PythonLinearNonlinearControl/nmpc/cgmres/main_cgmres.py

441 lines
12 KiB
Python
Raw Blame History

This file contains ambiguous Unicode characters

This file contains Unicode characters that might be confused with other characters. If you think that this is intentional, you can safely ignore this warning. Use the Escape button to reveal them.

import numpy as np
import matplotlib.pyplot as plt
import math
class SampleSystem():
"""SampleSystem
Attributes
-----------
"""
def __init__(self, init_x_1=0., init_x_2=0.):
"""
Palameters
-----------
"""
self.x_1 = init_x_1
self.x_2 = init_x_2
self.history_x_1 = [init_x_1]
self.history_x_2 = [init_x_2]
def update_state(self, u, dt=0.01):
"""
Palameters
------------
u : float
input of system in some cases this means the reference
dt : float in seconds, optional
sampling time of simulation, default is 0.01 [s]
"""
# for theta 1, theta 1 dot, theta 2, theta 2 dot
k0 = [0.0 for _ in range(2)]
k1 = [0.0 for _ in range(2)]
k2 = [0.0 for _ in range(2)]
k3 = [0.0 for _ in range(2)]
functions = [self._func_x_1, self._func_x_2]
# solve Runge-Kutta
for i, func in enumerate(functions):
k0[i] = dt * func(self.x_1, self.x_2, u)
for i, func in enumerate(functions):
k1[i] = dt * func(self.x_1 + k0[0]/2., self.x_2 + k0[1]/2., u)
for i, func in enumerate(functions):
k2[i] = dt * func(self.x_1 + k1[0]/2., self.x_2 + k1[1]/2., u)
for i, func in enumerate(functions):
k3[i] = dt * func(self.x_1 + k2[0], self.x_2 + k2[1], u)
self.x_1 += (k0[0] + 2. * k1[0] + 2. * k2[0] + k3[0]) / 6.
self.x_2 += (k0[1] + 2. * k1[1] + 2. * k2[1] + k3[1]) / 6.
# save
self.history_x_1.append(self.x_1)
self.history_x_2.append(self.x_2)
def _func_x_1(self, y_1, y_2, u):
"""
Parameters
------------
"""
y_dot = y_2
return y_dot
def _func_x_2(self, y_1, y_2, u):
"""
Parameters
------------
"""
y_dot = (1. - y_1**2 - y_2**2) * y_2 - y_1 + u
return y_dot
class NMPCSimulatorSystem():
"""SimulatorSystem for nmpc
Attributes
-----------
"""
def __init__(self):
"""
Parameters
-----------
"""
pass
def calc_predict_and_adjoint_state(self, x_1, x_2, us, N, dt):
"""main
Parameters
------------
Returns
--------
x_1s :
x_2s :
lam_1s :
lam_2s :
"""
x_1s, x_2s = self._calc_predict_states(x_1, x_2, us, N, dt)
lam_1s, lam_2s = self._calc_adjoint_states(x_1s, x_2s, us, N, dt)
return x_1s, x_2s, lam_1s, lam_2s
def _calc_predict_states(self, x_1, x_2, us, N, dt):
"""
Parameters
------------
predict_t : float
predict time
dt : float
sampling time
"""
# initial state
x_1s = [x_1]
x_2s = [x_2]
for i in range(N):
temp_x_1, temp_x_2 = self._predict_state_with_oylar(x_1s[i], x_2s[i], us[i], dt)
x_1s.append(temp_x_1)
x_2s.append(temp_x_2)
return x_1s, x_2s
def _calc_adjoint_states(self, x_1s, x_2s, us, N, dt):
"""
Parameters
------------
predict_t : float
predict time
dt : float
sampling time
"""
# final state
# final_state_func
lam_1s = [x_1s[-1]]
lam_2s = [x_2s[-1]]
for i in range(N-1, 0, -1):
temp_lam_1, temp_lam_2 = self._adjoint_state_with_oylar(x_1s[i], x_2s[i], lam_1s[0] ,lam_2s[0], us[i], dt)
lam_1s.insert(0, temp_lam_1)
lam_2s.insert(0, temp_lam_2)
return lam_1s, lam_2s
def final_state_func(self):
"""this func usually need
"""
pass
def _predict_state_with_oylar(self, x_1, x_2, u, dt):
"""in this case this function is the same as simulatoe
