假设优化函数为:
真实值:a=1,b=2,c=1;
#include <iostream>
#include <opencv2/core/core.hpp>
#include <ceres/ceres.h>
#include <chrono>
using namespace std;
// 代价函数的计算模型
struct CURVE_FITTING_COST
{
CURVE_FITTING_COST ( double x, double y ) : _x ( x ), _y ( y ) {}
// 残差的计算
template <typename T>
bool operator() (
const T* const abc, // 模型参数,有3维
T* residual ) const // 残差
{
if(T(_x)<T(1)&&T(_x)>=T(0))
residual[0] = T ( _y ) - ceres::exp ( abc[0]*T ( _x ) *T ( _x ) + abc[1]*T ( _x ) + abc[2] ); // y-exp(ax^2+bx+c)
if(T(_x)>=T(1)&&T(_x)<T(2))
residual[0] = T ( _y ) - ( abc[0]*T ( _x ) *T ( _x ) + abc[1]*T ( _x ) + abc[2] ); // y-(ax^2+bx+c)
return true;
}
const double _x, _y; // x,y数据
};
int main ( int argc, char** argv )
{
double a=1.0, b=2.0, c=1.0; // 真实参数值
int N=100; // 数据点
double w_sigma=1.0; // 噪声Sigma值
cv::RNG rng; // OpenCV随机数产生器
double abc[3] = {0,0,0}; // abc参数的估计值
vector<double> x_data, y_data; // 数据
cout<<"generating data: "<<endl;
for ( int i=0; i<N; i++ )
{
double x = i/100.0;
x_data.push_back ( x );
y_data.push_back (
exp ( a*x*x + b*x + c ) + rng.gaussian ( w_sigma )
);
cout<<x_data[i]<<" "<<y_data[i]<<endl;
}
for ( int i=N; i<2*N; i++ )
{
double x = i/100.0;
x_data.push_back ( x );
y_data.push_back (
a*x*x + b*x + c + rng.gaussian ( w_sigma )
);
cout<<x_data[i]<<" "<<y_data[i]<<endl;
}
// 构建最小二乘问题
ceres::Problem problem;
for ( int i=0; i<2*N; i++ )
{
problem.AddResidualBlock ( // 向问题中添加误差项
// 使用自动求导,模板参数:误差类型,输出维度,输入维度,维数要与前面struct中一致
new ceres::AutoDiffCostFunction<CURVE_FITTING_COST, 1, 3> (
new CURVE_FITTING_COST ( x_data[i], y_data[i] )
),
nullptr, // 核函数,这里不使用,为空
abc // 待估计参数
);
}
// 配置求解器
ceres::Solver::Options options; // 这里有很多配置项可以填
options.linear_solver_type = ceres::DENSE_QR; // 增量方程如何求解
options.minimizer_progress_to_stdout = true; // 输出到cout
ceres::Solver::Summary summary; // 优化信息
chrono::steady_clock::time_point t1 = chrono::steady_clock::now();
ceres::Solve ( options, &problem, &summary ); // 开始优化
chrono::steady_clock::time_point t2 = chrono::steady_clock::now();
chrono::duration<double> time_used = chrono::duration_cast<chrono::duration<double>>( t2-t1 );
cout<<"solve time cost = "<<time_used.count()<<" seconds. "<<endl;
// 输出结果
cout<<summary.BriefReport() <<endl;
cout<<"estimated a,b,c = ";
for ( auto a:abc ) cout<<a<<" ";
cout<<endl;
return 0;
}
结果如下:
estimated a,b,c = 0.954171 2.0839 0.971109
效果: