OCNov 8, 2018
Voronoi Partition-based Scenario Reduction for Fast Sampling-based Stochastic Reachability Computation of LTI SystemsHossein Sartipizadeh, Abraham P. Vinod, Behcet Acikmese et al.
In this paper, we address the stochastic reach-avoid problem for linear systems with additive stochastic uncertainty. We seek to compute the maximum probability that the states remain in a safe set over a finite time horizon and reach a target set at the final time. We employ sampling-based methods and provide a lower bound on the number of scenarios required to guarantee that our estimate provides an underapproximation. Due to the probabilistic nature of the sampling-based methods, our underapproximation guarantee is probabilistic, and the proposed lower bound can be used to satisfy a prescribed probabilistic confidence level. To decrease the computational complexity, we propose a Voronoi partition-based to check the reach-avoid constraints at representative partitions (cells), instead of the original scenarios. The state constraints arising from the safe and target sets are tightened appropriately so that the solution provides an underapproximation for the original sampling-based method. We propose a systematic approach for selecting these representative cells and provide the flexibility to trade-off the number of cells needed for accuracy with the computational cost.
OCAug 26, 2020
Approximation of The Constrained Joint Spectral Radius via Algebraic LiftingXiangru Xu, Behcet Acikmese
This paper studies the constrained switching (linear) system which is a discrete-time switched linear system whose switching sequences are constrained by a deterministic finite automaton. The stability of a constrained switching system is characterized by its constrained joint spectral radius that is known to be difficult to compute or approximate. Using the semi-tensor product of matrices, the matrix-form expression of a constrained switching system is shown to be equivalent to that of a lifted arbitrary switching system. Then the constrained joint/generalized spectral radius of a constrained switching system is proved to be equal to the joint/generalized spectral radius of its lifted arbitrary switching system which can be approximated by off-the-shelf algorithms.
ROApr 4, 2023
HALO: Hazard-Aware Landing Optimization for Autonomous SystemsChristopher R. Hayner, Samuel C. Buckner, Daniel Broyles et al.
With autonomous aerial vehicles enacting safety-critical missions, such as the Mars Science Laboratory Curiosity rover's landing on Mars, the tasks of automatically identifying and reasoning about potentially hazardous landing sites is paramount. This paper presents a coupled perception-planning solution which addresses the hazard detection, optimal landing trajectory generation, and contingency planning challenges encountered when landing in uncertain environments. Specifically, we develop and combine two novel algorithms, Hazard-Aware Landing Site Selection (HALSS) and Adaptive Deferred-Decision Trajectory Optimization (Adaptive-DDTO), to address the perception and planning challenges, respectively. The HALSS framework processes point cloud information to identify feasible safe landing zones, while Adaptive-DDTO is a multi-target contingency planner that adaptively replans as new perception information is received. We demonstrate the efficacy of our approach using a simulated Martian environment and show that our coupled perception-planning method achieves greater landing success whilst being more fuel efficient compared to a nonadaptive DDTO approach.
OCJun 3, 2020
Periodic Event-triggered Control for Incrementally Quadratic Nonlinear SystemsXiangru Xu, Adam M. Tahir, Behcet Acikmese
Periodic event-triggered control (PETC) evaluates the triggering rule periodically and is well-suited for implementation on digital platforms. This paper investigates PETC design for nonlinear systems affected by external disturbances under the impulsive system formulation. Sufficient conditions are provided to ensure the input-to-state stability of the resulting closed-loop system for the state feedback and the observer-based output feedback configurations separately. For each configuration, the sampling period and the triggering functions are provided explicitly. Sufficient conditions in the form of linear matrix inequalities are provided for the PETC design of incrementally quadratic nonlinear systems. Two examples are given to illustrate the effectiveness of the proposed method.
OCOct 13, 2021
Guided Policy Search using Sequential Convex Programming for Initialization of Trajectory Optimization AlgorithmsTaewan Kim, Purnanand Elango, Danylo Malyuta et al.
Nonlinear trajectory optimization algorithms have been developed to handle optimal control problems with nonlinear dynamics and nonconvex constraints in trajectory planning. The performance and computational efficiency of many trajectory optimization methods are sensitive to the initial guess, i.e., the trajectory guess needed by the recursive trajectory optimization algorithm. Motivated by this observation, we tackle the initialization problem for trajectory optimization via policy optimization. To optimize a policy, we propose a guided policy search method that has two key components: i) Trajectory update; ii) Policy update. The trajectory update involves offline solutions of a large number of trajectory optimization problems from different initial states via Sequential Convex Programming (SCP). Here we take a single SCP step to generate the trajectory iterate for each problem. In conjunction with these iterates, we also generate additional trajectories around each iterate via a feedback control law. Then all these trajectories are used by a stochastic gradient descent algorithm to update the neural network policy, i.e., the policy update step. As a result, the trained policy makes it possible to generate trajectory candidates that are close to the optimality and feasibility and that provide excellent initial guesses for the trajectory optimization methods. We validate the proposed method via a real-world 6-degree-of-freedom powered descent guidance problem for a reusable rocket.
OCAug 5, 2021
Advances in Trajectory Optimization for Space Vehicle ControlDanylo Malyuta, Yue Yu, Purnanand Elango et al.
