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Optimal Regulators in Geometric Robotics

Bousclet Anis Control Engineering Department
National Polytechnic School
Student in Master of Engineering

Process Control Laboratory
Algeria, Algiers
[email protected]
Abstract

The aim of this paper is to give some existence results of optimal control of robotic systems with a Riemannian geometric view, and derive a formulation of the PMP using the intrinsic geometry of the configuration space.
Applying this result to some special cases will give the results of avoidance problems on Riemannian manifolds developed by A. Bloch et al.
We derive a formulation of the dynamic programming approach and apply it to the quadratic costs and extend the linear quadratic regulator to robotic systems on Riemannian manifolds and giving an equivalent Riccati equation. We give an optimisation aspect of the Riemannian tracking regulator of F. Bullo and R.M. Murray.
Finally, wee apply the theoretical developments to the regulation and tracking of a rigid body attitude.

Index Terms:
Optimal Control, Geometric Robotics, Dynamic Programming, PMP, Riccati Equations, LQR regulator, Tracking Regulator.

I Introduction

Robotic manipulators are powerful tools to gain energy, time and money. The problem with the control of this kind of systems is the non-linearity of the dynamics. The classical approach that models the configuration space as an euclidean space and apply the Hamilton’s principle to derive the equations and give some regulation results using Lyapunov stability theorems [11] [12] [13] [14] [51].

On the other hand the work of [8] shows the efficacy of Riemannian geometry in robotics. In [18] [20] [21] [26] [27] the authors propose a Riemannian PD regulator that ensures the regulation of the configuration into a reference position with zero velocity using Lyapunov techniques [3] [10] [12] [13], but the gains can be chosen arbitrarily and are not unique. For linear systems, we solve this problem by fixing a quadratic cost and apply the LQR theory to give the unique optimal control that ensure the regulation.
The optimal control is a linear feedback of the state [31] [32] [42], and the proportional coefficient can be computed from an algebraic Riccati equation.
Computations in [33] [34] prove that we can recover the Riccati equation by applying the PMP or HJB theory for linear systems with quadratic costs. Work in [43] [44] give a geometric formulation of PMP and HJB theory for state space systems on manifold using the symplectic structure of cotangent bundle of the state space.

A. Sacoon et al showed in [39] that the form of the optimal regulator of the rigid body kinematic R=RΩR^{\prime}=R\Omega with RSO(3)R\in SO(3) and Ω𝔰𝔬(3)=A3()\Omega\in\mathfrak{so(3)}=A_{3}(\mathbb{R}) for the euclidean cost

J(Ω)=0tr(IRdT.R)+12||Ω||2dt,J(\Omega)=\int_{0}^{\infty}tr(I-R_{d}^{T}.R)+\frac{1}{2}||\Omega||^{2}dt,

where ||.||||.|| is the Frobenius norm,

Ω(R)=RdTRRTRd1+tr(RdTR).\Omega^{*}(R)=-\frac{R_{d}^{T}R-R^{T}R_{d}}{\sqrt{1+tr(R_{d}^{T}R)}}.

We see that this form is not a linear feedback of configuration, this remark prevents to establish an LQR theory for robotic systems using the Euclidean formulation.
S. Berkane et al showed in [38] that the optimal control of the Riemannian cost

J(Ω)=012log(RdTR)2+12Ω2dt,J(\Omega)=\int_{0}^{\infty}\frac{1}{2}||\log(R_{d}^{T}R)||^{2}+\frac{1}{2}||\Omega||^{2}dt,

is

Ω(R)=klog(R),\Omega(R)=-k\log(R),

for some k>0k>0 solution of an algebraic Riccati equation, This result encourages us to use the geometric formulation for optimal control of robotic systems.
Works in [40] of C. Liu et al consists to prove that for rigid body dynamics

R=RΩ,R^{\prime}=R\Omega,
ω=I1(Iω×ω)+τ.\omega^{\prime}=I^{-1}(I\omega\times\omega)+\tau.

The optimal control for the riemannian cost

J(u)=012|log(RdTR)|I2+12|Ω|I2+12|[τ]×|I2dtJ(u)=\int_{0}^{\infty}\frac{1}{2}|\log(R_{d}^{T}R)|_{I}^{2}+\frac{1}{2}|\Omega|_{I}^{2}+\frac{1}{2}|[\tau]_{\times}|_{I}^{2}dt

is τ=kPlog(RdTR)kDω\tau=-k_{P}\log(R_{d}^{T}R)-k_{D}\omega with kP,kDk_{P},k_{D} are solution of algebraic Riccati equation.
The goal here is to prove that we can establish a geometric LQR theory for robotic systems, by proving that for riemannian cost, the optimal control is a riemannian PD regulator.

II Mathematical Preliminaries

Here we recall some preliminaries about geometric robotic and some functional analysis.

Refer to caption
Figure 1: Configuration space of a robot [52]

The configuration space of a robot is a nn dimensional manifold M(SO3()×3)sM\subset(SO_{3}(\mathbb{R})\times\mathbb{R}^{3})^{s} where ss is the number of rigid bodies that constitute the robot, and n=6srn=6s-r is the degree of freedom and rr is the number of holonomic constraints.
The Riemannian manifold (M,g)(M,g) with g=<,>g=<,> is the kinetic energy of the robot allow us to express trajectories of the robot subject to the potential WC(M)W\in C^{\infty}(M) and the control force uLloc1(I,TM)u\in L^{1}_{loc}(I,T^{*}M) such that u(t)Tγ(t)Mu(t)\in T_{\gamma(t)}M^{*} by

Dγ˙Dt=gradg(W)(γ)+gγ#(u)\frac{D\dot{\gamma}}{Dt}=-grad_{g}(W)(\gamma)+g_{\gamma}^{\#}(u)

where DDt:Γ(γ)Γ(γ)\frac{D}{Dt}:\Gamma(\gamma)\rightarrow{\Gamma(\gamma)} is the covariant derivative.
gradg(W)grad_{g}(W) is the covariant gradient i.e the vector field that ensure dWq(v)=<gradg(W)(q),v>dW_{q}(v)=<grad_{g}(W)(q),v> and gq#g_{q}^{\#} is the tangent cotangent isomorphism.
We call a state the element (q,v)TM(q,v)\in TM, that is a state is the combination of a configuration and a velocity.
The curvature tensor is R:Γ(TM)3Γ(TM)R:\Gamma(TM)^{3}\rightarrow{\Gamma(TM)} defined by

R(X,Y)Z=DXDYZDYDXZD[X,Y]ZR(X,Y)Z=D_{X}D_{Y}Z-D_{Y}D_{X}Z-D_{[X,Y]}Z

with D:Γ(TM)Γ(TM)D:\Gamma(TM)\rightarrow{\Gamma(TM)} is the Levi-Civita connexion.
A locally absolutely continuous function fLAC(I,)f\in LAC(I,\mathbb{R}) is a function such that f(t)=f(t0)+t0tg(s)𝑑sf(t)=f(t_{0})+\int_{t_{0}}^{t}g(s)ds for gLloc1(I)g\in L^{1}_{loc}(I), from the Lebesgue theorem [25], an absolutely continuous function is a.e differentiable and f=gf^{\prime}=g a.e, we have this result [42] [33]

Theorem II.1

Cauchy-Lipschitz in Optimal Control
for uΓloc1(γ)u\in\Gamma^{1}_{loc}(\gamma), the dynamic Dγ˙Dt=grad(U)(γ)+u\frac{D\dot{\gamma}}{Dt}=-grad(U)(\gamma)+u have a unique LAD local solution for each initial conditions on TMTM defined in an open interval.

From Mazur’s and the converse of Lebesgue dominated convergence theorems, we have the following facts, if Ωm\Omega\subset\mathbb{R}^{m} convex and closed, L2([0,T],Ω)L^{2}([0,T],\Omega) is weakly closed, and if Ω\Omega is convex and compact, L2([0,T],Ω)L^{2}([0,T],\Omega) is weakly compact [29].

