Improved RANSAC performance using simple, iterative minimal-set solvers
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RANSAC is a popular technique for estimating model parameters in the presence of outliers. The best speed is achieved when the minimum possible number of points is used to estimate hypotheses for the model. Many useful problems can be represented using polynomial constraints (for instance, the determinant of a fundamental matrix must be zero) and so have a number of solutions which are consistent with a minimal set. A considerable amount of effort has been expended on finding the constraints of such problems, and these often require the solution of systems of polynomial equations. We show that better performance can be achieved by using a simple optimization based approach on minimal sets. For a given minimal set, the optimization approach is not guaranteed to converge to the correct solution. However, when used within RANSAC the greater speed and numerical stability results in better performance overall, and much simpler algorithms. We also show that by selecting more than the minimal number of points and using robust optimization can yield better results for very noisy by reducing the number of trials required. The increased speed of our method demonstrated with experiments on essential matrix estimation.
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