exchange option and a European vanilla call option with unit strike price under a doubly stochastic volatility model. Then, we obtain the closed-form solution for the vanilla option using the characteristic function. A key distinguishing feature of the proposed simplified approach is that it does not require a change of numeraire in contrast with the usual methods to price exchange options. Finally, through numerical experiments, the accuracy of the newly derived formula is verified by comparing with the results obtained using Monte Carlo simulations.


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