We denote by UC(M×M)U\in C(M\times M) by the minimal kinetic energy that takes the robot from a configuration to another, namely U(p,q)=12dg2(p,q)U(p,q)=\frac{1}{2}d_{g}^{2}(p,q).
For qMq^{*}\in M the function V(.)=U(.,q)V(.)=U(.,q^{*}) is smooth on a normal neighborhood of qq^{*}, and its gradient is V(q)=expq1(q)\nabla V(q)=-\exp_{q}^{-1}(q^{*}), in fact we have U(q,q)=12|expq1(q)|g2U(q^{*},q)=\frac{1}{2}|\exp_{q}^{-1}(q^{*})|_{g}^{2}.
We denote injqMinj_{q}M by the injectivity radius of (M,g)(M,g) at qq by the biggest number r>0r>0 such that expq:B(0,r)M\exp_{q}:B(0,r)\rightarrow{M} is a diffeomorphism.
If dg(p,q)<injqMd_{g}(p,q)<inj_{q}M there is a unique minimizing geodesic that joints pp to qq.

Refer to caption
Figure 2: Geodesic distance

We will show that for natural cost, the optimal control is a Riemannian PD feedback, where the proportional action is exactly expq1(q)\exp^{-1}_{q}(q^{*}), the major problem of the geometric approach is fastidious computations, in practice it is very difficult to compute the exponential map neither its inverse, so we do two approximations

1)- the case where MM is an arbitrary manifold

expq1(q)=qq\exp^{-1}_{q}(q^{*})=q^{*}-q

.
2) the case where M=SO(3)M=SO(3), we take

expR1(Rd)=R.log(RT.Rd)\exp^{-1}_{R}(R_{d})=R.\log(R^{T}.R_{d})

where log:{RSO(3),tr(R)1}A3()\log:\left\{R\in SO(3),tr(R)\neq-1\right\}\rightarrow{A_{3}(\mathbb{R})} is the logarithm that can be computed easily from Rodriguez formula [49] [21].

log(R)=ϕ(R)sin(ϕ(R))Skew(R)\log(R)=\frac{\phi(R)}{\sin(\phi(R))}Skew(R)

with Skew(R)=RRT2Skew(R)=\frac{R-R^{T}}{2} is the projection of RR on the space of anti-symmetric matrices, and ϕ(R)=arccos(tr(R)12)\phi(R)=\arccos(\frac{tr(R)-1}{2}).

The motivation of the approximation on SO(3)SO(3) is that for left invariant metric, knowledge of the exponential map at I3I_{3} gives us its values in all TSO(3)TSO(3). On the other hand, when the metric is bi invariant, the exponential map of the metric and the Lie exponential (matrix exponential) are the same, this allows us to approximate the two logarithms.
We see that this allow us to recover the classical LQR theory, and classical results of Linear regulation, or results about regulation of rigid bodies.
It’s clear that L(q,v)=12dg2(q,q)+12|v|2L(q,v)=\frac{1}{2}d_{g}^{2}(q^{*},q)+\frac{1}{2}|v|^{2} is a Lyapunov function for the dynamic

DqDt=expq1(q)k.v\frac{Dq^{\prime}}{Dt}=\exp_{q}^{-1}(q^{*})-k.v

where k>0k>0 and (q0,v0)(q_{0},v_{0}) satisfies L(q0,v0)12injq(M)2L(q_{0},v_{0})\leq\frac{1}{2}inj_{q^{*}}(M)^{2}.

We will prove that it’s an optimal feedback regulator for a natural cost.

Refer to caption
Figure 3: Riemannian logarithm

III Existence Results in Optimal Control of Robotic Systems

The aim of this part is to give some existence results of optimal control laws by functional analysis tools [29], we adapt the results in [31] [33] [41] [42] to the formulation in geometric robotics.
we need the following result

Lemma III.1

Inverse of the covariante derivative Let γ:[0,T]M\gamma:[0,T]\rightarrow{M} be LAD, so there exists a unique linear operator Iγ:L1(γ)AC(γ)I_{\gamma}:L^{1}(\gamma)\rightarrow{AC(\gamma)} that satisfies I(DVDt)(t)=V(t)P0t(V(0))I(\frac{DV}{Dt})(t)=V(t)-P_{0}^{t}(V(0)) for all tIt\in I and all VAC(γ)V\in AC(\gamma), and DI(w)Dt(t)=W(t)\frac{DI(w)}{Dt}(t)=W(t) a.e in II for all WL1(γ)W\in L^{1}(\gamma).

Proof :
We construct this operator locally, and we extend it by the uniqueness, we solve the equation

W˙k+i,j=1nΓi,jk(γ)γ˙iWj=Vk\dot{W}^{k}+\sum_{i,j=1}^{n}\Gamma_{i,j}^{k}(\gamma)\dot{\gamma}^{i}W^{j}=V^{k}

with initial condition W(0)=0W(0)=0, the linear Cauchy-Lipschitz theorem gives us this solution that satisfies DI(V)Dt=V\frac{DI(V)}{Dt}=V, we see also that W=VP0t(V(0))W=V-P_{0}^{t}(V(0)) is a solution of this problem, so the conclusion follows.

III-A Time-optimal control result

We denote UTL2([0,T],Ω)U_{T}\subset L^{2}([0,T],\Omega) by the set of controls such that the robot initialized in (q0,v0)TM(q_{0},v_{0})\in TM the trajectory is defined in [0,T][0,T], and the trajectories lies in a fixed compact KTMK\subset TM.
let E:UTTME:U_{T}\rightarrow{TM} defined by E(u)=(qu(T),qu(T))E(u)=(q_{u}(T),q_{u}^{\prime}(T)), the accessible set is E(UT)E(U_{T}).
The fact that trajectories are lies in a fixed compact KK and the control lies in a convex compact implies that the accessible set is compact and depend continuously for the Hausdorff distance.

Theorem III.2
Suppose that Ω\Omega is convex and compact, and consider the dynamic DqDt=grad(W)(q)+j=1mujfj(q)\frac{Dq^{\prime}}{Dt}=-grad(W)(q)+\sum_{j=1}^{m}u_{j}f_{j}(q) so the accessible set Acct(q0,v0)Acc_{t}(q_{0},v_{0}) is compact and depend continuously for the Hausdorff distance.

Proof :
We are interested by the dynamic

q=vq^{\prime}=v
DvDt=W(q)+j=1mfj(q)uj.\frac{Dv}{Dt}=-\nabla W(q)+\sum_{j=1}^{m}f_{j}(q)u_{j}.

We prove the compactness of AcctAcc_{t}, let (qn(t),vn(t))(q_{n}(t),v_{n}(t)) be a sequence of AcctAcc_{t}, because unL2([0,t],Ω)u_{n}\in L^{2}([0,t],\Omega) and that Ω\Omega is bounded. unL2||u_{n}||_{L^{2}} is bounded, then, there exist uL2([0,t],Ω)u\in L^{2}([0,t],\Omega) such that uϕ(n)u_{\phi(n)} converge weakly to uu.
On the other hand (qϕ(n),vϕ(n))(q_{\phi(n)},v_{\phi(n)}) is bounded in H1H^{1}, so it converges weakly for some (q,v):[0,t]TM(q,v):[0,t]\rightarrow{TM}, we know that H1([0,t])H^{1}([0,t]) can be compactly injected in C0([0,t])C^{0}([0,t]), this proves the uniform convergence.
So we have

q(t)=q0+0tv(s)𝑑s,q(t)=q_{0}+\int_{0}^{t}v(s)ds,
v(t)=P0t(v0)+Iq(W(q)+j=1mfj(q)uj)(t).v(t)=P_{0}^{t}(v_{0})+I_{q}(-\nabla W(q)+\sum_{j=1}^{m}f_{j}(q)u_{j})(t).

This conclude that uu is the control that gives (q,v)(q,v).
Now we prove the continuous dependence
Let t,s[0,T]t,s\in[0,T], ϵ>0\epsilon>0. it suffices to prove that there exists δ>0\delta>0 such that if |ts|δ|t-s|\leq\delta, so for yAccsy\in Acc_{s} there exists xAcctx\in Acc_{t} such that xyϵ||x-y||\leq\epsilon. We fix t<st<s, for the yAccsy\in Acc_{s}, we choose x=(qu(t),vu(t))x=(q_{u}(t),v_{u}(t)), we have

yx=(tsv(τ)𝑑τ,[P0(v0)+Iq(W+fjuj)]|ts).y-x=(\int_{t}^{s}v(\tau)d\tau,[P_{0}(v_{0})+I_{q}(-\nabla W+f_{j}u_{j})]|_{t}^{s}).

The fact that quantities that are in the integral are locally integrable concludes.
Remarque : The hypothesis about the trajectories that must be in a fixed compact is natural and essential in the proof.
We have this corollary

Corollary III.2.1
If (q1,v1)AccT(q_{1},v_{1})\in Acc_{T} for some T>0T>0, so there exist a time-optimal control that takes (q0,v0)(q_{0},v_{0}) to (q1,v1)(q_{1},v_{1}) in time tt^{*}, in addition (q1,v1)Acct(q0,v0)(q_{1},v_{1})\in\partial Acc_{t^{*}}(q_{0},v_{0}).

