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Finite-Time-Horizon LQR for LTI system implemented. Meets goals 1 and 2. Does not meet goal 3 probably because of linearization. Creates oscillations about the equilibrium that explode.
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namanvs
2020-04-14 19:19:35 -04:00
committed by GitHub
parent 0de43c3cb8
commit 33047e20ca

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Naman_LQR_Working.m Normal file
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% Clear workspace
clear all; close all; clc;
% Parameters source: https://sal.aalto.fi/publications/pdf-files/eluu11_public.pdf
g = 9.81; m = 0.468; Ix = 4.856*10^-3;
Iy = 4.856*10^-3; Iz = 8.801*10^-3;
% States:
% X1: x X4: x'
% X2: y X5: y'
% X3: z X6: z'
% X7: Pitch angle (x-axis) X10: Pitch rate (x-axis)
% X8: Roll angle (y-axis) X11: Roll rate (y-axis)
% X9: Yaw angle (z-axis) X12: Yaw rate (z-axis)
% Inputs: Outputs:
% U1: Total Upward Force (along z-axis) Y1: Position along x axis
% U2: Pitch Torque (about x-axis) Y2: Position along y axis
% U3: Roll Torque (about y-axis) Y3: Position along z axis
% U4: Yaw Torque (about z-axis) Y4: Pitch (about x-axis)
% Y5: Roll (about y-axis)
% Y6: Yaw (about z-axis)
% State Space Source: https://arxiv.org/ftp/arxiv/papers/1908/1908.07401.pdf
% X' = Ax + Bu
% Y = Cx
nStates = 12;
nInputs = 4;
nOutputs = 6;
A = [0 0 0 1 0 0 0 0 0 0 0 0;
0 0 0 0 1 0 0 0 0 0 0 0;
0 0 0 0 0 1 0 0 0 0 0 0;
0 0 0 0 0 0 0 -g 0 0 0 0;
0 0 0 0 0 0 g 0 0 0 0 0;
0 0 0 0 0 0 0 0 0 0 0 0;
0 0 0 0 0 0 0 0 0 1 0 0;
0 0 0 0 0 0 0 0 0 0 1 0;
0 0 0 0 0 0 0 0 0 0 0 1;
0 0 0 0 0 0 0 0 0 0 0 0;
0 0 0 0 0 0 0 0 0 0 0 0;
0 0 0 0 0 0 0 0 0 0 0 0];
% Note: In paper, 1/m is in wrong spot
B = [0 0 0 0;
0 0 0 0;
0 0 0 0;
0 0 0 0;
0 0 0 0;
1/m 0 0 0;
0 0 0 0;
0 0 0 0;
0 0 0 0;
0 1/Ix 0 0;
0 0 1/Iy 0;
0 0 0 1/Iz];
C = [1 0 0 0 0 0 0 0 0 0 0 0;
0 1 0 0 0 0 0 0 0 0 0 0;
0 0 1 0 0 0 0 0 0 0 0 0;
0 0 0 0 0 0 1 0 0 0 0 0;
0 0 0 0 0 0 0 1 0 0 0 0;
0 0 0 0 0 0 0 0 1 0 0 0];
D = zeros(6,4);
continuous_system = ss(A, B, C, D);
T_s = 0.05;
discrete = c2d(continuous_system, T_s);
%Check if this works
impulse(discrete, 0:T_s:1)
%We should see that U1 gets us only translation in z, U2 couples Y2 and Y4,
%U3 couples Y1 and Y5, and U4 gets us Y6
%% Define goals
%Goal 1: settle at 1m height <2s
x_0_up = [0, 0, -1, ...
0, 0, 0, ...
0, 0, 0, ...
0, 0, 0]'; %Redefine origin!
%Goal 2: Stabilize from a 10-degree roll and pitch with <3deg overshoot
x_0_pitch = [0, 0, 0, ...
0, 0, 0, ...
10, 0, 0, ...
0, 0, 0]'; %Pitch of 5 degrees
x_0_roll = [0, 0, 0, ...
0, 0, 0, ...
0, 10, 0, ...
0, 0, 0]'; %Roll of 5 degrees
%Goal 3: Move from position (0,0,0) to within 5 cm of (1,1,1) within 5 seconds.
x_0_trans = [-1, -1, -1, ...
0, 0, 0, ...
0, 0, 0, ...
0, 0, 0]'; %Redefine origin!
