UQ Robotics Teachingrobotics.itee.uq.edu.au/~metr4202/2015/lectures/L13.LQR.pdf · 2015-10-28 · 3...

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1 © 2015 School of Information Technology and Electrical Engineering at the University of Queensland Schedule Week Date Lecture (W: 12:05-1:50, 50-N201) 1 29-Jul Introduction 2 5-Aug Representing Position & Orientation & State (Frames, Transformation Matrices & Affine Transformations) 3 12-Aug Robot Kinematics Review (& Ekka Day) 4 19-Aug Robot Dynamics 5 26-Aug Robot Sensing: Perception 6 2-Sep Robot Sensing: Multiple View Geometry 7 9-Sep Robot Sensing: Feature Detection (as Linear Observers) 8 16-Sep Probabilistic Robotics: Localization 9 23-Sep Quiz 30-Sep Study break 10 7-Oct Motion Planning 11 14-Oct State-Space Modelling 12 21-Oct Shaping the Dynamic Response 13 28-Oct LQR + Course Review

Transcript of UQ Robotics Teachingrobotics.itee.uq.edu.au/~metr4202/2015/lectures/L13.LQR.pdf · 2015-10-28 · 3...

Page 1: UQ Robotics Teachingrobotics.itee.uq.edu.au/~metr4202/2015/lectures/L13.LQR.pdf · 2015-10-28 · 3 12-Aug Robot Kinematics Review (& Ekka Day) 4 19-Aug Robot Dynamics 5 26-Aug Robot

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© 2015 School of Information Technology and Electrical Engineering at the University of Queensland

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Schedule

Week Date Lecture (W: 12:05-1:50, 50-N201)

1 29-Jul Introduction

2 5-Aug Representing Position & Orientation & State

(Frames, Transformation Matrices & Affine Transformations)

3 12-Aug Robot Kinematics Review (& Ekka Day)

4 19-Aug Robot Dynamics

5 26-Aug Robot Sensing: Perception

6 2-Sep Robot Sensing: Multiple View Geometry

7 9-Sep Robot Sensing: Feature Detection (as Linear Observers)

8 16-Sep Probabilistic Robotics: Localization

9 23-Sep Quiz

30-Sep Study break

10 7-Oct Motion Planning

11 14-Oct State-Space Modelling

12 21-Oct Shaping the Dynamic Response

13 28-Oct LQR + Course Review

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Encore! Guest Lecture from MIT

• SLAM & Autopilot:

The robotics of navigation and

self-driving “robots”

• MIT Prof. John Leonard

– co-inventor of SLAM

– Leading expert on

all things autonomous!

• Friday's “Tutorial”

– Axon 104 at 10am

LQR

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Control Theory

• The use of feedback to regulate a signal

Controller

Plant

Desired

signal xd

Signal x Control input u

Error e = x-xd

(By convention, xd = 0) x’ = f(x,u)

Model-free vs model-based

• Two general philosophies:

– Model-free: do not require a dynamics model to be provided

– Model-based: do use a dynamics model during computation

• Model-free methods:

– Simpler (eg. PID)

– Tend to require much more manual tuning to perform well

• Model-based methods:

– Can achieve good performance (optimal w.r.t. some cost function)

– Are more complicated to implement

– Require reasonably good models (system-specific knowledge)

– Calibration: build a model using measurements before behaving

– Adaptive control: “learn” parameters of the model online from sensors

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PID control

• Proportional-Integral-Derivative controller

– A workhorse of 1D control systems

– Model-free

• Proportional Case:

– 𝑢(𝑡) = −𝐾𝑝 𝑥(𝑡)

– Negative sign assumes control acts in the same direction as x

x t

Gain

PID control: Integral term

• 𝑢 𝑡 = −𝐾𝑝 𝑥 𝑡 − 𝐾𝑖 𝐼 𝑡

• 𝐼(𝑡) = 𝑥 𝑡 𝑑𝑡𝑡

0 (accumulation of errors)

x t

Residual steady-state errors

driven asymptotically to 0

Integral gain

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PID control: Integral term: Instability

• I adds a pole

• If not tuned correctly this adds instability

• Ex: For a 2nd order system (momentum), P control

x t

Divergence

PID control: Derivative term

• 𝑢(𝑡) = −𝐾𝑝 𝑥(𝑡) – 𝐾𝑑 𝑥’(𝑡)

x

Derivative gain

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PID control: Together

• P+I+D:

– 𝑢(𝑡) = −𝐾𝑝 𝑥(𝑡) − 𝐾𝑖 𝐼(𝑡) − 𝐾𝑑 𝑥’(𝑡)

– 𝐼(𝑡) = 𝑥 𝑡 𝑑𝑡𝑡

0

Stability and Convergence

• System is stable if errors stay bounded

• System is convergent if errors -> 0

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Example: Trajectory following

• Say a trajectory xdes(t) has been designed

– E.g., a rocket’s ascent, a steering path for a car, a plane’s landing

• Apply PID control

– u(t) = Kp (xdes(t)- x(t)) - Ki I(t) + Kd (x’des(t)-x’(t))