Proof :
Let t=inf{t>0,(q1,v1)Acct(q0,v0)}t^{*}=\inf\left\{t>0,(q_{1},v_{1})\in Acc_{t}(q_{0},v_{0})\right\}, suppose that (q1,v1)Acct(q0,v0)(q_{1},v_{1})\notin Acc_{t^{*}}(q_{0},v_{0}), let ϵ=12d(x1,x1)\epsilon=\frac{1}{2}d(x_{1},x_{1}^{\prime}) (where x1x_{1}^{\prime} satisfies the minimal distance, this point exists because the accessible sets are compacts). so there exists δ>0\delta>0 such that if t[t,t+δ]t\in[t^{*},t^{*}+\delta] for every xAcctx\in Acc_{t}, there exists yAccty\in Acc_{t^{*}} such that xyϵ||x-y||\leq\epsilon. From the definition of infimum , there exists t<t<t+δt^{*}<t<t^{*}+\delta that satisfies x1Acctx_{1}\in Acc_{t}, we take x=x1x=x_{1} the corresponding yy is in AcctAcc_{t} closer from x1x_{1} than x1x_{1}^{\prime}, this is a contradiction.

If x1Acctx_{1}\notin\partial Acc_{t^{*}}, so x1Acct̊x_{1}\in\mathring{Acc_{t^{*}}} and by continuity there exists t<tt<t^{*} such that x1Acctx_{1}\in Acc_{t}, this contradicts the time optimality.

Refer to caption
Figure 4: Temps optimalité

III-B Cost optimal control results

Now we give existence results for optimisation of some cost, we note U=12dg2U=\frac{1}{2}d_{g}^{2} and PP is the parallel transportation along the unique minimizing geodesic (this is well defined for sufficiently close configurations), let RSn++()R\in S_{n}^{++}(\mathbb{R}).

Theorem III.3

Consider the dynamic DqDt=grad(W)(q)+j=1mujfj(q)\frac{Dq^{\prime}}{Dt}=-grad(W)(q)+\sum_{j=1}^{m}u_{j}f_{j}(q) and Ω\Omega is closed and convex, so there exist an optimal control for the cost

J(u)=0TuR2+12|vu|2+U(q1,qu)dtJ(u)=\int_{0}^{T}||u||_{R}^{2}+\frac{1}{2}|v_{u}|^{2}+U(q_{1},q_{u})dt

Proof :
Let β>0\beta>0 such that βR\beta\leq R, so β.u2J(u)\beta.||u||^{2}\leq J(u), let unUTu_{n}\in U_{T} be a minimizing sequence i.e J(un)infuUTJ(u)J(u_{n})\rightarrow{\inf_{u\in U_{T}}J(u)}, this sequence is clearly bounded, so there exists a subsequence that converges to uL2([0,T],Ω)u\in L^{2}([0,T],\Omega). We prove now that uUTu\in U_{T}, we recall that L2([0,T],Ω)L^{2}([0,T],\Omega) is weakly closed.
Let (qn,vn)(q_{n},v_{n}) be the trajectories with control unu_{n} initialized at (q0,v0)(q_{0},v_{0}),

qn(t)=q0+0tvn(s)𝑑s,q_{n}(t)=q_{0}+\int_{0}^{t}v_{n}(s)ds,
vn(t)=P0t(v0)+Iqn(W(qn)+fj(qn)uj,n)(t).v_{n}(t)=P_{0}^{t}(v_{0})+I_{q_{n}}(-\nabla W(q_{n})+f_{j}(q_{n})u_{j,n})(t).

The sequence (qn,vn)H1([0,T])(q_{n},v_{n})\in H^{1}([0,T]) is bounded, we can extract a sequence that converges weakly to (q,v)H1([0,T])(q,v)\in H^{1}([0,T]), by the Sobolev compactness theorem, this sequence converges uniformly to (q,v)(q,v) in C0C^{0}, so

q(t)=q0+0tv(s)𝑑sq(t)=q_{0}+\int_{0}^{t}v(s)ds
v(t)=P0t(v0)+Iq(W(q)+fj(q)uj)(t)v(t)=P_{0}^{t}(v_{0})+I_{q}(-\nabla W(q)+f_{j}(q)u_{j})(t)

This confirms that uUTu\in U_{T} because q,vq,v are defined in [0,T][0,T], on the other hand, we have uR,L2lim infunR,L2||u||_{R,L^{2}}\leq\liminf||u_{n}||_{R,L^{2}} (the norm ||.||R,L2||.||_{R,L^{2}} is convex L2L^{2} and continuous, so it is lower semi-continuous for the weak topology) and thus by uniform convergence of (qn,vn)(q_{n},v_{n}) we have

infuUJ(u)J(u).\inf_{u\in U}J(u)\geq J(u).

As for the regulation problem, we can consider a tracking regulator as in this proposition

Proposition 1

Consider the dynamic DqDt=grad(W)(q)+j=1mujfj(q)\frac{Dq^{\prime}}{Dt}=-grad(W)(q)+\sum_{j=1}^{m}u_{j}f_{j}(q) and Ω\Omega is closed and convex, so there exist an optimal control for the cost

J(u)=0Tu2+12|vuP(qu,qref)vref|2+U(qref,qu)dtJ(u)=\int_{0}^{T}||u||^{2}+\frac{1}{2}|v_{u}-P(q_{u},q_{ref})v_{ref}|^{2}+U(q_{ref},q_{u})dt

IV Riemannian Formulation of PMP

Works in [43] [44] give a symplectic formulation of PMP for state space systems on manifolds, here we give a Riemannian formulation of PMP for robotic systems that explicitly implies the geometry of configuration space.
we start by giving an estimation of how perturbing a control changes the configuration, and it’s here where the Riemannian tensor will appears ! after that we will apply this results to the Riemannian double integrator, and recover results in [45] [46] [47] of Bloch, Silva and Colombo.

IV-A Statement of the problem

We are interesting by the following optimisation problem

DqDt=grad(W)(q)+j=1mfj(q)uj\frac{Dq^{\prime}}{Dt}=-grad(W)(q)+\sum_{j=1}^{m}f_{j}(q)u_{j}

with (q(0),q(0))=(q0,v0)(q(0),q^{\prime}(0))=(q_{0},v_{0}) and uUTu\in U_{T}, we take L:TM×mL:TM\times\mathbb{R}^{m}\rightarrow{\mathbb{R}} and g:TMg:TM\rightarrow{\mathbb{R}} are smooth, and we want to minimize J:UTJ:U_{T}\rightarrow{\mathbb{R}}

J(u)=0TL(qu(t),vu(t),u(t))𝑑t+g(qu(T),vu(T)).J(u)=\int_{0}^{T}L(q_{u}(t),v_{u}(t),u(t))dt+g(q_{u}(T),v_{u}(T)).

Our problem is to give a necessary condition for uUTu^{*}\in U_{T} that verifies J(u)=infuUTJ(u)J(u^{*})=\inf_{u\in U_{T}}J(u).

IV-B Simple variations of control

The tangent bundle TMTM of the configuration space (state space) is furnished with the Sasaki metric GG [24] [25], for (v0,v1)T(q0,v0)TM(v_{0}^{\prime},v_{1}^{\prime})\in T_{(q_{0},v_{0})}TM exp(q0,v0)(v0,v1)\exp_{(q_{0},v_{0})}(v_{0}^{\prime},v_{1}^{\prime}) is the exponential map.
let s>0s>0 and aΩa\in\Omega, we denote (q,u)(q^{*},u^{*}) by the optimal trajectory, and we define the following perturbation of the optimal control uϵ(t)=au_{\epsilon}(t)=a if t]sϵ,s[t\in]s-\epsilon,s[ and uϵ(t)=u(t)u_{\epsilon}(t)=u^{*}(t) otherwise, it is clear that uϵL2([0,T],Ω)u_{\epsilon}\in L^{2}([0,T],\Omega), and we will show that in fact, uϵUTu_{\epsilon}\in U_{T} for ϵ>0\epsilon>0 sufficiently small.
the first step is to give the configuration by mean of the optimal configuration when the initial conditions are close.

