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Deep Fundamental Matrix Estimation

  • René RanftlEmail author
  • Vladlen Koltun
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 11205)

Abstract

We present an approach to robust estimation of fundamental matrices from noisy data contaminated by outliers. The problem is cast as a series of weighted homogeneous least-squares problems, where robust weights are estimated using deep networks. The presented formulation acts directly on putative correspondences and thus fits into standard 3D vision pipelines that perform feature extraction, matching, and model fitting. The approach can be trained end-to-end and yields computationally efficient robust estimators. Our experiments indicate that the presented approach is able to train robust estimators that outperform classic approaches on real data by a significant margin.

Supplementary material

474172_1_En_18_MOESM1_ESM.pdf (2 mb)
Supplementary material 1 (pdf 2088 KB)

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Copyright information

© Springer Nature Switzerland AG 2018

Authors and Affiliations

  1. 1.Intel LabsMunichGermany

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