Parameters
------------
u : float
input of system in some cases this means the reference
dt : float in seconds
sampling time of simulation, default is 0.01 [s]
"""
# for theta 1, theta 1 dot, theta 2, theta 2 dot
k0 = [0. for _ in range(2)]
functions = [self.func_x_1, self.func_x_2]
# solve Runge-Kutta
for i, func in enumerate(functions):
k0[i] = dt * func(x_1, x_2, u)
next_x_1 = x_1 + k0[0]
next_x_2 = x_2 + k0[1]
return next_x_1, next_x_2
def func_x_1(self, y_1, y_2, u):
"""
Parameters
------------
"""
y_dot = y_2
return y_dot
def func_x_2(self, y_1, y_2, u):
"""
Parameters
------------
"""
y_dot = (1. - y_1**2 - y_2**2) * y_2 - y_1 + u
return y_dot
def _adjoint_state_with_oylar(self, x_1, x_2, lam_1, lam_2, u, dt):
"""
"""
# for theta 1, theta 1 dot, theta 2, theta 2 dot
k0 = [0. for _ in range(2)]
functions = [self._func_lam_1, self._func_lam_2]
# solve Runge-Kutta
for i, func in enumerate(functions):
k0[i] = dt * func(x_1, x_2, lam_1, lam_2, u)
next_lam_1 = lam_1 + k0[0]
next_lam_2 = lam_2 + k0[1]
return next_lam_1, next_lam_2
def _func_lam_1(self, y_1, y_2, y_3, y_4, u):
"""
"""
y_dot = y_1 - (2. * y_1 * y_2 + 1.) * y_4
return y_dot
def _func_lam_2(self, y_1, y_2, y_3, y_4, u):
"""
"""
y_dot = y_2 + y_3 + (-3. * (y_2**2) - y_1**2 + 1. ) * y_4
return y_dot
class NMPCController_with_CGMRES():
"""
Attributes
------------
"""
def __init__(self):
"""
Parameters
-----------
"""
# parameters
self.zeta = 100. # 安定化ゲイン
self.ht = 0.01 # 差分近似の幅
self.tf = 1. # 最終時間
self.alpha = 0.5 # 時間の上昇ゲイン
self.N = 10 # 分割数
self.threshold = 0.001 # break値
self.input_num = 3 # dummy, 制約条件に対するuにも合わせた入力の数
self.max_iteration = self.input_num * self.N
# simulator
self.simulator = NMPCSimulatorSystem()
# initial
self.us = np.zeros(self.N)
self.dummy_us = np.ones(self.N) * 0.49
self.raws = np.ones(self.N) * 0.011
# for fig
self.history_u = []
self.history_dummy_u = []
self.history_raw = []
self.history_f = []
def calc_input(self, x_1, x_2, time):
"""
"""
dt = self.tf * (1. - np.exp(-self.alpha * time)) / float(self.N)
# x_dot
x_1_dot = self.simulator.func_x_1(x_1, x_2, self.us[0])
x_2_dot = self.simulator.func_x_2(x_1, x_2, self.us[0])
dx_1 = x_1_dot * self.ht
dx_2 = x_2_dot * self.ht
x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us, self.N, dt)
# Fxt
Fxt = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us, self.dummy_us,
self.raws, self.N, dt)
# F
x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1, x_2, self.us, self.N, dt)
F = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us, self.dummy_us,
self.raws, self.N, dt)
right = -self.zeta * F - ((Fxt - F) / self.ht)
# dus
du = self.us * self.ht
ddummy_u = self.dummy_us * self.ht
draw = self.raws * self.ht
x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us + du, self.N, dt)
Fuxt = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us + du, self.dummy_us + ddummy_u,
self.raws + draw, self.N, dt)
left = ((Fuxt - Fxt) / self.ht)
# calculationg cgmres
r0 = right - left
r0_norm = np.linalg.norm(r0)
vs = np.zeros((self.max_iteration, self.max_iteration + 1)) # 数×iterarion回数
vs[:, 0] = r0 / r0_norm
hs = np.zeros((self.max_iteration + 1, self.max_iteration + 1))
e = np.zeros((self.max_iteration + 1, 1)) # in this case the state is 3(u and dummy_u)
e[0] = 1.