Lemma IV.1

Perturbation analysis
let the dynamic

DqϵDt=grad(W)(qϵ)+j=1mfj(qϵ)uj\frac{Dq_{\epsilon}^{\prime}}{Dt}=-grad(W)(q_{\epsilon})+\sum_{j=1}^{m}f_{j}(q_{\epsilon})u_{j}

and (qϵ,vϵ)(0)=exp(q0,v0)(ϵ.(v0,v1)+o(ϵ))(q_{\epsilon},v_{\epsilon})(0)=\exp_{(q_{0},v_{0})}(\epsilon.(v_{0}^{\prime},v_{1}^{\prime})+o(\epsilon)), so qϵ(t)=expq(t)(ϵY(t)+o(ϵ))q_{\epsilon}(t)=\exp_{q(t)}(\epsilon Y(t)+o(\epsilon)) with YAD(q)Y\in AD(q) is the solution of the linear equation

D2YDt2=DYgrad(W)(q)+R(q,Y)q+j=1mDYfj(q)uj\frac{D^{2}Y}{Dt^{2}}=-D_{Y}grad(W)(q)+R(q^{\prime},Y)q^{\prime}+\sum_{j=1}^{m}D_{Y}f_{j}(q)u_{j}

and Y(0)=v0Y(0)=v_{0}^{\prime} DYDt(0)=v1\frac{DY}{Dt}(0)=v_{1}^{\prime}.

Proof :
By continuous dependence on initial conditions, we can write qϵ(t)=expq(t)(ϵY(t)+o(ϵ))q_{\epsilon}(t)=\exp_{q(t)}(\epsilon Y(t)+o(\epsilon)) for some YAD(q)Y\in AD(q).
Applying DDϵ\frac{D}{D\epsilon} on the family of equations that satisfies qϵq_{\epsilon} and using the fact that if we invert two covariant derivative the curvature will appears, we conclude by putting ϵ=0\epsilon=0.

Now we can estimate the configuration of the robot when there is small variations of the control with the following result :

Lemma IV.2

for the dynamic

DqϵDt=grad(W)(qϵ)+j=1mfj(qϵ)uϵ,j\frac{Dq_{\epsilon}^{\prime}}{Dt}=-grad(W)(q_{\epsilon})+\sum_{j=1}^{m}f_{j}(q_{\epsilon})u_{\epsilon,j}

with (q0,v0)(q_{0},v_{0}) as initial conditions.
so qϵ(t)=expq(t)(ϵ.Y(t)+o(ϵ))q_{\epsilon}(t)=\exp_{q(t)}(\epsilon.Y(t)+o(\epsilon)) with Y(t)=0Y(t)=0 in [0,s][0,s] and YY is the solution of the linear equation

D2YDt2=DYgrad(W)(q)+R(q,Y)q+j=1mDYfj(q)uj\frac{D^{2}Y}{Dt^{2}}=-D_{Y}grad(W)(q)+R(q^{\prime},Y)q^{\prime}+\sum_{j=1}^{m}D_{Y}f_{j}(q)u_{j}

and Y(s)=0Y(s)=0, DYDt(s)=j=1mfj(q(s)).(ajuj(s))\frac{DY}{Dt}(s)=\sum_{j=1}^{m}f_{j}(q(s)).(a_{j}-u_{j}(s))

Proof :
It’s clear that qϵ=qq_{\epsilon}=q when t[0,sϵ]t\in[0,s-\epsilon], we easily establish that (qϵ,vϵ)(s)=exp(q0,v0)(ϵ(0,j=1mfj(q(s)).(ajuj(s)))+o(ϵ))(q_{\epsilon},v_{\epsilon})(s)=\exp_{(q_{0},v_{0})}(\epsilon(0,\sum_{j=1}^{m}f_{j}(q(s)).(a_{j}-u_{j}(s)))+o(\epsilon)).
The previous lemma concludes.

IV-C Riemannian geometric PMP

Now we can give an intrinsic formulation of PMP for robotic systems.

Theorem IV.3
Intrinsic formulation of PMP consider the robot dynamic DqDt=grad(W)(q)+j=1mfj(q)uj\frac{Dq^{\prime}}{Dt}=-grad(W)(q)+\sum_{j=1}^{m}f_{j}(q)u_{j} with uUTu\in U_{T}, so if uUTu^{*}\in U_{T} is optimal for the cost as defined in the statement problem, there exists p1,p2AC(q)p_{1},p_{2}\in AC(q) that satisfies Hamilton’s ODE Dp1Dt=A(p2)gradqL\frac{Dp_{1}}{Dt}=-A^{*}(p_{2})-grad_{q}L Dp2Dt=p1gradvL\frac{Dp_{2}}{Dt}=-p_{1}-grad_{v}L and p(T)=(p1,p2)(T)=g(q(T),v(T))p(T)=(p_{1},p_{2})(T)=\nabla g(q(T),v(T)), and satisfies the minimization principle a.e H(q(t),v(t),p(t),u(t))=minaΩH(q(t),v(t),p(t),a)H(q(t),v(t),p(t),u(t))=\min_{a\in\Omega}H(q(t),v(t),p(t),a) where H=<p1,v>+<p2,grad(W)+fjuj>+LH=<p_{1},v>+<p_{2},-grad(W)+f_{j}u_{j}>+L, and HH is constant along these trajectories.

Proof :
We suppose in first time that L=0L=0, so it’s a terminal value optimisation problem, J(u)=g(qu(T),vu(T))J(u)=g(q_{u}(T),v_{u}(T)), the following step is to estimate ddϵJ(uϵ)|ϵ=0\frac{d}{d\epsilon}J(u_{\epsilon})|_{\epsilon=0}
using previous lemma, we have ddϵJ(uϵ)=dg(q,v)(T)(Y(T),DYDt(T))\frac{d}{d\epsilon}J(u_{\epsilon})=dg_{(q,v)(T)}(Y(T),\frac{DY}{Dt}(T)), define (p1,p2)AC(q)(p_{1},p_{2})\in AC(q) solution of

Dp1Dt=A(p2),\frac{Dp_{1}}{Dt}=-A^{*}(p_{2}),
Dp2Dt=p1,\frac{Dp_{2}}{Dt}=-p_{1},

with (p1,p2)(T)=g(q(T),v(T))(p_{1},p_{2})(T)=\nabla g(q(T),v(T)). so the expression <p1,Y>+<p2,DYDt><p_{1},Y>+<p_{2},\frac{DY}{Dt}> is constant. It’s derivative is

<Dp1Dt,Y>+<p1,DYDt>+<Dp2Dt,DYDt><\frac{Dp_{1}}{Dt},Y>+<p_{1},\frac{DY}{Dt}>+<\frac{Dp_{2}}{Dt},\frac{DY}{Dt}>
+<p2,D2YDt2>=<A(p2),Y>+<p2,D2YDt2>.+<p_{2},\frac{D^{2}Y}{Dt^{2}}>=-<A^{*}(p_{2}),Y>+<p_{2},\frac{D^{2}Y}{Dt^{2}}>.

Where AA is the operator such that

D2YDt2=A(Y),\frac{D^{2}Y}{Dt^{2}}=A(Y),

we conclude by taking AA^{*} the adjoint operator.
On a ddϵJ(uϵ)|ϵ=0=j=1m(ajuj)<p2(s),fj(q(s))>\frac{d}{d\epsilon}J(u_{\epsilon})|_{\epsilon=0}=\sum_{j=1}^{m}(a_{j}-u_{j}^{*})<p_{2}(s),f_{j}(q(s))>, the fact that uu^{*} is optimal, and s,as,a are arbitrary, we conclude that

j=1muj<p2(s),fj(q(s))>=minaΩj=1maj<p2(s),fj(q(s))>.\sum_{j=1}^{m}u_{j}^{*}<p_{2}(s),f_{j}(q(s))>=\min_{a\in\Omega}\sum_{j=1}^{m}a_{j}<p_{2}(s),f_{j}(q(s))>.

IV-D Avoidance problem in robotics

Here we apply the developed result to the particular case

DqDt=u\frac{Dq^{\prime}}{Dt}=u

we want to minimize the cost

J(u)=0T[U(q,qu(t))+12|vu(t)|2+α2|u|2+V(qu(t))]𝑑tJ(u)=\int_{0}^{T}[U(q^{*},q_{u}(t))+\frac{1}{2}|v_{u}(t)|^{2}+\frac{\alpha}{2}|u|^{2}+V(q_{u}(t))]dt

with V:MV:M\rightarrow{\mathbb{R}} is the avoidance function, it looks like V(q)=i=1o1Oi(q)V(q)=\sum_{i=1}^{o}\frac{1}{O_{i}(q)} with oo is the number of obstacles, and the obstacles are Oi={qM,Oi(q)0}O_{i}=\left\{q\in M,O_{i}(q)\leq 0\right\}, we have the following result as in [45] [46] [47].

