PythonLinearNonlinearControl/iLQR/ilqr.py

411 lines
15 KiB
Python

import numpy as np
from copy import copy, deepcopy
from model import TwoWheeledCar
class iLQRController():
"""
A controller that implements iterative Linear Quadratic Gaussian control.
Controls the (x, y, th) of the two wheeled car
"""
def __init__(self, N=100, max_iter=100, dt=0.016):
'''
n int: length of the control sequence
max_iter int: limit on number of optimization iterations
'''
self.old_target = [None, None]
self.tN = N # number of timesteps
self.STATE_SIZE = 3
self.INPUT_SIZE = 2
self.dt = dt
self.max_iter = max_iter
self.lamb_factor = 10
self.lamb_max = 1e4
self.eps_converge = 0.001 # exit if relative improvement below threshold
def calc_input(self, car, x_target, changed=False):
"""Generates a control signal to move the
arm to the specified target.
car : the arm model being controlled NOTE:これが実際にコントロールされるやつ
des list : the desired system position
x_des np.array: desired task-space force,
irrelevant here.
"""
# if the target has changed, reset things and re-optimize
# for this movement、目標が変わっている場合があるので確認
if changed:
self.reset(x_target)
# Reset k if at the end of the sequence
if self.t >= self.tN - 1: # 最初のSTEPのみ計算
self.t = 0
# Compute the optimization
"""
NOTE : ここに条件を追加してもいいかもしれない、何サイクルも回す必要ないし、理想軌道とずれたらとか
"""
if self.t % 1 == 0:
x0 = np.zeros(self.STATE_SIZE) # 初期化、速度は0
self.simulator, x0 = self.initialize_simulator(car) # 前の時刻のものを確保
U = np.copy(self.U[self.t:]) # 初期入力かなこれ
self.X, self.U[self.t:], cost = self.ilqr(x0, U) # 入力列が入ってくる
self.u = self.U[self.t]
# move us a step forward in our control sequence
self.t += 1
return self.u
def initialize_simulator(self, car):
""" make a copy of the car model, to make sure that the
actual car model isn't affected during the iLQR process
"""
# need to make a copy the real car
simulator = TwoWheeledCar(deepcopy(car.xs))
return simulator, deepcopy(simulator.xs)
def cost(self, xs, us):
""" the immediate state cost function
Parameters
------------
xs : shape(STATE_SIZE, tN + 1)
us : shape(STATE_SIZE, tN)
"""
"""
NOTE : 拡張する説ありますがとりあえず飛ばします
"""
# total cost
# quadratic のもののみ計算
R_11 = 1. # terminal u thorottle cost weight
R_22 = 0.01 # terminal u steering cost weight
l = np.dot(us.T, np.dot(np.diag([R_11, R_22]), us))
# compute derivatives of cost
l_x = np.zeros(self.STATE_SIZE)
l_xx = np.zeros((self.STATE_SIZE, self.STATE_SIZE))
l_u1 = 2. * us[0] * R_11
l_u2 = 2. * us[1] * R_22
l_u = np.array([l_u1, l_u2])
l_uu = 2. * np.diag([R_11, R_22])
l_ux = np.zeros((self.INPUT_SIZE, self.STATE_SIZE))
# returned in an array for easy multiplication by time step
return l, l_x, l_xx, l_u, l_uu, l_ux
def cost_final(self, x):
""" the final state cost function
Parameters
-------------
xs : shape(STATE_SIZE,)
Notes :
---------
l_x = np.zeros((self.STATE_SIZE))
l_xx = np.zeros((self.STATE_SIZE, self.STATE_SIZE))
"""
Q_11 = 10. # terminal x cost weight
Q_22 = 10. # terminal y cost weight
Q_33 = 0.0001 # terminal theta cost weight
error = self.simulator.xs - self.target
l = np.dot(error.T, np.dot(np.diag([Q_11, Q_22, Q_33]), error))
# about L_x
l_x1 = 2. * (x[0] - self.target[0]) * Q_11
l_x2 = 2. * (x[1] - self.target[1]) * Q_22
l_x3 = 2. * (x[2] -self.target[2]) * Q_33
l_x = np.array([l_x1, l_x2, l_x3])
# about l_xx
l_xx = 2. * np.diag([Q_11, Q_22, Q_33])
# Final cost only requires these three values
return l, l_x, l_xx
def finite_differences(self, x, u):
""" calculate gradient of plant dynamics using finite differences
x np.array: the state of the system
u np.array: the control signal
"""
A = np.zeros((self.STATE_SIZE, self.STATE_SIZE))
A_ideal = np.zeros((self.STATE_SIZE, self.STATE_SIZE))
B = np.zeros((self.STATE_SIZE, self.INPUT_SIZE))
B_ideal = np.zeros((self.STATE_SIZE, self.INPUT_SIZE))
eps = 1e-4 # finite differences epsilon
for ii in range(self.STATE_SIZE):
# calculate partial differential w.r.t. x
inc_x = x.copy()
inc_x[ii] += eps
state_inc,_ = self.plant_dynamics(inc_x, u.copy())
dec_x = x.copy()
dec_x[ii] -= eps
state_dec,_ = self.plant_dynamics(dec_x, u.copy())
A[:, ii] = (state_inc - state_dec) / (2 * eps)
A_ideal[0, 2] = -np.sin(x[2]) * u[1]
A_ideal[1, 2] = np.cos(x[2]) * u[1]
# print("A = \n{}".format(A))
# print("ideal A = \n{}".format(A_ideal))
for ii in range(self.INPUT_SIZE):
# calculate partial differential w.r.t. u
inc_u = u.copy()
inc_u[ii] += eps
state_inc,_ = self.plant_dynamics(x.copy(), inc_u)
dec_u = u.copy()
dec_u[ii] -= eps
state_dec,_ = self.plant_dynamics(x.copy(), dec_u)
B[:, ii] = (state_inc - state_dec) / (2 * eps)
B_ideal[0, 0] = np.cos(x[2])
B_ideal[1, 0] = np.sin(x[2])
B_ideal[2, 1] = 1.
