A Constrained-Optimization based Half-Quadratic Algorithm
for Robustly Fitting Sets of Linearly Parametrized Curves
Abstract
We consider the problem of multiple fitting of linearly parametrized curves, that
arises in many computer vision problems such as road scene analysis. Data extracted from
images usually contain non-Gaussian noise and outliers, which makes classical estimation
methods ineffective. In this paper, we first introduce a family of robust probability density
functions which appears to be well-suited to many real-world problems. Also, such
noise models are suitable for defining continuation heuristics to escape shallow local minima
and their robustness is devised in terms of breakdown point. Second, the usual Iterative
Reweighted Least Squares (IRLS) robust estimator is extended to the problem of robustly estimating
sets of linearly parametrized curves. The resulting, non convex optimization problem
is tackled within a Lagrangian approach, leading to the so-called Simultaneous Robust
Multiple Fitting (SRMF) algorithm, whose global convergence to a local minimum is proved
using results from constrained optimization theory.
Reference
@ARTICLE{jpt-adac08,
author = {Tarel, J.-P. and Ieng, S.-S. and Charbonnier, P.},
title = {A Constrained-Optimization based Half-Quadratic Algorithm for Robustly Fitting Sets of Linearly Parametrized Curves},
journal = {Advances in Data Analysis and Classification},
volume = {2},
number = {3},
year = {2008},
month = dec,
pages = {227--239},
publisher = {Springer},
url = {http://perso.lcpc.fr/tarel.jean-philippe/publis/adac08.html}
}
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