Theorem IV.4
Avoidance problem
the optimal control of the Riemannian double integrator for the cost JJ is the solution of the equation
D2uDt2=R(v,u)v+1αgrad(U+V)(q)+1αu\frac{D^{2}u}{Dt^{2}}=R(v,u)v+\frac{1}{\alpha}grad(U+V)(q)+\frac{1}{\alpha}u with u(T)=0u(T)=0 and DuDt(T)=0\frac{Du}{Dt}(T)=0.


Proof :
The Hamiltonian is a strict convex function on uu, so minimum is the unique critical point of

H=<p1,v>+<p2,u>+U+12|v|2+V+α2|u|2.H=<p_{1},v>+<p_{2},u>+U+\frac{1}{2}|v|^{2}+V+\frac{\alpha}{2}|u|^{2}.

This gives u=1αp2u^{*}=-\frac{1}{\alpha}p_{2}.
On the other hand, computations gives

L(q,v)=((U+V)(q),v),\nabla L(q,v)=(\nabla(U+V)(q),v),

by the fact <R(X,Y)Z,W>=<R(Z,W)X,Y><R(X,Y)Z,W>=<R(Z,W)X,Y>, we have A(p2)=R(v,p2)vA^{*}(p_{2})=R(v,p_{2})v.
This concludes.

Refer to caption
Figure 5: Avoidance problem [47]

IV-E Optimal regulation

we can give a result about regulation in finite time.

Proposition 2
Curvature and Regulation
let the dynamic DqDt=u\frac{Dq^{\prime}}{Dt}=u and the cost J(u)=0Tα2|u|2+U(q,qu(T))+12|vu(T)|2J(u)=\int_{0}^{T}\frac{\alpha}{2}|u|^{2}+U(q^{*},q_{u}(T))+\frac{1}{2}|v_{u}(T)|^{2} then the optimal control is solution of the Jacobi equation
D2uDt2=R(v,u)v\frac{D^{2}u}{Dt^{2}}=R(v,u)v with u(T)=1αv(T)u(T)=-\frac{1}{\alpha}v(T) and DuDt(T)=1αgrad(U)(q,q(T))\frac{Du}{Dt}(T)=-\frac{1}{\alpha}grad(U)(q^{*},q(T))


Proof :
Same computations as for previous theorem.

V HJB theory and applications

Here we give the formulation of HJB theory in the case of robotic systems, formulation in [43] [44] gives a symplectic one for dynamical systems on manifolds, here we give a Riemannian formulation for robotic systems.

V-A Riemannian formulation of HJB

Let L:[0,T]×TM×mL:[0,T]\times TM\times\mathbb{R}^{m}\rightarrow{\mathbb{R}} and g:TMg:TM\rightarrow{\mathbb{R}} be smooth, we are interesting by solving the optimal control problem as exposed in the statement of the problem.
as in [9] [38] [37], we can prove that if the value function is smooth V(t,q,v)=infuUTtTL(s,qu,vu,u)𝑑t+g(qu,vu)(T)V(t,q,v)=\inf_{u\in U_{T}}\int_{t}^{T}L(s,q_{u},v_{u},u)dt+g(q_{u},v_{u})(T) with qu(t)=qq_{u}(t)=q and vu(t)=vv_{u}(t)=v and DvuDt=W(qu)+fj(qu)uj\frac{Dv_{u}}{Dt}=-\nabla W(q_{u})+f_{j}(q_{u})u_{j}.
We introduce the Hamiltonian

H=infuΩ{<p1,v>+<p2,W(q)+fj(q)uj>+L}.H=\inf_{u\in\Omega}\left\{<p_{1},v>+<p_{2},-\nabla W(q)+f_{j}(q)u_{j}>+L\right\}.

We have the following theorem.

Theorem V.1
We suppose that VC1([0,T]×TM)V\in C^{1}([0,T]\times TM), and the Lagrangian is coercive in uu Lβ|u|2.L\geq\beta|u|^{2}. So it satisfies the Hamilton Jacobi Bellman PDE Vt+H(q,v,V)=0,\frac{\partial V}{\partial t}+H(q,v,\nabla V)=0, with terminal value V(T,q,v)=g(q,v),V(T,q,v)=g(q,v), with V\nabla V is the gradient associated to the Sasaki metric on the tangent bundle.

Proof :
Let (q,v)TM(q,v)\in TM and t[0,T]t\in[0,T], we denote V:[0,T]×TMV:[0,T]\times TM\rightarrow{\mathbb{R}} the value function by

V=infuUΩ[tTL(s,qu(s),vu(s),u(s))𝑑s+g(qu(T),vu(T))],V=\inf_{u\in U_{\Omega}}[\int_{t}^{T}L(s,q_{u}(s),v_{u}(s),u(s))ds+g(q_{u}(T),v_{u}(T))],

where (qu,vu)(q_{u},v_{u}) are solutions of the robot dynamic, and (qu(t),vu(t))=(q,v)(q_{u}(t),v_{u}(t))=(q,v).
for tst+ht\leq s\leq t+h we take u(s)=aΩu(s)=a\in\Omega, and for s>t+hs>t+h we choose an optimal control, the cost of this control is

tt+hL(s,q(s),v(s),u(s))𝑑s+V(t+h,q(t+h),v(t+h))\int_{t}^{t+h}L(s,q(s),v(s),u(s))ds+V(t+h,q(t+h),v(t+h))
V(t,q(t),v(t),\geq V(t,q(t),v(t),

so we have

V(t+h,q(t+h),v(t+h)V(t,q(t),v(t))h\frac{V(t+h,q(t+h),v(t+h)-V(t,q(t),v(t))}{h}
+1htt+hL(s,q(s),v(s),a)𝑑s0.+\frac{1}{h}\int_{t}^{t+h}L(s,q(s),v(s),a)ds\geq 0.

let h0h\rightarrow{0}

Vt+<qV,q>+<vV,DvDt>\frac{\partial V}{\partial t}+<\nabla_{q}V,q^{\prime}>+<\nabla_{v}V,\frac{Dv}{Dt}>
+L0,+L\geq 0,

and this gives

Vt+infaΩ[<qV,v>+<vV,W(q)+fj(q)aj>\frac{\partial V}{\partial t}+\inf_{a\in\Omega}[<\nabla_{q}V,v>+<\nabla_{v}V,-\nabla W(q)+f_{j}(q)a_{j}>
+L(t,q,v,a)]0.+L(t,q,v,a)]\geq 0.

By choosing an optimal control we obtain

Vt+minaΩ[<qV,v>+<vV,W(q)+fj(q)aj>\frac{\partial V}{\partial t}+\min_{a\in\Omega}[<\nabla_{q}V,v>+<\nabla_{v}V,-\nabla W(q)+f_{j}(q)a_{j}>
+L(t,q,v,a)]=0.+L(t,q,v,a)]=0.

and this is the Riemannian formulation of HJB equation.

One can also prove that under some suppositions, VV is the unique viscosity solution [33] [30] of the HJB equation.

V-B Strategy of optimal control by HJB

The strategy of optimal control by HJB is the following, we compute the minimum of the Hamiltonian

H=<p1,v>+<p2,W(q)+fj(q)uj>+L(t,q,v,u)H=<p_{1},v>+<p_{2},-\nabla W(q)+f_{j}(q)u_{j}>+L(t,q,v,u)

and the argument is uu^{*}. We solve HJB equation and express the optimal control as a feedback.

We verify now that this construction gives us an optimal control

0TL(s,q(s),v(s),u(s))+g(q(T),v(T))=0T[Vt\int_{0}^{T}L(s,q(s),v(s),u(s))+g(q(T),v(T))=-\int_{0}^{T}[\frac{\partial V}{\partial t}
+<qV,v>+<vV,W(q)+fj(q)uj>]ds+<\nabla_{q}V,v>+<\nabla_{v}V,-\nabla W(q)+f_{j}(q)u_{j}>]ds
+g(q(T),v(T))=0TddsV(s,q(s),v(s))ds+g(q(T),v(T)+g(q(T),v(T))=-\int_{0}^{T}\frac{d}{ds}V(s,q(s),v(s))ds+g(q(T),v(T)
=V(0,q,v).=V(0,q,v).