# print("B = \n{}".format(B))
# print("ideal B = \n{}".format(B_ideal))
# input()
return A_ideal, B_ideal
def ilqr(self, x0, U=None):
""" use iterative linear quadratic regulation to find a control
sequence that minimizes the cost function
x0 np.array: the initial state of the system
U np.array: the initial control trajectory dimensions = [dof, time]
"""
U = self.U if U is None else U
lamb = 1.0 # regularization parameter これが正規化項の1つ
sim_new_trajectory = True
tN = U.shape[0] # number of time steps
for ii in range(self.max_iter):
if sim_new_trajectory == True:
# simulate forward using the current control trajectory
"""
NOTE: 単純な計算でpredictする
"""
X, cost = self.simulate(x0, U)
oldcost = np.copy(cost) # copy for exit condition check
# now we linearly approximate the dynamics, and quadratically
# approximate the cost function so we can use LQR methods
# for storing linearized dynamics
# x(t+1) = f(x(t), u(t))
"""
NOTE: Gradiantの取得
"""
f_x = np.zeros((tN, self.STATE_SIZE, self.STATE_SIZE)) # df / dx
f_u = np.zeros((tN, self.STATE_SIZE, self.INPUT_SIZE)) # df / du
# for storing quadratized cost function
l = np.zeros((tN,1)) # immediate state cost
l_x = np.zeros((tN, self.STATE_SIZE)) # dl / dx
l_xx = np.zeros((tN, self.STATE_SIZE, self.STATE_SIZE)) # d^2 l / dx^2
l_u = np.zeros((tN, self.INPUT_SIZE)) # dl / du
l_uu = np.zeros((tN, self.INPUT_SIZE, self.INPUT_SIZE)) # d^2 l / du^2
l_ux = np.zeros((tN, self.INPUT_SIZE, self.STATE_SIZE)) # d^2 l / du / dx
# for everything except final state
for t in range(tN-1):
# x(t+1) = f(x(t), u(t)) = x(t) + dx(t) * dt
# linearized dx(t) = np.dot(A(t), x(t)) + np.dot(B(t), u(t))
# f_x = np.eye + A(t)
# f_u = B(t)
A, B = self.finite_differences(X[t], U[t])
f_x[t] = np.eye(self.STATE_SIZE) + A * self.dt
f_u[t] = B * self.dt
(l[t], l_x[t], l_xx[t], l_u[t], l_uu[t], l_ux[t]) = self.cost(X[t], U[t])
l[t] *= self.dt
l_x[t] *= self.dt
l_xx[t] *= self.dt
l_u[t] *= self.dt
l_uu[t] *= self.dt
l_ux[t] *= self.dt
# and for final state
l[-1], l_x[-1], l_xx[-1] = self.cost_final(X[-1])
sim_new_trajectory = False
# optimize things!
# initialize Vs with final state cost and set up k, K
V = l[-1].copy() # value function
V_x = l_x[-1].copy() # dV / dx
V_xx = l_xx[-1].copy() # d^2 V / dx^2
k = np.zeros((tN, self.INPUT_SIZE)) # feedforward modification
K = np.zeros((tN, self.INPUT_SIZE, self.STATE_SIZE)) # feedback gain
# NOTE: they use V' to denote the value at the next timestep,
# they have this redundant in their notation making it a
# function of f(x + dx, u + du) and using the ', but it makes for
# convenient shorthand when you drop function dependencies
# work backwards to solve for V, Q, k, and K
for t in range(self.tN-2, -1, -1):
# NOTE: we're working backwards, so V_x = V_x[t+1] = V'_x
# 4a) Q_x = l_x + np.dot(f_x^T, V'_x)
Q_x = l_x[t] + np.dot(f_x[t].T, V_x)
# 4b) Q_u = l_u + np.dot(f_u^T, V'_x)
Q_u = l_u[t] + np.dot(f_u[t].T, V_x)
