有一系列的数据点 {xi,yi}<script id="MathJax-Element-1" type="math/tex">\{x_i, y_i\}</script>。我们知道这些数据点近似的落在一个圆上。依据这些数据预计这个圆的參数就是一个非常有意义的问题。今天就来讲讲怎样来做圆的拟合。圆拟合的方法有非常多种,最小二乘法属于比較简单的一种。
今天就先将这样的。
我们知道圆方程能够写为:
(x−xc)2+(y−yc)2=R2
<script id="MathJax-Element-2" type="math/tex; mode=display">(x - x_c)^2 + (y - y_c)^2 = R^2</script>
通常的最小二乘拟合要求距离的平方和最小。也就是
f=∑((xi−xc)2+(yi−yc)2−−−−−−−−−−−−−−−−−−√−R)2
<script id="MathJax-Element-3" type="math/tex; mode=display">
f =\sum \left (\sqrt{(x_i - x_c)^2 + (y_i - y_c)^2} - R\right )^2
</script>
最小。
这个算起来会非常麻烦。
也得不到解析解。
所以我们退而求其次。
f=∑((xi−xc)2+(yi−yc)2−R2)2
<script id="MathJax-Element-4" type="math/tex; mode=display">
f = \sum \left((x_i - x_c)^2 + (y_i - y_c)^2 - R^2\right )^2
</script>
这个式子要简单的多。我们定义一个辅助函数:
g(x,y)=(x−xc)2+(y−yc)2−R2
<script id="MathJax-Element-5" type="math/tex; mode=display">
g(x, y) = (x - x_c)^2 + (y - y_c)^2 - R^2
</script>
那么上面的式子能够表示为:
f=∑g(xi,yi)2
<script id="MathJax-Element-6" type="math/tex; mode=display">
f = \sum g(x_i, y_i)^2
</script>
依照最小二乘法的通常的步骤,可知f<script id="MathJax-Element-7" type="math/tex">f</script> 取极值时相应以下的条件。
∂f∂xc=0∂f∂yc=0∂f∂R=0
<script id="MathJax-Element-8" type="math/tex; mode=display">
\begin{align}
\frac{\partial f}{\partial x_c} = 0 \\
\frac{\partial f}{\partial y_c} = 0 \\
\frac{\partial f}{\partial R} = 0
\end{align}
</script>
先来化简 ∂f∂R=0<script id="MathJax-Element-9" type="math/tex">\frac{\partial f}{\partial R} = 0</script>
∂f∂R=−2R×∑((xi−xc)2+(yi−yc)2−R2)=−2R×∑g(xi,yi)=0
<script id="MathJax-Element-10" type="math/tex; mode=display">
\begin{split}
\frac{\partial f}{\partial R} &= -2R \times \sum \left({(x_i - x_c)^2 + (y_i - y_c)^2} - R^2\right) \\
&= -2 R \times\sum g(x_i, y_i)= 0
\end{split}
</script>
我们知道半径 R<script id="MathJax-Element-11" type="math/tex">R</script> 是不能为 0 的。所以必定有:
∑g(xi,yi)=0
<script id="MathJax-Element-12" type="math/tex; mode=display">
\sum g(x_i, y_i)= 0
</script>
这是个非常实用的结论。剩下的两个式子:
∂f∂xc=−4∑((xi−xc)2+(yi−yc)2−R2)(xi−xc)=−4∑g(xi,yi)(xi−xc)=−4∑xig(xi,yi)=0∂f∂yc=−4∑((xi−xc)2+(yi−yc)2−R2)(yi−yc)=−4∑g(xi,yi)(yi−yc)=−4∑yig(xi,yi)=0
<script id="MathJax-Element-13" type="math/tex; mode=display">
\begin{gather}
\begin{split}
\frac{\partial f}{\partial x_c} &= -4 \sum \left({(x_i - x_c)^2 + (y_i - y_c)^2} - R^2\right) (x_i - x_c) \\
&=-4 \sum g(x_i, y_i) (x_i - x_c) \\
&= -4 \sum x_i g(x_i, y_i) = 0
\end{split}\\
\begin{split}
\frac{\partial f}{\partial y_c} &= -4 \sum \left({(x_i - x_c)^2 + (y_i - y_c)^2} - R^2\right) (y_i - y_c) \\
&= -4 \sum g(x_i, y_i) (y_i - y_c) \\
&= -4 \sum y_i g(x_i, y_i) = 0
\end{split}
\end{gather}
</script>
也就是以下两个等式:
