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You can transform using the tf2_sensor_msgs (both C++ and Python interface, since at least Indigo):

#include <tf2_sensor_msgs.h>
#include <sensor_msgs/PointCloud2.h>
#include <geometry_msgs/TransformStamped.h>

const sensor_msgs::PointCloud2 cloud_in, cloud_out;
const geometry_msgs::TransformStamped transform;
// TODO load everything
tf2::doTransform (cloud_in, cloud_out, transform);

Or in Python:

from tf2_sensor_msgs.tf2_sensor_msgs import do_transform_cloud
cloud_out = do_transform_cloud(cloud_in, transform)

None of the codes was really tested, though I intend to use them tomorrow. If you test them and find a bug, please edit my answer. I really wonder why there aren't more tutorials for this kind of essential conversions.