Marginal Covariance computation

[Ankit Kumar]

Hi,

I'm trying to track down exactly how the marginal covariances are computed in GTSAM. Is there any good tutorial on the math behind this? And how does it compare to what e.g Ceres computes for the covariances, which is just (J'J)-1 where J is the jacobian of the overall function at the given solution?

Thanks.

[Alessandro Fornasier]

Hi, I’m also interested to this question, more detailed, whith GTSAM we can get the marginal covariances which if i understood well are just the diagonal block of the whole covariance matrix (J’W^-1J)^-1, is there any way to obtain the whole covariance matrix ?

Thanks.

[Frank Dellaert]

The Marginals class computes covariances very efficiently. Paper perhaps to follow.