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4 First and Second Order Uncertainty Analysis

  To avoid unnecessarily complicated algebra the comparison between first and second order analysis is developed for a line to line homography. The one-dimensional case illustrates all the ideas involved, and the algebraic expressions are easily interpreted. The generalisation to matrices is straightforward and does not provide any new insights here.

This simpler case is modelled by a homogeneous matrix as described in section  2.1 . Under back-projection an image point x maps as

This non-linear mapping (on inhomogeneous coordinates) can be expanded in a Taylor series. Statistical moments of X , such as the variance, are then computed in terms of the Taylor coefficients and the moments of x [ 3 , ]. It is assumed here that the homography is exact (no errors) and the measurement of the image test point x is subject to Gaussian noise with standard deviation . The Taylor series is developed about the point's mean position denoted as .

First order.

If the Taylor series is truncated to first order in then the mapping is linearised. The variance of X can be shown to be
 

Second order.

Usually only the first order approximation is used for error propagation [ 2 , 4 , 5 , 10 , 11 ]. Here we extend the Taylor expansion to second order so that the approximation involved in truncating to first order can be bounded. It can be shown that to second order in
 
We now define two measures that can be used to assess the error in truncating to first order. The first measures the ratio of the second order to first order terms. Comparing equations ( 3 ) and ( 4 ) this ratio is The second measure, , is obtained from the Lagrange remainder of the Taylor series [ 14 ]. This provides an upper bound on the error if the series is truncated to first order instead of using the complete expansion.

where or , and we compute the worst case of for this bound in the range . is then the ratio of this truncation error to the first order term.

The significance of these measures is that they depend only on the homography matrix elements. Thus, once a matrix has been estimated the need for a second order approximation can be immediately assessed. In typical imaging situations second order terms are not required. For example, if f =8.5 mm , d =5 m , t =1 m , x =50 pixels , , and w varies from to (see figure  1 b) then

w

When is first order exact?

If in equation ( 4 ) then the second order correction is zero. With the homography reduces to an affine transformation. This illustrates the general result that if the homography is affine the first order analysis is exact.

Generally, the H matrix can be decomposed into the product of matrices representing linear (affine) and non linear transformations on inhomogeneous coordinates as: H = A P where

If H is purely an affinity (linear on inhomogeneous coordinates) then P is the identity and the first order theory exact.



Next: 5 The Covariance of Up: A Plane Measuring Device Previous: 3 Computing the plane

Antonio Criminisi
Sun Jul 13 11:42:29 GMT 1997