arXiv subjects

Suman Chakravorty

Publications and source records attributed to Suman Chakravorty.

52 records · Page 3Linked to original sources

arXiv2017

A Separation-Based Design to Data-Driven Control for Large-Scale Partially Observed Systems

This paper studies the partially observed stochastic optimal control problem for systems with state dynamics governed by Partial Differential Equations (PDEs) that leads to an extremely large problem. First, an open-loop deterministic trajectory optimization problem is solved using a black box simulation model of the dynamical system. Next, a Linear Quadratic Gaussian (LQG) controller is designed for the nominal trajectory-dependent linearized system, which is identified using input-output experimental data consisting of the impulse responses of the optimized nominal system. A computational nonlinear heat example is used to illustrate the performance of the approach.

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arXiv2017

Near-Optimal Belief Space Planning via T-LQG

We consider the problem of planning under observation and motion uncertainty for nonlinear robotics systems. Determining the optimal solution to this problem, generally formulated as a Partially Observed Markov Decision Process (POMDP), is computationally intractable. We propose a Trajectory-optimized Linear Quadratic Gaussian (T-LQG) approach that leads to quantifiably near-optimal solutions for the POMDP problem. We provide a novel "separation principle" for the design of an optimal nominal open-loop trajectory followed by an optimal feedback control law, which provides a near-optimal feedback control policy for belief space planning problems involving a polynomial order of calculations of minimum order.

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arXiv2017

Stochastic Feedback Control of Systems with Unknown Nonlinear Dynamics

This paper studies the stochastic optimal control problem for systems with unknown dynamics. First, an open-loop deterministic trajectory optimization problem is solved without knowing the explicit form of the dynamical system. Next, a Linear Quadratic Gaussian (LQG) controller is designed for the nominal trajectory-dependent linearized system, such that under a small noise assumption, the actual states remain close to the optimal trajectory. The trajectory-dependent linearized system is identified using input-output experimental data consisting of the impulse responses of the nominal system. A computational example is given to illustrate the performance of the proposed approach.

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arXiv2017

A Near-Optimal Separation Principle for Nonlinear Stochastic Systems Arising in Robotic Path Planning and Control

We consider nonlinear stochastic systems that arise in path planning and control of mobile robots. As is typical of almost all nonlinear stochastic systems, the optimally solving problem is intractable. We provide a design approach which yields a tractable design that is quantifiably near-optimal. We exhibit a "separation" principle under a small noise assumption consisting of the optimal open-loop design of nominal trajectory followed by an optimal feedback law to track this trajectory, which is different from the usual effort of separating estimation from control. As a corollary, we obtain a trajectory-optimized linear quadratic regulator design for stochastic nonlinear systems with Gaussian noise.

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arXiv2016

RFM-SLAM: Exploiting Relative Feature Measurements to Separate Orientation and Position Estimation in SLAM

The SLAM problem is known to have a special property that when robot orientation is known, estimating the history of robot poses and feature locations can be posed as a standard linear least squares problem. In this work, we develop a SLAM framework that uses relative feature-to-feature measurements to exploit this structural property of SLAM. Relative feature measurements are used to pose a linear estimation problem for pose-to-pose orientation constraints. This is followed by solving an iterative non-linear on-manifold optimization problem to compute the maximum likelihood estimate for robot orientation given relative rotation constraints. Once the robot orientation is computed, we solve a linear problem for robot position and map estimation. Our approach reduces the computational burden of non-linear optimization by posing a smaller optimization problem as compared to standard graph-based methods for feature-based SLAM. Further, empirical results show our method avoids catastrophic failures that arise in existing methods due to using odometery as an initial guess for non-linear optimization, while its accuracy degrades gracefully as sensor noise is increased. We demonstrate our method through extensive simulations and comparisons with an existing state-of-the-art solver.

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arXiv2016

Non-Gaussian SLAP: Simultaneous Localization and Planning Under Non-Gaussian Uncertainty in Static and Dynamic Environments

Simultaneous Localization and Planning (SLAP) under process and measurement uncertainties is a challenge. It involves solving a stochastic control problem modeled as a Partially Observed Markov Decision Process (POMDP) in a general framework. For a convex environment, we propose an optimization-based open-loop optimal control problem coupled with receding horizon control strategy to plan for high quality trajectories along which the uncertainty of the state localization is reduced while the system reaches to a goal state with minimum control effort. In a static environment with non-convex state constraints, the optimization is modified by defining barrier functions to obtain collision-free paths while maintaining the previous goals. By initializing the optimization with trajectories in different homotopy classes and comparing the resultant costs, we improve the quality of the solution in the presence of action and measurement uncertainties. In dynamic environments with time-varying constraints such as moving obstacles or banned areas, the approach is extended to find collision-free trajectories. In this paper, the underlying spaces are continuous, and beliefs are non-Gaussian. Without obstacles, the optimization is a globally convex problem, while in the presence of obstacles it becomes locally convex. We demonstrate the performance of the method on different scenarios.