%Define Q and R for the cost function. Begin with nominal ones for all.
Q = diag([1, 1, 1, ... % x, y, z
1, 1, 1, ... % x', y', z'
1, 1, 1, ... % roll, pitch, yaw
1, 1, 1]); % roll', pitch', yaw'
R = diag([10, 6000, 6000, 1]); % upward force, pitch torque, roll torque, yaw torque
%% Finite-Time Horizon LQR for Goal 1
%Calculate number of timesteps.
tSpan = 0:T_s:2;
nSteps = length(tSpan);
%Determine gains
[K, P] = LQR_LTI(discrete.A, discrete.B, Q, R, nSteps);
%Propagate
[ulqr, xlqr] = propagate(nInputs, nStates, nSteps, x_0_up, K, A, B);
%Plot
plot_states(xlqr, tSpan);
%% Finite-Time Horizon LQR for Goal 2
%Calculate number of timesteps.
tSpan = 0:T_s:0.2;
nSteps = length(tSpan);
%Determine gains
[K, P] = LQR_LTI(discrete.A, discrete.B, Q, R, nSteps);
%Pitch Goal
%Propagate
[ulqr, xlqr] = propagate(nInputs, nStates, nSteps, x_0_pitch, K, A, B);
%Plot
plot_states(xlqr, tSpan);
%Roll Goal
%Propagate
[ulqr, xlqr] = propagate(nInputs, nStates, nSteps, x_0_roll, K, A, B);
%Plot
plot_states(xlqr, tSpan);
%% Finite-Time Horizon For Goal 3
%Calculate number of timesteps.
tSpan = 0:T_s:5;
nSteps = length(tSpan);
%Determine gains
[K, P] = LQR_LTI(discrete.A, discrete.B, Q, R, nSteps);
%Pitch Goal
%Propagate
[ulqr, xlqr] = propagate(nInputs, nStates, nSteps, x_0_trans, K, A, B);
%Plot
plot_states(xlqr, tSpan);
%% Helper Functions
function [K, P] = LQR_LTI(A, B, Q, R, nSteps)
%Set P up
P = zeros(size(Q, 1), size(Q, 2), nSteps);
%Initial value of P
P(:, :, nSteps) = 1/2 * Q;
%Set K up, initial K is 0, so this is fine.
K = zeros(length(R), length(Q), nSteps);
for i = nSteps-1:-1:1
P_ = P(:,:, i+1);
K(:, :, i) = ( 1/2 * R + B' * P_ * B )^(-1) * B' * P_ * A;
P(:, :, i) = A' * P_ * ( A - B * K(:, :, i) ) + Q * 1/2;
end
end
function [ulqr, xlqr] = propagate(nInputs, nStates, nSteps, x_0, K, A, B)
%Set up for propagation
ulqr = zeros(nInputs, nSteps);
xlqr = zeros(nStates, nSteps);
xlqr(:, 1) = x_0;
for i = 1:(nSteps - 1)
ulqr(:,i) = K(:,:,i) * xlqr(:,i);
xlqr(:,i+1) = (A*xlqr(:, i) - B*ulqr(:, i));
end
end
function plot_states(xlqr, tSpan)
figure();
subplot(1, 2, 1);
plot(tSpan, xlqr(1, :), '-r');
hold on;
plot(tSpan, xlqr(2, :), '-g');
plot(tSpan, xlqr(3, :), '-b');
plot(tSpan, xlqr(4, :), '--r');
plot(tSpan, xlqr(5, :), '--g');
plot(tSpan, xlqr(6, :), '--b');
legend('x', 'y', 'z', 'x`', 'y`', 'z`');
title("Translations(-) and Velocities (--)");
xlabel("Time(s)");
ylabel("Displacement (m)");
subplot(1, 2, 2);
plot(tSpan, xlqr(7, :), '-r');
hold on;
plot(tSpan, xlqr(8, :), '-g');
plot(tSpan, xlqr(9, :), '-b');
plot(tSpan, xlqr(10, :), '--r');
plot(tSpan, xlqr(11, :), '--g');
plot(tSpan, xlqr(12, :), '--b');
legend('Pitch (about x)', 'Roll (about y)', 'Yaw (about z)', 'Pitch Rate', 'Roll Rate', 'Yaw Rate');
title("Angular Displacements(-) and Velocities(--)");
xlabel("Time(s)");
ylabel("Displacement (deg)");
end