This confirms optimality.

The optimal control verify then

ddV(t,q(t),v(t))=L(t,q(t),v(t),u(t)),\frac{d}{d}V(t,q(t),v(t))=-L(t,q(t),v(t),u(t)),

In particular when L0L\geq 0, the value function is non increasing along optimal trajectories.

V-C Optimal Regulation (Riemannian-LQR)

Here we look for a regulator that takes the configuration to a reference one qq^{*} with zero velocity, and minimize the cost J(u)=0[U(q,qu(t))+12|vu(t)|2+α2|u|2]𝑑tJ(u)=\int_{0}^{\infty}[U(q^{*},q_{u}(t))+\frac{1}{2}|v_{u}(t)|^{2}+\frac{\alpha}{2}|u|^{2}]dt for the dynamic DvuDt=u\frac{Dv_{u}}{Dt}=u.
we will prove that the optimal control is u=kP.UkDvu=-k_{P}.\nabla U-k_{D}v for some kP,kD>0k_{P},k_{D}>0 that solves an algebraic Riccati equation.

Theorem V.2
LQR-Theory
the optimal control of the Riemannian double integrator for the natural cost is a PD regulator u(q,v)=k3αU(q)k2αvu(q,v)=-\frac{k_{3}}{\alpha}\nabla U(q)-\frac{k_{2}}{\alpha}v with (k3α,k2α)=R1.BT.K(\frac{k_{3}}{\alpha},\frac{k_{2}}{\alpha})=R^{-1}.B^{T}.K and KK is the unique positive definite matrix that satisfies the algebraic Riccati equation
AT.K+K.AK.B.R1.BT.K=QA^{T}.K+K.A-K.B.R^{-1}.B^{T}.K=-Q when (q0,v0)(q_{0},v_{0}) satisfies dg2(q0,q)+αk3|v0|2<injq(M)2d_{g}^{2}(q_{0},q^{*})+\frac{\alpha}{k_{3}}|v_{0}|^{2}<inj_{q^{*}}(M)^{2}.


Proof :
We denote by (q,v)TM(q,v)\in TM the initial condition of the system, so the function
V(q,v)=infuJ(u)V(q,v)=\inf_{u}J(u) is the solution of HJB equation H(q,v,grad(V))=γVH(q,v,grad(V))=\gamma V with

H=infuTqM<p1,v>+<p2,grad(Ψ)+u>+U(q,q)H=\inf_{u\in T_{q}M}<p_{1},v>+<p_{2},-grad(\Psi)+u>+U(q^{*},q)
+12|v|2+α2|ugrad(Ψ)|2+\frac{1}{2}|v|^{2}+\frac{\alpha}{2}|u-grad(\Psi)|^{2}

this function is convex in uu for all (q,v)TM(q,v)\in TM and (p1,p2)TqM2(p_{1},p_{2})\in T_{q}M^{2} in TqMT_{q}M, she reach her minimum at u=grad(Ψ)1αp2u=grad(\Psi)-\frac{1}{\alpha}p_{2}, because p2=vVp_{2}=\nabla_{v}V, solving the HJB equation will conclude.
So H(q,v,grad(V))=γVH(q,v,grad(V))=\gamma V is equivalent to

<qV,v>12α|vV|2+U+12|v|2=γV.<\nabla_{q}V,v>-\frac{1}{2\alpha}|\nabla_{v}V|^{2}+U+\frac{1}{2}|v|^{2}=\gamma V.

A candidate function to solve HJB is

V(q,v)=k1U(q,q)+k22|v|2+k3<grad(U),v>,V(q,v)=k_{1}U(q^{*},q)+\frac{k_{2}}{2}|v|^{2}+k_{3}<grad(U),v>,

we have ddtV(q,v)=<k1grad(U),v>+<k2v,DvDt>+<k3Dvgrad(U),v>+<k3grad(U),DvDt>\frac{d}{dt}V(q,v)=<k_{1}grad(U),v>+<k_{2}v,\frac{Dv}{Dt}>+<k_{3}D_{v}grad(U),v>+<k_{3}grad(U),\frac{Dv}{Dt}> so grad(V)=(k1grad(U)+k3Dvgrad(U),k2v+k3grad(U))grad(V)=(k_{1}grad(U)+k_{3}D_{v}grad(U),k_{2}v+k_{3}grad(U)) we replace

12|grad(U)|2=U,\frac{1}{2}|grad(U)|^{2}=U,
Dvgrad(U)=v,D_{v}grad(U)=v,

to obtain grad(V)=(k1grad(U)+k3v,k3grad(U)+k2v)grad(V)=(k_{1}grad(U)+k_{3}v,k_{3}grad(U)+k_{2}v), putting this in the HJB equation gives

k1<grad(U),v>+k3|v|212α[k32|grad(U)|2+k22|v|2k_{1}<grad(U),v>+k_{3}|v|^{2}-\frac{1}{2\alpha}[k_{3}^{2}|grad(U)|^{2}+k_{2}^{2}|v|^{2}
+2k3k2<grad(U),v>]+U+12|v|2=γV+2k_{3}k_{2}<grad(U),v>]+U+\frac{1}{2}|v|^{2}=\gamma V
(11αk32)U+12[1+2k3k22α]|v|2(1-\frac{1}{\alpha}k_{3}^{2})U+\frac{1}{2}[1+2k_{3}-\frac{k_{2}^{2}}{\alpha}]|v|^{2}
+[k1k3k2α]<grad(U),v>=γ.V+[k_{1}-\frac{k_{3}k_{2}}{\alpha}]<grad(U),v>=\gamma.V

so Riccati equations to solve for k1,2,3>0k_{1,2,3}>0 are

1k32α=γk11-\frac{k_{3}^{2}}{\alpha}=\gamma k_{1}
1+2k3k22α=γk21+2k_{3}-\frac{k_{2}^{2}}{\alpha}=\gamma k_{2}
k1k3k2α=γk3k_{1}-\frac{k_{3}k_{2}}{\alpha}=\gamma k_{3}

To write these equations as in the classical LQR theory, we put K=(k1k3k3k2)K=\begin{pmatrix}k_{1}&k_{3}\\ k_{3}&k_{2}\end{pmatrix}, R=αR=\alpha, Q=I2Q=I_{2}, et B=(01)B=\begin{pmatrix}0\\ 1\end{pmatrix},

A=(γ20γ).A=\begin{pmatrix}-\gamma&2\\ 0&-\gamma\end{pmatrix}.

Riccati equation takes the following form

AT.K+K.AK.B.U1.BT.K=W,A^{T}.K+K.A-K.B.U^{-1}.B^{T}.K=-W,

that have unique solution that is positive definite. This gives k1,2,3>0k_{1,2,3}>0. It is clear that C(A,B)=(021γ)C(A,B)=\begin{pmatrix}0&2\\ 1&-\gamma\end{pmatrix} and so (A,B)(A,B) is controllable, and Q,R>0Q,R>0, so by the classical result in LQR theory, there exists unique solution positive definite for the Riccati equation, we recover the formula well known in LQR theory

(k3αk2α)=R1BTK.\begin{pmatrix}\frac{k_{3}}{\alpha}&\frac{k_{2}}{\alpha}\end{pmatrix}=R^{-1}B^{T}K.

On the other hand,

L(q,v)=k3αU(q,q)+12|v|2L(q,v)=\frac{k_{3}}{\alpha}U(q^{*},q)+\frac{1}{2}|v|^{2}

is a Lyapunov function of the optimal feedback.

V-D Optimal Tracking

Here we give an optimisation aspect of the tracking regulator exposed in [16] [8], we will show by computations on Riemannian manifolds and using the dynamic programming approach that the optimal regulator for a natural cost is the PD+FF regulator exposed by F. Bullo and R. Murray.