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arXiv2016

Belief Space Planning Simplified: Trajectory-Optimized LQG (T-LQG) (Extended Report)

Planning under motion and observation uncertainties requires solution of a stochastic control problem in the space of feedback policies. In this paper, we reduce the general (n^2+n)-dimensional belief space planning problem to an (n)-dimensional problem by obtaining a Linear Quadratic Gaussian (LQG) design with the best nominal performance. Then, by taking the underlying trajectory of the LQG controller as the decision variable, we pose a coupled design of trajectory, estimator, and controller design through a Non-Linear Program (NLP) that can be solved by a general NLP solver. We prove that under a first-order approximation and a careful usage of the separation principle, our approximations are valid. We give an analysis on the existing major belief space planning methods and show that our algorithm has the lowest computational burden. Finally, we extend our solution to contain general state and control constraints. Our simulation results support our design.

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arXiv2016

A Computationally Optimal Randomized Proper Orthogonal Decomposition Technique

In this paper, we consider the model reduction problem of large-scale systems, such as systems obtained through the discretization of partial differential equations. We propose a computationally optimal randomized proper orthogonal decomposition (RPOD*) technique to obtain the reduced order model by perturbing the primal and adjoint system using Gaussian white noise. We show that the computations required by the RPOD* algorithm is orders of magnitude cheaper when compared to the balanced proper orthogonal decomposition (BPOD) algorithm and BPOD output projection algorithm while the performance of the RPOD* algorithm is much better than BPOD output projection algorithm. It is optimal in the sense that a minimal number of snapshots is needed. We also relate the RPOD* algorithm to random projection algorithms. The method is tested on two advection-diffusion equations.

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arXiv2016

An autoregressive (AR) model based stochastic unknown input realization and filtering technique

This paper studies the state estimation problem of linear discrete-time systems with stochastic unknown inputs. The unknown input is a wide-sense stationary process while no other prior informaton needs to be known. We propose an autoregressive (AR) model based unknown input realization technique which allows us to recover the input statistics from the output data by solving an appropriate least squares problem, then fit an AR model to the recovered input statistics and construct an innovations model of the unknown inputs using the eigensystem realization algorithm (ERA). An augmented state system is constructed and the standard Kalman filter is applied for state estimation. A reduced order model (ROM) filter is also introduced to reduce the computational cost of the Kalman filter. Two numerical examples are given to illustrate the procedure.

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arXiv2016

Particle Gaussian Mixture (PGM) Filters

Recursive estimation of nonlinear dynamical systems is an important problem that arises in several engineering applications. Consistent and accurate propagation of uncertainties is important to ensuring good estimation performance. It is well known that the posterior state estimates in nonlinear problems may assume non-Gaussian multimodal densities. In the past, Gaussian mixture filters and particle filters were introduced to handle non-Gaussianity and nonlinearity. However, these methods have seen only limited success as most mixture filters attempt to fix the number of mixture modes during estimation process, and the particle filters suffer from the curse of dimensionality. In this paper, we propose a particle based Gaussian mixture filtering approach for the general nonlinear estimation problem that is free of the particle depletion problem inherent to most particle filters. We employ an ensemble of randomly sampled states for the propagation of state probability density. A Gaussian mixture model of the propagated uncertainty is then recovered by clustering the ensemble. The posterior density is obtained subsequently through a Kalman measurement update of the mixture modes. We prove the weak convergence of the PGM density to the true filter density assuming exponential forgetting of initial conditions by the true filter. The estimation performance of the proposed filtering approach is demonstrated through several test cases.

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arXiv2016

Decentralized State Estimation via a Hybrid of Consensus and Covariance intersection

This paper presents a new recursive information consensus filter for decentralized dynamic-state estimation. No structure is assumed about the topology of the network and local estimators are assumed to have access only to local information. The network need not be connected at all times. Consensus over priors which might become correlated is performed through Covariance Intersection (CI) and consensus over new information is handled using weights based on a Metropolis Hastings Markov Chains. We establish bounds for estimation performance and show that our method produces unbiased conservative estimates that are better than CI. The performance of the proposed method is evaluated and compared with competing algorithms on an atmospheric dispersion problem.