– I(t) = 𝑥𝑑𝑒𝑠 𝑡 − 𝑥 𝑡 𝑑𝑡𝑡

0

• The designer of xdes needs to be knowledgeable about the

controller’s behavior!

xdes(t) x(t)

x(t)

Controller Tuning Workflow

• Hypothesize a control policy

• Analysis:

– Assume a model

– Assume disturbances to be handled

– Test performance either through mathematical analysis, or

through simulation

• Go back and redesign control policy

– Mathematical techniques give you more insight to improve

redesign, but require more work

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Multivariate Systems

• 𝑥’ = 𝑓(𝑥, 𝑢)

• 𝑥 𝑋 𝑅𝑛

• 𝑢 𝑈 𝑅𝑚

• Because m n, and variables are coupled,

• This is not as easy as setting n PID controllers

Linear Quadratic Regulator

• 𝑥’ = 𝐴𝑥 + 𝐵𝑢

• Objective: minimize quadratic cost

𝑥𝑇𝑄 𝑥 + 𝑢𝑇𝑅 𝑢 𝑑𝑡

• Over an infinite horizon

Error term “Effort” penalization

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Closed form LQR solution

• Closed form solution

u = -K x, with K = R-1BP

• Where P is a symmetric matrix that solves the Riccati

equation

– ATP + PA – PBR-1BTP + Q = 0

– Derivation: calculus of variations

• Packages available for finding solution

Toy Nonlinear Systems

Cart-pole Acrobot

Mountain car

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Deterministic Linear Quadratic Regulation

Deterministic Linear Quadratic Regulation

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Optimal Regulation

Optimal Regulation

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Optimal Regulation

Optimal State Feedback

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Optimal State Feedback

Optimal State Feedback

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LQR In MATLAB

From Linear to Nonlinear • We know how to solve (assuming gt, Ut, Xt convex):

• How about nonlinear dynamics:

Shooting Methods (feasible)

Iterate for i=1, 2, 3, …

Execute (from solving (1))

Linearize around resulting trajectory

Solve (1) for current linearization

Collocation Methods (infeasible)

Iterate for i=1, 2, 3, …

--- (no execution)---

Linearize around current solution of (1)

Solve (1) for current linearization

(1)

Sequential Quadratic Programming (SQP) = either of the above methods, but instead of using

linearization, linearize equality constraints, convex-quadratic approximate objective function

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Model Predictive Control

• Given:

• For k=0, 1, 2, …, T

– Solve

– Execute uk

– Observe resulting state,

Iterative LQR versus Sequential Convex

Programming • Both can solve

• Can run iterative LQR both as a shooting method or as a collocation method, it’s just a

different way of executing “Solve (1) for current linearization.” In case of shooting, the

sequence of linear feedback controllers found can be used for (closed-loop) execution.

• Iterative LQR might need some outer iterations, adjusting “t” of the log barrier

Shooting Methods

Iterate for i=1, 2, 3, …

Execute feedback controller (from solving (1))

Linearize around resulting trajectory

Solve (1) for current linearization

Collocation Methods

Iterate for i=1, 2, 3, …

--- (no execution)---

Linearize around current solution of (1)

Solve (1) for current linearization

Sequential Quadratic Programming (SQP) = either of the above methods, but instead of using

linearization, linearize equality constraints, convex-quadratic approximate objective function

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Example Shooting

Example Collocation

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+ :

At all times the sequence of controls is meaningful, and the

objective function optimized directly corresponds to the

current control sequence

-- :

For unstable systems, need to run feedback controller during

forward simulation – Why? Open loop sequence of control inputs computed for the linearized

system will not be perfect for the nonlinear system. If the nonlinear system is

unstable, open loop execution would give poor performance.

– Fixes:

• Run Model Predictive Control for forward simulation

• Compute a linear feedback controller from the 2nd order Taylor expansion

at the optimum

Practical Benefits and Issues with Shooting

+ :

Can initialize with infeasible trajectory. Hence if you have a

rough idea of a sequence of states that would form a

reasonable solution, you can initialize with this sequence of

states without needing to know a control sequence that

would lead through them, and without needing to make them

consistent with the dynamics

-- :

Sequence of control inputs and states might never converge

onto a feasible sequence

Practical Benefits and Issues with Collocation

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Direct policy synthesis: Optimal control

• Input: cost function J(x), estimated dynamics f(x,u), finite

state/control spaces X, U

• Two basic classes:

– Trajectory optimization: Hypothesize control sequence u(t),

simulate to get x(t), perform optimization to improve u(t), repeat.

– Output: optimal trajectory u(t) (in practice, only a locally optimal

solution is found)

– Dynamic programming: Discretize state and control spaces,

form a discrete search problem, and solve it.

– Output: Optimal policy u(x) across all of X

Discrete Search example

• Split X, U into cells x1,…,xn, u1,…,um

• Build transition function xj = f(xi,uk)dt for all i,k

• State machine with costs dt J(xi) for staying in state I

• Find u(xi) that minimizes sum

of total costs.