for i in range(self.max_iteration):
du = vs[::3, i] * self.ht
ddummy_u = vs[1::3, i] * self.ht
draw = vs[2::3, i] * self.ht
x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us + du, self.N, dt)
Fuxt = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us + du, self.dummy_us + ddummy_u,
self.raws + draw, self.N, dt)
Av = (( Fuxt - Fxt) / self.ht)
sum_Av = np.zeros(self.max_iteration)
for j in range(i + 1):
hs[j, i] = np.dot(Av, vs[:, j])
sum_Av = sum_Av + hs[j, i] * vs[:, j]
v_est = Av - sum_Av
hs[i+1, i] = np.linalg.norm(v_est)
vs[:, i+1] = v_est / hs[i+1, i]
# print("v_est = {0}".format(v_est))
inv_hs = np.linalg.pinv(hs[:i+1, :i])
ys = np.dot(inv_hs, r0_norm * e[:i+1])
# print("ys = {0}".format(ys))
judge_value = r0_norm * e[:i+1] - np.dot(hs[:i+1, :i], ys[:i])
if np.linalg.norm(judge_value) < self.threshold or i == self.max_iteration-1:
update_value = np.dot(vs[:, :i-1], ys_pre[:i-1]).flatten()
du_new = du + update_value[::3]
ddummy_u_new = du + update_value[1::3]
draw_new = du + update_value[2::3]
break
ys_pre = ys
# update
self.us += du_new * self.ht
self.dummy_us += ddummy_u_new * self.ht
self.raws += draw_new * self.ht
x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1, x_2, self.us, self.N, dt)
F = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us, self.dummy_us,
self.raws, self.N, dt)
print("check F = {0}".format(np.linalg.norm(F)))
# for save
self.history_f.append(np.linalg.norm(F))
self.history_u.append(self.us[0])
self.history_dummy_u.append(self.dummy_us[0])
self.history_raw.append(self.raws[0])
return self.us
def calc_f(self, x_1s, x_2s, lam_1s, lam_2s, us, dummy_us, raws, N, dt):
"""ここはケースによって変えるめっちゃ使う
"""
F = []
for i in range(N):
F.append(us[i] + lam_2s[i] + 2. * raws[i] * us[i])
F.append(-0.01 + 2. * raws[i] * dummy_us[i])
F.append(us[i]**2 + dummy_us[i]**2 - 0.5**2)
return np.array(F)
def main():
# simulation time
dt = 0.01
iteration_time = 20.
iteration_num = int(iteration_time/dt)
# plant
plant_system = SampleSystem(init_x_1=2., init_x_2=0.)
# controller
controller = NMPCController_with_CGMRES()
# for i in range(iteration_num)
for i in range(1, iteration_num):
time = float(i) * dt
x_1 = plant_system.x_1
x_2 = plant_system.x_2
# make input
us = controller.calc_input(x_1, x_2, time)
# update state
plant_system.update_state(us[0])
# figure
fig = plt.figure()
x_1_fig = fig.add_subplot(321)
x_2_fig = fig.add_subplot(322)
u_fig = fig.add_subplot(323)
dummy_fig = fig.add_subplot(324)
raw_fig = fig.add_subplot(325)
f_fig = fig.add_subplot(326)
x_1_fig.plot(np.arange(iteration_num)*dt, plant_system.history_x_1)
x_2_fig.plot(np.arange(iteration_num)*dt, plant_system.history_x_2)
u_fig.plot(np.arange(iteration_num - 1)*dt, controller.history_u)
dummy_fig.plot(np.arange(iteration_num - 1)*dt, controller.history_dummy_u)
raw_fig.plot(np.arange(iteration_num - 1)*dt, controller.history_raw)
f_fig.plot(np.arange(iteration_num - 1)*dt, controller.history_f)
plt.show()
if __name__ == "__main__":
main()