Space mission design places a premium on cost and operational efficiency. The search for new science and life beyond Earth calls for spacecraft that can deliver scientific payloads to geologically rich yet hazardous landing sites. At the same time, the last four decades of optimization research have put a suite of powerful optimization tools at the fingertips of the controls engineer. As we enter the new decade, optimization theory, algorithms, and software tooling have reached a critical mass to start seeing serious application in space vehicle guidance and control systems. This survey paper provides a detailed overview of recent advances, successes, and promising directions for optimization-based space vehicle control. The considered applications include planetary landing, rendezvous and proximity operations, small body landing, constrained attitude reorientation, endo-atmospheric flight including ascent and reentry, and orbit transfer and injection. The primary focus is on the last ten years of progress, which have seen a veritable rise in the number of applications using three core technologies: lossless convexification, sequential convex programming, and model predictive control. The reader will come away with a well-rounded understanding of the state-of-the-art in each space vehicle control application, and will be well positioned to tackle important current open problems using convex optimization as a core technology.
OCJun 16, 2021
Convex Optimization for Trajectory GenerationDanylo Malyuta, Taylor P. Reynolds, Michael Szmuk et al.
Reliable and efficient trajectory generation methods are a fundamental need for autonomous dynamical systems of tomorrow. The goal of this article is to provide a comprehensive tutorial of three major convex optimization-based trajectory generation methods: lossless convexification (LCvx), and two sequential convex programming algorithms known as SCvx and GuSTO. In this article, trajectory generation is the computation of a dynamically feasible state and control signal that satisfies a set of constraints while optimizing key mission objectives. The trajectory generation problem is almost always nonconvex, which typically means that it is not readily amenable to efficient and reliable solution onboard an autonomous vehicle. The three algorithms that we discuss use problem reformulation and a systematic algorithmic strategy to nonetheless solve nonconvex trajectory generation tasks through the use of a convex optimizer. The theoretical guarantees and computational speed offered by convex optimization have made the algorithms popular in both research and industry circles. To date, the list of applications includes rocket landing, spacecraft hypersonic reentry, spacecraft rendezvous and docking, aerial motion planning for fixed-wing and quadrotor vehicles, robot motion planning, and more. Among these applications are high-profile rocket flights conducted by organizations like NASA, Masten Space Systems, SpaceX, and Blue Origin. This article aims to give the reader the tools and understanding necessary to work with each algorithm, and to know what each method can and cannot do. A publicly available source code repository supports the provided numerical examples. By the end of the article, the reader should be ready to use the methods, to extend them, and to contribute to their many exciting modern applications.
ROJul 6, 2016
Mixed Strategy for Constrained Stochastic Optimal ControlMasahiro Ono, Mahmoud El Chamie, Marco Pavone et al.
Choosing control inputs randomly can result in a reduced expected cost in optimal control problems with stochastic constraints, such as stochastic model predictive control (SMPC). We consider a controller with initial randomization, meaning that the controller randomly chooses from K+1 control sequences at the beginning (called K-randimization).It is known that, for a finite-state, finite-action Markov Decision Process (MDP) with K constraints, K-randimization is sufficient to achieve the minimum cost. We found that the same result holds for stochastic optimal control problems with continuous state and action spaces.Furthermore, we show the randomization of control input can result in reduced cost when the optimization problem is nonconvex, and the cost reduction is equal to the duality gap. We then provide the necessary and sufficient conditions for the optimality of a randomized solution, and develop an efficient solution method based on dual optimization. Furthermore, in a special case with K=1 such as a joint chance-constrained problem, the dual optimization can be solved even more efficiently by root finding. Finally, we test the theories and demonstrate the solution method on multiple practical problems ranging from path planning to the planning of entry, descent, and landing (EDL) for future Mars missions.
OCJul 6, 2015
Finite-Horizon Markov Decision Processes with State ConstraintsMahmoud El Chamie, Behcet Acikmese
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize costs) in a given stochastic dynamical environment. In many practical scenarios (multi-agent systems, telecommunication, queuing, etc.), the decision-making problem can have state constraints that must be satisfied, which leads to Constrained MDP (CMDP) problems. In the presence of such state constraints, the optimal policies can be very hard to characterize. This paper introduces a new approach for finding non-stationary randomized policies for finite-horizon CMDPs. An efficient algorithm based on Linear Programming (LP) and duality theory is proposed, which gives the convex set of feasible policies and ensures that the expected total reward is above a computable lower-bound. The resulting decision policy is a randomized policy, which is the projection of the unconstrained deterministic MDP policy on this convex set. To the best of our knowledge, this is the first result in state constrained MDPs to give an efficient algorithm for generating finite horizon randomized policies for CMDP with optimality guarantees. A simulation example of a swarm of autonomous agents running MDPs is also presented to demonstrate the proposed CMDP solution algorithm.
OCJul 4, 2015
Finite-Horizon Markov Decision Processes with Sequentially-Observed TransitionsMahmoud El Chamie, Behcet Acikmese
Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (or minimize costs) in a given stochastic dynamical environment. In this paper, we extend this model by incorporating additional information that the transitions due to actions can be sequentially observed. The proposed model benefits from this information and produces policies with better performance than those of standard MDPs. The paper also presents an efficient offline linear programming based algorithm to synthesize optimal policies for the extended model.
SYJun 6, 2015
Linear Matrix Inequalities for Ultimate Boundedness of Dynamical Systems with Conic Uncertain/Nonlinear TermsBehcet Acikmese
This note introduces a sufficient Linear Matrix Inequality (LMI) condition for the ultimate boundedness of a class of continuous-time dynamical systems with conic uncertain/nonlinear terms.