∑xig(xi,yi)=0∑yig(xi,yi)=0
<script id="MathJax-Element-14" type="math/tex; mode=display">
\begin{gather}
\sum x_i g(x_i, y_i) = 0\\
\sum y_i g(x_i, y_i) = 0
\end{gather}
</script>
这里设:
ui=xi−x¯uc=xc−x¯vi=yi−y¯vc=yc−y¯
<script id="MathJax-Element-15" type="math/tex; mode=display">
u_i = x_i - \bar x\\
u_c = x_c - \bar x\\
v_i = y_i - \bar y\\
v_c = y_c - \bar y
</script>
当中:
x¯=∑xi/Ny¯=∑yi/N
<script id="MathJax-Element-16" type="math/tex; mode=display">
\bar x = \sum x_i / N\\
\bar y = \sum y_i /N
</script>
那么简单的推导一下,就会发现:
∑uig(ui,vi)=0∑vig(ui,vi)=0
<script id="MathJax-Element-17" type="math/tex; mode=display">
\begin{gather}
\sum u_i g(u_i, v_i) = 0\\
\sum v_i g(u_i, v_i) = 0
\end{gather}
</script>
事实上都不须要推导,这个变量替换仅仅只是是改动了坐标原点的位置。而我们的等式根本就与坐标原点的详细位置无关。
所以必定成立。
这两个式子展开写是这样的:
∑((ui−uc)2+(vi−vc)2−R2)ui=0∑((ui−uc)2+(vi−vc)2−R2)vi=0
<script id="MathJax-Element-18" type="math/tex; mode=display">
\sum \left({(u_i - u_c)^2 + (v_i - v_c)^2} - R^2\right) u_i = 0\\
\sum \left({(u_i - u_c)^2 + (v_i - v_c)^2} - R^2\right) v_i = 0
</script>
进一步展开:
∑(u3i−2u2iuc+uiu2c+uiv2i−2uivivc+uiv2c−uiR2)=0∑(u2ivi−2uiviuc+viu2c+v3i−2v2ivc+viv2c−viR2)=0
<script id="MathJax-Element-19" type="math/tex; mode=display">
\sum \left({u_i ^3 - 2 u_i^2 u_c + u_i u_c ^2 + u_i v_i^2 - 2 u_i v_i v_c + u_i v_c^2} - u_i R^2 \right) = 0\\
\sum \left({u_i ^2 v_i - 2 u_i v_i u_c + v_i u_c ^2 + v_i^3 - 2 v_i^2 v_c + v_i v_c^2} - v_i R^2 \right) = 0
</script>
我们知道 ∑ui=0<script id="MathJax-Element-20" type="math/tex"> \sum u_i = 0</script>, ∑vi=0<script id="MathJax-Element-21" type="math/tex">\sum v_i = 0</script>。所以上面两个式子是能够化简的。
∑(u3i−2u2iuc+uiv2i−2uivivc)=0∑(u2ivi−2uiviuc+v3i−2v2ivc)=0
<script id="MathJax-Element-22" type="math/tex; mode=display">
\sum \left({u_i ^3 - 2 u_i^2 u_c + u_i v_i^2 - 2 u_i v_i v_c} \right) = 0\\
\sum \left({u_i ^2 v_i - 2 u_i v_i u_c + v_i^3 - 2 v_i^2 v_c} \right) = 0
</script>
为了简化式子,我们定义几个參数:
Suuu=∑u3iSvvv=∑v3iSuu=∑u2iSvv=∑v2iSuv=∑uiviSuuv=∑u2iviSuvv=∑uiv2i
<script id="MathJax-Element-23" type="math/tex; mode=display">
S_{uuu} = \sum {u_i ^3} \\
S_{vvv} = \sum {v_i ^3} \\
S_{uu} = \sum {u_i ^2} \\
S_{vv} = \sum {v_i ^2} \\
S_{uv} = \sum {u_i v_i} \\
S_{uuv} = \sum {u_i^2 v_i} \\
S_{uvv} = \sum {u_i v_i ^2} </script>
那么上面的式子能够写为:
Suuuc+Suvvc=Suuu+Suvv2Suvuc+Svvvc=Suuv+Svvv2
<script id="MathJax-Element-24" type="math/tex; mode=display">
S_{uu} u_c + S_{uv}v_c = \frac{S_{uuu} +S_{uvv}}{2} \\
S_{uv} u_c + S_{vv} v_c =\frac{S_{uuv} + S_{vvv}} {2}
</script>
至此,就能够解出uc<script id="MathJax-Element-25" type="math/tex">u_c</script> 和vc<script id="MathJax-Element-26" type="math/tex">v_c</script> 了。