Theorem V.3
Optimisation Aspect of Tracking Regulator
let qref:[0,T]Mq_{ref}:[0,T]\rightarrow{M} be a smooth reference trajectory for the dynamic DqDt=u\frac{Dq^{\prime}}{Dt}=u, consider the natural cost
J(u)=0T[U(qref,qu)+12|vuP(qu,qref)vref|2J(u)=\int_{0}^{T}[U(q_{ref},q_{u})+\frac{1}{2}|v_{u}-P(q_{u},q_{ref})v_{ref}|^{2} +α2|uuFF|2]dt.+\frac{\alpha}{2}|u-u_{FF}|^{2}]dt. So the optimal control is a feedback u=uPD+uFFu=u_{PD}+u_{FF} such that uFF=ddtP(q,qref(t))vref(t)+DvP(q,qref(t))vref(t),u_{FF}=\frac{d}{dt}P(q,q_{ref}(t))v_{ref}(t)+D_{v}P(q,q_{ref}(t))v_{ref}(t), uPD=k3(t)αU(q,qref(t))k2α(vP(q,qref(t))vref(t)),u_{PD}=-\frac{k_{3}(t)}{\alpha}\nabla U(q,q_{ref}(t))-\frac{k_{2}}{\alpha}(v-P(q,q_{ref}(t))v_{ref}(t)), with (k3(t)/α,k2(t)/α)=R1.BT.K(t)(k_{3}(t)/\alpha,k_{2}(t)/\alpha)=R^{-1}.B^{T}.K(t) where KK is the solution of the Riccati equation K+AT.K+K.AK.B.R1.BT.K=QK^{\prime}+A^{T}.K+K.A-K.B.R^{-1}.B^{T}.K=-Q with the terminal condition K(T)=0K(T)=0.


Proof :
A candidate function to solve HJB is

V(t,q,v)=k1(t).U(qref(t),q)+k2(t)2|vP(q,qref)vref|2V(t,q,v)=k_{1}(t).U(q_{ref}(t),q)+\frac{k_{2}(t)}{2}|v-P(q,q_{ref})v_{ref}|^{2}
+k3(t)<gradqU(qref,q),vP(q,qref)vref>.+k_{3}(t)<grad_{q}U(q_{ref},q),v-P(q,q_{ref})v_{ref}>.

Hamiltonian is

H(t,q,v,p)=infuTqM(<p,(v,u)>+U(qref(t),q)H(t,q,v,p)=\inf_{u\in T_{q}M}(<p,(v,u)>+U(q_{ref}(t),q)
+12|vP(q,qref(t))vref(t)|2+α2|uuFF(t,q,v)|2)+\frac{1}{2}|v-P(q,q_{ref}(t))v_{ref}(t)|^{2}+\frac{\alpha}{2}|u-u_{FF}(t,q,v)|^{2})

so u=uFF1αp2u=u_{FF}-\frac{1}{\alpha}p_{2}, this gives

H(t,q,v,p)=<p1,v>+<p2,uFF>12α|p2|2H(t,q,v,p)=<p_{1},v>+<p_{2},u_{FF}>-\frac{1}{2\alpha}|p_{2}|^{2}
+U(qref(t),q)+12|vP(q,qref)vref|2.+U(q_{ref}(t),q)+\frac{1}{2}|v-P(q,q_{ref})v_{ref}|^{2}.

Some computations gives

Vt=k1U+k2|vP|2+k3<U,vP>\frac{\partial V}{\partial t}=k_{1}^{\prime}U+k_{2}^{\prime}|v-P|^{2}+k_{3}^{\prime}<\nabla U,v-P>
+k1<1U,vref>k2<ddtP,vP>+k_{1}<\nabla_{1}U,v_{ref}>-k_{2}<\frac{d}{dt}P,v-P>
+k3<ddt2U,vP>+k3<2U,ddtP>+k_{3}<\frac{d}{dt}\nabla_{2}U,v-P>+k_{3}<\nabla_{2}U,-\frac{d}{dt}P>

the compatibility of the pair (U,P)(U,P) gives

<1U,vref>=<2U,P><\nabla_{1}U,v_{ref}>=-<\nabla_{2}U,P>
Refer to caption
Figure 6: Compatibility of the pair (U,P)(U,P) [22]

now we compute V\nabla V, for this

ddsV(t,qs,vs)=k12U,v>+k2<DsvDsP,vP>\frac{d}{ds}V(t,q_{s},v_{s})=k_{1}\nabla_{2}U,v>+k_{2}<D_{s}v-D_{s}P,v-P>
+k3<Ds2U,vP>+k3<2U,DsvDsP>+k_{3}<D_{s}\nabla_{2}U,v-P>+k_{3}<\nabla_{2}U,D_{s}v-D_{s}P>

en using the fact that<P,P><P,P> is constant we conclude that <DsP,P>=0<D_{s}P,P>=0, this gives

qV=k12Uk2DsP+k3(vP)I\nabla_{q}V=k_{1}\nabla_{2}U-k_{2}D_{s}P+k_{3}(v-P)-I
vV=k2(vP)+k32U\nabla_{v}V=k_{2}(v-P)+k_{3}\nabla_{2}U

such that <I,v>=<U,DvP><I,v>=<\nabla U,D_{v}P>, the Hamiltonian becomes H=<k1Uk2DsP+k3(vP)I,v>+<k2(vP)+k3U,uFF>12αk22|vP|212αk32|U|2k2k3α<U,vP>+U+12|vP|2H=<k_{1}\nabla U-k_{2}D_{s}P+k_{3}(v-P)-I,v>+<k_{2}(v-P)+k_{3}\nabla U,u_{FF}>-\frac{1}{2\alpha}k_{2}^{2}|v-P|^{2}-\frac{1}{2\alpha}k_{3}^{2}|\nabla U|^{2}-\frac{k_{2}k_{3}}{\alpha}<\nabla U,v-P>+U+\frac{1}{2}|v-P|^{2} rearranging terms at HJB gives

k1U+k22|vP|2+k3<U,vP>k_{1}^{\prime}U+\frac{k_{2}^{\prime}}{2}|v-P|^{2}+k_{3}^{\prime}<\nabla U,v-P>
+k1<U,vP>k2<ddP+DvP,vP>+k_{1}<\nabla U,v-P>-k_{2}<\frac{d}{d}P+D_{v}P,v-P>
+k3<vP,v>+k2<uFF,vP>+k3<U,uFF>+k_{3}<v-P,v>+k_{2}<u_{FF},v-P>+k_{3}<\nabla U,u_{FF}>
k3<U,ddtP+DvP>+k3<ddtgradqU,vP>-k_{3}<\nabla U,\frac{d}{dt}P+D_{v}P>+k_{3}<\frac{d}{dt}grad_{q}U,v-P>
12αk22|vP|212αk32|U|2-\frac{1}{2\alpha}k_{2}^{2}|v-P|^{2}-\frac{1}{2\alpha}k_{3}^{2}|\nabla U|^{2}
k2k3α<U,vP>+U+12|vP|2=0-\frac{k_{2}k_{3}}{\alpha}<\nabla U,v-P>+U+\frac{1}{2}|v-P|^{2}=0

we conclude by taking

uFF(t,q,v)=ddtP(q,qref(t))vref(t)+DvP(q,qref(t))vref(t)u_{FF}(t,q,v)=\frac{d}{dt}P(q,q_{ref}(t))v_{ref}(t)+D_{v}P(q,q_{ref}(t))v_{ref}(t)

using the fact that ddtgradq(U)=P\frac{d}{dt}grad_{q}(U)=-P, the equation becomes

k1U+k22|vP|2+k3<U,vP>k_{1}^{\prime}U+\frac{k_{2}^{\prime}}{2}|v-P|^{2}+k_{3}^{\prime}<\nabla U,v-P>
+k1<U,vP>+k3|vP|212αk22|vP|2+k_{1}<\nabla U,v-P>+k_{3}|v-P|^{2}-\frac{1}{2\alpha}k_{2}^{2}|v-P|^{2}
12αk32|U|2k2k3α<U,vP>+U+12|vP|2=0-\frac{1}{2\alpha}k_{3}^{2}|\nabla U|^{2}-\frac{k_{2}k_{3}}{\alpha}<\nabla U,v-P>+U+\frac{1}{2}|v-P|^{2}=0

this can be rewritten as

k1k32α+1=0,k_{1}^{\prime}-\frac{k_{3}^{2}}{\alpha}+1=0,
k2+2k3k22α+1=0,k_{2}^{\prime}+2k_{3}-\frac{k_{2}^{2}}{\alpha}+1=0,
k3+k1k2k3α=0,k_{3}^{\prime}+k_{1}-\frac{k_{2}k_{3}}{\alpha}=0,

or by the differential Riccati equation

K(t)+AT.K(t)+K(t).AK(t).B.U1.BT.K(t)=W,K^{\prime}(t)+A^{T}.K(t)+K(t).A-K(t).B.U^{-1}.B^{T}.K(t)=-W,
K(T)=0.K(T)=0.