• Value iteration: repeated

dynamic programming over

V(xi) = sum of total future

costs

Value function for 1-joint acrobot

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Receding Horizon Control (aka model predictive

control)

...

horizon 1 horizon h

Estimation

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Along multiple dimensions

State Space

• We collect our set of uncertain variables into a vector …

x = [x1, x2,…, xN]T

• The set of values that x might take on is termed the state

space

• There is a single true value for x,

but it is unknown

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State Space Dynamics

Measured versus True

• Measurement errors are inevitable

• So, add Noise to State...

– State Dynamics becomes:

• Can represent this as a “Normal” Distribution

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Recovering The Truth

• Numerous methods

• Termed “Estimation” because we are trying to estimate

the truth from the signal

• A strategy discovered by Gauss

• Least Squares in Matrix Representation

Recovering the Truth: Terminology

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General Problem…

Duals and Dual Terminology

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Estimation Process in Pictures

Kalman Filter Process

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KF Process in Equations

KF Considerations

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Ex: Kinematic KF: Tracking

• Consider a System with Constant Acceleration

In Summary

• KF:

– The true state (x) is separate from the measured (z)

– Lets you combine prior controls knowledge with

measurements to filter signals and find the truth

– It regulates the covariance (P)

• As P is the scatter between z and x

• So, if P 0, then z x (measurements truth)

• EKF:

– Takes a Taylor series approximation to get a local “F” (and

“G” and “H”)

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Case Study I:

Gryphon Demining Robot

“Bang-Bang Control!”

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Gryphon: Mine Scanning Robot

Landmines: Smart for one, dumb for all…

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Sensor Mobility Is Critical

Back to Gyrphon …

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Cleared area

Minefield

All terrain vehicle

Counter- weight

Stereo vision camera

Optional ground- penetrating radar

Metal detector

Network camera

Part of a Robotic Solution…

Gryphon Schematic

Wrist joints

z

x

Manipulator

Sensor

Terrain

Camera

Ground frame FG

Joint 1 (yaw)

Joint 2

Joint3

Compliant base

Manipulator frame FM

Counter-weight

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Robust Control:

Command Shaping for Vibration Reduction

Command

ShappingRegulator

Integrated

Planner

Controller

Error PlantΣ+

SensorTunning

Command Shaping

Original velocity profile

Input shaper

Command-shaped velocity profile

Ve

locity

Ve

locity

Time

Time

Time*

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Command Shaping in Position Space

Command Shaping:

Zero Vibration and Derivative

2,1i

For Gryphon: At ρ0=1.5 [m] At ρ1=3.0 [m]

ω 2.32 1.81 Axis 1

ζ 0 0

ω 3.3 3.0 Axis 2 & 3

ζ 0 0

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Gryphon: Comparison to other tracked robots

Mechanical Robustness

Co

ntr

ol

Ro

bu

stn

ess

(“A

uto

no

my

”)

Terrain MapModel:

Conditional Planar Filter

Compute

Normals

Map:

Terrain

Mesh

Model

Apply

filter(s)

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Effect of Overall Calibration Matrix

-10

-5

0

5

10

15

20

25

30

0 0.5 1 1.5

Circular distance [m]

Devi

atio

n f

rom

ide

al p

ath [

mm

]

With Overall Calibration Matrixcorrection

Without Overall Calibration Matrixcorrection

Scanning speed: 100 mm/s

Scanning gap: 100 mm

Path Generation (II)

• Orientation: Advanced Terrain Following

(a) (b) (c)

(d) (e)

Control

points

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Contour Following

Detector Envelope

Terrain

Potential collisions

Terrain Modeling: Find a good model to characterize

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Experiments: Scanning Over Obstacle

Scanning on ~ Level Terrain - Measurements

-10

-5

0

5

10

15

20

0 0.5 1 1.5

Circular distance [m]

Devi

atio

n f

rom

ide

al p

ath [

mm

]

Unfiltered

Gaussian filtered

Conditional Planar filtered

Scanning speed: 100 mm/s

Scanning gap: 100 mm

Manipulator

Laser range

finder

Scan pass

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Scanning on Rough Terrain - Measurements

-40

-30

-20

-10

0

10

20

30

0 0.5 1 1.5

Circular distance [m]

Devi

atio

n f

rom

ide

al p

ath [

mm

]

Unfiltered

Gaussian filtered

Conditional Planar filtered

Obstacle location

50 cm

20 cm

Scan pass

Rough terrain

obstacle

~70º slope

Manipulator

Laser range

finder

Scanning speed: 100 mm/s

Scanning gap: 100 mm

Command Shaping Tests: Step-Response

• Reduced Joint

Encoder Vibration • Reduced Tip

Acceleration Joint 1 (ATV Yaw) Encoder:

Joint 3 (Arm Extend) Encoder:

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High-Level Control Software

Extensive Field Tests

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Gryphon: Field Tests in Croatia & Cambodia

Terrain & Estimation

• IF we know terrain Triangulation

• IF we know depth SNR gives terrain “characteristic”

• Estimate both simultaneously ( solution up to scale)

Detector

Terrain

t0 ti

Target

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SECaT Time! … Brought To You By the Number 5