uc=SuuvSuv−SuuuSvv−SuvvSvv+SuvSvvv2(S2uv−SuuSvv)vc=−SuuSuuv+SuuuSuv+SuvSuvv−SuuSvvv2(S2uv−SuuSvv)
<script id="MathJax-Element-27" type="math/tex; mode=display">
u_c = \frac{S_{uuv} S_{uv} - S_{uuu} S_{vv} - S_{uvv} S_{vv} + S_{uv} S_{vvv}}{2 (S_{uv}^2 - S_{uu} S_{vv})} \\
v_c = \frac{-S_{uu} S_{uuv} + S_{uuu} S_{uv} + S_{uv} S_{uvv} - S_{uu} S_{vvv}} {2 (S_{uv}^2 - S_{uu} S_{vv})}
</script>
那么:
xc=uc+x¯yc=vc+y¯
<script id="MathJax-Element-28" type="math/tex; mode=display">
x_c = u_c + \bar x\\
y_c = v_c + \bar y
</script>
还剩下个 R<script id="MathJax-Element-29" type="math/tex">R</script> 没求出来。 也非常easy。
∑g(xi,yi)=0∑((xi−xc)2+(yi−yc)2−R2)=0
<script id="MathJax-Element-30" type="math/tex; mode=display">
\sum g(x_i, y_i) = 0 \\
\sum \left((x_i - x_c)^2 + (y_i - y_c)^2 - R^2\right) = 0
</script>
所以:
R2=∑((xi−xc)2+(yi−yc)2)
<script id="MathJax-Element-31" type="math/tex; mode=display">
R^2 = \sum {\left((x_i - x_c)^2 + (y_i - y_c)^2\right)}
</script>
好了。
以下给出个代码,这个代码的详细公式和我这里给出的有一点小差异。可是原理是同样的。
* 版权归 jingxing, 我仅仅是搬运工外加一些简单的改动工作。
*/
typedef complex<int> POINT;
bool circleLeastFit(const std::vector<POINT> &points, double ¢er_x, double ¢er_y, double &radius)
{
center_x = 0.0f;
center_y = 0.0f;
radius = 0.0f;
if (points.size() < 3)
{
return false;
}
double sum_x = 0.0f, sum_y = 0.0f;
double sum_x2 = 0.0f, sum_y2 = 0.0f;
double sum_x3 = 0.0f, sum_y3 = 0.0f;
double sum_xy = 0.0f, sum_x1y2 = 0.0f, sum_x2y1 = 0.0f;
int N = points.size();
for (int i = 0; i < N; i++)
{
double x = points[i].real();
double y = points[i].imag();
double x2 = x * x;
double y2 = y * y;
sum_x += x;
sum_y += y;
sum_x2 += x2;
sum_y2 += y2;
sum_x3 += x2 * x;
sum_y3 += y2 * y;
sum_xy += x * y;
sum_x1y2 += x * y2;
sum_x2y1 += x2 * y;
}
double C, D, E, G, H;
double a, b, c;
C = N * sum_x2 - sum_x * sum_x;
D = N * sum_xy - sum_x * sum_y;
E = N * sum_x3 + N * sum_x1y2 - (sum_x2 + sum_y2) * sum_x;
G = N * sum_y2 - sum_y * sum_y;
H = N * sum_x2y1 + N * sum_y3 - (sum_x2 + sum_y2) * sum_y;
a = (H * D - E * G) / (C * G - D * D);
b = (H * C - E * D) / (D * D - G * C);
c = -(a * sum_x + b * sum_y + sum_x2 + sum_y2) / N;
center_x = a / (-2);
center_y = b / (-2);
radius = sqrt(a * a + b * b - 4 * c) / 2;
return true;
}
下图是个实际測试的结果。对这样的均匀分布的噪声数据计算的结果还是非常准确的。

可是当数据中有部分偏向某一个方向的干扰数据时。结果就不那么乐观了。下图就非常说明问题。

数据点中有 20% 是干扰数据。
拟合出的圆就明显被拽偏了。
之所以出现这个问题就是由于最小二乘拟合的平方项对离群点非常敏感。解决问题就要用其它的拟合算法,比方用距离之和作为拟合判据。等我有空了再写一篇博客介绍其它几种方法。
<script type="text/javascript">
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$('pre.prettyprint code').each(function () {
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