The optimal feedback is then

u(t,q,v)=k3(t)αU(qref(t),q)k2(t)α[vP(q,qref(t))vref(t)]u(t,q,v)=-\frac{k_{3}(t)}{\alpha}\nabla U(q_{ref}(t),q)-\frac{k_{2}(t)}{\alpha}[v-P(q,q_{ref}(t))v_{ref}(t)]

with (k3/α,k2/α)=R1BTK(t)(k_{3}/\alpha,k_{2}/\alpha)=R^{-1}B^{T}K(t).

VI Applications and Simulations

VI-A Rigid body

We apply the previous theoretical developments to a rigid body with fixed point, we recall that the rigid body is a very interesting mechanical system [21] [49]. The configuration space is the Lie group SO(3)={RM3(),RT.R=RT.R=I3}SO(3)=\left\{R\in M_{3}(\mathbb{R}),R^{T}.R=R^{T}.R=I_{3}\right\}.
The kinetic energy of the rigid body is left invariant, so we can compute the kinetic energy by his restriction II to the tangent space 𝔰𝔬(3)\mathfrak{so}(3) of SO(3)SO(3) at I3I_{3}, explicitly 𝔰𝔬(3)=A3()\mathfrak{so}(3)=A_{3}(\mathbb{R}).
By the canonical isomorphism [.]×:(A3(),[,])(3,×)[.]^{\times}:(A_{3}(\mathbb{R}),[,])\rightarrow{(\mathbb{R}^{3},\times)} given by

[Ω]×=12[Ω3,2Ω2,3Ω1,3Ω3,1Ω2,1Ω1,2][\Omega]^{\times}=\frac{1}{2}\begin{bmatrix}\Omega_{3,2}-\Omega_{2,3}\\ \Omega_{1,3}-\Omega_{3,1}\\ \Omega_{2,1}-\Omega_{1,2}\end{bmatrix}

where [,][,] is the commutator of matrices.
We denote by [.]×[.]_{\times} the inverse of [.]×[.]^{\times}, in face these two isomorphisms preserves the Lie algebra structure, and then we can rewrite the dynamic equations

R=RΩR^{\prime}=R\Omega
ω=I1(I.ω×ω)+τ\omega^{\prime}=I^{-1}(I.\omega\times\omega)+\tau

where ω=[Ω]×\omega=[\Omega]^{\times}.

Refer to caption
Figure 7: Rigid body [8]

We recall that R=αR=\alpha, Q=I2Q=I_{2}, et B=(01)B=\begin{pmatrix}0\\ 1\end{pmatrix},

A=(γ20γ)A=\begin{pmatrix}-\gamma&2\\ 0&-\gamma\end{pmatrix}

We simulate the theoretical developments using MATLAB, in order to solve the kinematic R=RΩR^{\prime}=R\Omega, we use the following Euler-Lie algorithm

Ri+1=Rnexp(h.Ωi)R_{i+1}=R_{n}\exp(h.\Omega_{i})
ωi+1=ωi+h.[I1(I.ωi×ωi)+τi]\omega_{i+1}=\omega_{i}+h.[I^{-1}(I.\omega_{i}\times\omega_{i})+\tau_{i}]

VI-B Optimal regulation

We are interested by the optimal regulation of the configuration to RdSO(3)R_{d}\in SO(3) by minimizing the cost

J(τ)=0+12[dI2(Rd,R)+|Ω|I2+α.|[τ]×|I2].eγ.tdtJ(\tau)=\int_{0}^{+\infty}\frac{1}{2}[d_{I}^{2}(R_{d},R)+|\Omega|_{I}^{2}+\alpha.|[\tau]_{\times}|_{I}^{2}].e^{-\gamma.t}dt

The optimal regulator is

τ=kP[log(RdTR)]×kDω\tau=-k_{P}[\log(R_{d}^{T}R)]_{\times}-k_{D}\omega

for (kP,kD)=lqr(A,B,Q,R)(k_{P},k_{D})=lqr(A,B,Q,R).
We take in the simulations Rd=I3R_{d}=I_{3}, γ=1\gamma=-1 and α=0.5\alpha=0.5. This gives (kP,kD)=(1.4142,2.7671)(k_{P},k_{D})=(1.4142,2.7671).

Simulations results :

Applying the previous control laws gives the following figures that shows the efficacy of the proposed optimal regulator, we see that the diagonal components converges to 1, and the other to 0, this conclude that RIR\rightarrow{I}.

Refer to caption
Figure 8: Optimal regulation RIR\rightarrow{I}, 1st column
Refer to caption
Figure 9: Optimal regulation RIR\rightarrow{I}, 2nd column
Refer to caption
Figure 10: Optimal regulation RIR\rightarrow{I} 3rd column

VI-C Optimal tracking

We are interested by the optimal tracking of the configuration to the smooth reference one Rref:[0,50]SO(3)R_{ref}:[0,50]\rightarrow{SO(3)} by minimizing the cost

J(τ)=0T12[dI2(Rref,R)+|ΩP(R,Rref)(Ωref)|I2J(\tau)=\int_{0}^{T}\frac{1}{2}[d_{I}^{2}(R_{ref},R)+|\Omega-P(R,R_{ref})(\Omega_{ref})|_{I}^{2}
+α|[ττFF]×|I2]eγ.tdt.+\alpha|[\tau-\tau_{FF}]_{\times}|_{I}^{2}]e^{-\gamma.t}dt.

When the metric is bi invariant, parallel transportation along the unique minimizing geodesic for two sufficiently close configurations is exactly the right translation, so we do this approximation

P(R,Rref)ΩrefΩref.RrefT.RP(R,R_{ref})\Omega_{ref}\cong\Omega_{ref}.R_{ref}^{T}.R

and by computations in [21] [26], the optimal regulator is

τFF=12([Ω]××RTRref.[Ωref]×\tau_{FF}=\frac{1}{2}([\Omega]^{\times}\times R^{T}R_{ref}.[\Omega_{ref}]^{\times}-
I1.(I.RTRref[Ωref]××[Ω]×+I.[Ω]××RTRref[Ωref]×)),I^{-1}.(I.R^{T}R_{ref}[\Omega_{ref}]^{\times}\times[\Omega]^{\times}+I.[\Omega]^{\times}\times R^{T}R_{ref}[\Omega_{ref}]^{\times})),

and the PD action is

τPD=kP[log(RrefTR)]×kD.([Ω]×RTRref.[Ωref]×),\tau_{PD}=-k_{P}[\log(R_{ref}^{T}R)]^{\times}-k_{D}.([\Omega]^{\times}-R^{T}R_{ref}.[\Omega_{ref}]^{\times}),

for (kP,kD)=lqr(A,B,Q,R)(k_{P},k_{D})=lqr(A,B,Q,R), we take γ=2\gamma=-2, α=1\alpha=1.
So (kP,kD)=(8.7852,8.3357)(k_{P},k_{D})=(8.7852,8.3357), we choose Ωref(t)=[0.5t,0.3t,0.4t]×\Omega_{ref}(t)=[0.5t,0.3t,0.4t]_{\times} and RrefR_{ref} is the unique trajectory such as Rref=Rref.ΩrefR_{ref}^{\prime}=R_{ref}.\Omega_{ref}.

Simulations results :

The following figures shows the efficacy of the proposed regulator, we see that all the components of the attitude converge to the reference one.

Refer to caption
Figure 11: Optimal tracking of Rref.[1,0,0]R_{ref}.[1,0,0]
Refer to caption
Figure 12: Tracking error of Rref.[1,0,0]R_{ref}.[1,0,0]
Refer to caption
Figure 13: Optimal tracking of Rref.[0,1,0]R_{ref}.[0,1,0]
Refer to caption
Figure 14: Tracking error of Rref.[1,0,0]R_{ref}.[1,0,0]
Refer to caption
Figure 15: Optimal tracking of Rref.[0,0,1]R_{ref}.[0,0,1]
Refer to caption
Figure 16: Tracking error of Rref.[1,0,0]R_{ref}.[1,0,0]

VII Conclusion

Using functional analysis tools, we give some existence results about optimal control of robotic systems using an intrinsic formulation.

We give an intrinsic formulation of PMP for robotic systems that involves explicitly the Riemannian curvature tensor, we then recover results of Bloch, Silva and Colombo [45] [46] [47].

Finally the LQR extension for robotic systems with the geometric formulation is given using dynamic programming approach, and we give an optimisation aspect of the tracking regulation of F. Bullo and R. Murray in [21] [26].

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