Direct Estimation of Motion and Extended Scene Structure from a Moving Stereo Rig

We describe a new method for motion estimation and 3D reconstruction from stereo image sequences obtained by a stereo rig moving through a rigid world. We show that given two stereo pairs one can compute the motion of the stereo rig directly from the image derivatives (spatial and temporal). Correspondences are not required. One can then use the images from both pairs combined to compute a dense depth map. The motion estimates between stereo pairs enable us to combine depth maps from all the pairs in the sequence to form an extended scene reconstruction and we show results from a real image sequence. The motion computation is a linear least squares computation using all the pixels in the image. Areas with little or no contrast are implicitly weighted less so one does not have to explicitly apply a confidence measure.

An Analog VLSI Chip for Estimating the Focus of Expansion

For applications involving the control of moving vehicles, the recovery of relative motion between a camera and its environment is of high utility. This thesis describes the design and testing of a real-time analog VLSI chip which estimates the focus of expansion (FOE) from measured time-varying images. Our approach assumes a camera moving through a fixed world with translational velocity; the FOE is the projection of the translation vector onto the image plane. This location is the point towards which the camera is moving, and other points appear to be expanding outward from. By way of the camera imaging parameters, the location of the FOE gives the direction of 3-D translation. The algorithm we use for estimating the FOE minimizes the sum of squares of the differences at every pixel between the observed time variation of brightness and the predicted variation given the assumed position of the FOE. This minimization is not straightforward, because the relationship between the brightness derivatives depends on the unknown distance to the surface being imaged. However, image points where brightness is instantaneously constant play a critical role. Ideally, the FOE would be at the intersection of the tangents to the iso-brightness contours at these "stationary" points. In practice, brightness derivatives are hard to estimate accurately given that the image is quite noisy. Reliable results can nevertheless be obtained if the image contains many stationary points and the point is found that minimizes the sum of squares of the perpendicular distances from the tangents at the stationary points. The FOE chip calculates the gradient of this least-squares minimization sum, and the estimation is performed by closing a feedback loop around it. The chip has been implemented using an embedded CCD imager for image acquisition and a row-parallel processing scheme. A 64 x 64 version was fabricated in a 2um CCD/ BiCMOS process through MOSIS with a design goal of 200 mW of on-chip power, a top frame rate of 1000 frames/second, and a basic accuracy of 5%. A complete experimental system which estimates the FOE in real time using real motion and image scenes is demonstrated.

Template Matching: Matched Spatial Filters and Beyond

Template matching by means of cross-correlation is common practice in pattern recognition. However, its sensitivity to deformations of the pattern and the broad and unsharp peaks it produces are significant drawbacks. This paper reviews some results on how these shortcomings can be removed. Several techniques (Matched Spatial Filters, Synthetic Discriminant Functions, Principal Components Projections and Reconstruction Residuals) are reviewed and compared on a common task: locating eyes in a database of faces. New variants are also proposed and compared: least squares Discriminant Functions and the combined use of projections on eigenfunctions and the corresponding reconstruction residuals. Finally, approximation networks are introduced in an attempt to improve filter design by the introduction of nonlinearity.

A Nonparametric Approach to Pricing and Hedging Derivative Securities via Learning Networks

We propose a nonparametric method for estimating derivative financial asset pricing formulae using learning networks. To demonstrate feasibility, we first simulate Black-Scholes option prices and show that learning networks can recover the Black-Scholes formula from a two-year training set of daily options prices, and that the resulting network formula can be used successfully to both price and delta-hedge options out-of-sample. For comparison, we estimate models using four popular methods: ordinary least squares, radial basis functions, multilayer perceptrons, and projection pursuit. To illustrate practical relevance, we also apply our approach to S&P 500 futures options data from 1987 to 1991.