# NOTE: last term for Q_xx, Q_uu, and Q_ux is vector / tensor product
# but also note f_xx = f_uu = f_ux = 0 so they're all 0 anyways.
# 4c) Q_xx = l_xx + np.dot(f_x^T, np.dot(V'_xx, f_x)) + np.einsum(V'_x, f_xx)
Q_xx = l_xx[t] + np.dot(f_x[t].T, np.dot(V_xx, f_x[t]))
# 4d) Q_ux = l_ux + np.dot(f_u^T, np.dot(V'_xx, f_x)) + np.einsum(V'_x, f_ux)
Q_ux = l_ux[t] + np.dot(f_u[t].T, np.dot(V_xx, f_x[t]))
# 4e) Q_uu = l_uu + np.dot(f_u^T, np.dot(V'_xx, f_u)) + np.einsum(V'_x, f_uu)
Q_uu = l_uu[t] + np.dot(f_u[t].T, np.dot(V_xx, f_u[t]))
# Calculate Q_uu^-1 with regularization term set by
# Levenberg-Marquardt heuristic (at end of this loop)
Q_uu_evals, Q_uu_evecs = np.linalg.eig(Q_uu)
Q_uu_evals[Q_uu_evals < 0] = 0.0
Q_uu_evals += lamb
Q_uu_inv = np.dot(Q_uu_evecs, np.dot(np.diag(1.0/Q_uu_evals), Q_uu_evecs.T))
# 5b) k = -np.dot(Q_uu^-1, Q_u)
k[t] = -np.dot(Q_uu_inv, Q_u)
# 5b) K = -np.dot(Q_uu^-1, Q_ux)
K[t] = -np.dot(Q_uu_inv, Q_ux)
# 6a) DV = -.5 np.dot(k^T, np.dot(Q_uu, k))
# 6b) V_x = Q_x - np.dot(K^T, np.dot(Q_uu, k))
V_x = Q_x - np.dot(K[t].T, np.dot(Q_uu, k[t]))
# 6c) V_xx = Q_xx - np.dot(-K^T, np.dot(Q_uu, K))
V_xx = Q_xx - np.dot(K[t].T, np.dot(Q_uu, K[t]))
U_new = np.zeros((tN, self.INPUT_SIZE))
# calculate the optimal change to the control trajectory
x_new = x0.copy() # 7a)
for t in range(tN - 1):
# use feedforward (k) and feedback (K) gain matrices
# calculated from our value function approximation
# to take a stab at the optimal control signal
U_new[t] = U[t] + k[t] + np.dot(K[t], x_new - X[t]) # 7b)
# given this u, find our next state
_,x_new = self.plant_dynamics(x_new, U_new[t]) # 7c)
# evaluate the new trajectory
X_new, cost_new = self.simulate(x0, U_new)
# Levenberg-Marquardt heuristic
if cost_new < cost:
# decrease lambda (get closer to Newton's method)
lamb /= self.lamb_factor
X = np.copy(X_new) # update trajectory
U = np.copy(U_new) # update control signal
oldcost = np.copy(cost)
cost = np.copy(cost_new)
sim_new_trajectory = True # do another rollout
# print("iteration = %d; Cost = %.4f;"%(ii, costnew) +
# " logLambda = %.1f"%np.log(lamb))
# check to see if update is small enough to exit
if ii > 0 and ((abs(oldcost-cost)/cost) < self.eps_converge):
print("Converged at iteration = %d; Cost = %.4f;"%(ii,cost_new) +
" logLambda = %.1f"%np.log(lamb))
break
else:
# increase lambda (get closer to gradient descent)
lamb *= self.lamb_factor
# print("cost: %.4f, increasing lambda to %.4f")%(cost, lamb)
if lamb > self.lamb_max:
print("lambda > max_lambda at iteration = %d;"%ii +
" Cost = %.4f; logLambda = %.1f"%(cost,
np.log(lamb)))
break
return X, U, cost
def plant_dynamics(self, x, u):
""" simulate a single time step of the plant, from
initial state x and applying control signal u
x np.array: the state of the system
u np.array: the control signal
"""
# set the arm position to x
self.simulator.initialize_state(x)
# apply the control signal
x_next = self.simulator.update_state(u, self.dt)
# calculate the change in state
xdot = ((x_next - x) / self.dt).squeeze()
return xdot, x_next
def reset(self, target):
""" reset the state of the system """
# Index along current control sequence
self.t = 0
self.U = np.zeros((self.tN, self.INPUT_SIZE))
self.target = target.copy()
def simulate(self, x0, U):
""" do a rollout of the system, starting at x0 and
applying the control sequence U
x0 np.array: the initial state of the system
U np.array: the control sequence to apply
"""
tN = U.shape[0]
X = np.zeros((tN, self.STATE_SIZE))
X[0] = x0
cost = 0
# Run simulation with substeps
for t in range(tN-1):
_,X[t+1] = self.plant_dynamics(X[t], U[t])
l, _ , _, _ , _ , _ = self.cost(X[t], U[t])
cost = cost + self.dt * l
# Adjust for final cost, subsample trajectory
l_f, _, _ = self.cost_final(X[-1])
cost = cost + l_f
return X, cost