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On the Fitting of Surfaces to Data with Covariances
November 2000 (vol. 22 no. 11)
pp. 1294-1303

Abstract—We consider the problem of estimating parameters of a model described by an equation of special form. Specific models arise in the analysis of a wide class of computer vision problems, including conic fitting and estimation of the fundamental matrix. We assume that noisy data are accompanied by (known) covariance matrices characterizing the uncertainty of the measurements. A cost function is first obtained by considering a maximum-likelihood formulation and applying certain necessary approximations that render the problem tractable. A novel, Newton-like iterative scheme is then generated for determining a minimizer of the cost function. Unlike alternative approaches such as Sampson's method or the renormalization technique, the new scheme has as its theoretical limit the minimizer of the cost function. Furthermore, the scheme is simply expressed, efficient, and unsurpassed as a general technique in our testing. An important feature of the method is that it can serve as a basis for conducting theoretical comparison of various estimation approaches.

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Index Terms:
Statistical methods, surface fitting, parameter estimation, covariance matrix, maximum-likelihood, renormalization, conic fitting, fundamental matrix.
Citation:
Wojciech Chojnacki, Michael J. Brooks, Anton van den Hengel, Darren Gawley, "On the Fitting of Surfaces to Data with Covariances," IEEE Transactions on Pattern Analysis and Machine Intelligence, vol. 22, no. 11, pp. 1294-1303, Nov. 2000, doi:10.1109/34.888714
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