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arXiv2016

Motion Planning for Global Localization in Non-Gaussian Belief Spaces

This paper presents a method for motion planning under uncertainty to deal with situations where ambiguous data associations result in a multimodal hypothesis on the robot state. In the global localization problem, sometimes referred to as the "lost or kidnapped robot problem", given little to no a priori pose information, the localization algorithm should recover the correct pose of a mobile robot with respect to a global reference frame. We present a Receding Horizon approach, to plan actions that sequentially disambiguate a multimodal belief to achieve tight localization on the correct pose in finite time, i.e., converge to a unimodal belief. Experimental results are presented using a physical ground robot operating in an artificial maze-like environment. We demonstrate two runs wherein the robot is given no a priori information about its initial pose and the planner is tasked to localize the robot.

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arXiv2016

Feedback Motion Planning Under Non-Gaussian Uncertainty and Non-Convex State Constraints

Planning under process and measurement uncertainties is a challenging problem. In its most general form it can be modeled as a Partially Observed Markov Decision Process (POMDP) problem. However POMDPs are generally difficult to solve when the underlying spaces are continuous, particularly when beliefs are non-Gaussian, and the difficulty is further exacerbated when there are also non-convex constraints on states. Existing algorithms to address such challenging POMDPs are expensive in terms of computation and memory. In this paper, we provide a feedback policy in non-Gaussian belief space via solving a convex program for common non-linear observation models. The solution involves a Receding Horizon Control strategy using particle filters for the non-Gaussian belief representation. We develop a way of capturing non-convex constraints in the state space and adapt the optimization to incorporate such constraints, as well. A key advantage of this method is that it does not introduce additional variables in the optimization problem and is therefore more scalable than existing constrained problems in belief space. We demonstrate the performance of the method on different scenarios.

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arXiv2015

Motion Planning in Non-Gaussian Belief Spaces (M3P): The Case of a Kidnapped Robot

Planning under uncertainty is a key requirement for physical systems due to the noisy nature of actuators and sensors. Using a belief space approach, planning solutions tend to generate actions that result in information seeking behavior which reduce state uncertainty. While recent work has dealt with planning for Gaussian beliefs, for many cases, a multi-modal belief is a more accurate representation of the underlying belief. This is particularly true in environments with information symmetry that cause uncertain data associations which naturally lead to a multi-modal hypothesis on the state. Thus, a planner cannot simply base actions on the most-likely state. We propose an algorithm that uses a Receding Horizon Planning approach to plan actions that sequentially disambiguate the multi-modal belief to a uni-modal Gaussian and achieve tight localization on the true state, called a Multi-Modal Motion Planner (M3P). By combining a Gaussian sampling-based belief space planner with M3P, and introducing a switching behavior in the planner and belief representation, we present a holistic end-to-end solution for the belief space planning problem. Simulation results for a 2D ground robot navigation problem are presented that demonstrate our method's performance.

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arXiv2014

A UKF-PF based Hybrid Estimation Scheme for Space Object Tracking

In this paper, we present a UKF-PF based hybrid nonlinear filter for space object tracking. Estimating the state and its associated uncertainty, also known as filtering is paramount to the tracking process. The periodicity of the Keplerian orbits and the availability of accurate orbital perturbation models present special advantages in filter design. The proposed nonlinear filter employs an unscented Kalman filter (UKF) estimate the state of the system while measurements are available. In the absence of measurements, the state pdf is updated via a sequential Monte Carlo method. It is demonstrated that the hybrid filter offers fast and accurate performance regardless of orbital parameters used and the amount of uncertainty involved. The performance of the filter under is found to depend upon the number of measurements recorded when the object is within the field of view (FOV) of the sensors.

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arXiv2013

A Randomized Proper Orthogonal Decomposition Technique

In this paper, we consider the problem of model reduction of large scale systems, such as those obtained through the discretization of PDEs. We propose a randomized proper orthogonal decomposition (RPOD) technique to obtain the reduced order models by randomly choosing a subset of the inputs/outputs of the system to construct a suitable small sized Hankel matrix from the full Hankel matrix. It is shown that the RPOD technique is computationally orders of magnitude cheaper when compared to techniques such as the Eigensystem Realization algorithm (ERA)/Balanced POD (BPOD) while obtaining the same information in terms of the number and accuracy of the dominant modes. The method is tested on several different advection-diffusion equations.

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