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Introduction Formulation Collision Avoidance Example Conclusion Perpetual Collision-Free Receding Horizon Control of Fleets of Vehicles Humberto Gonzalez, Elijah Polak, and Shankar Sastry SWARMS University of California, Berkeley Feb. 23th, 2010 SWARMS, UC Berkeley Perpetual Collision-Free RHC

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Page 1: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Perpetual Collision-Free Receding HorizonControl of Fleets of Vehicles

Humberto Gonzalez, Elijah Polak, and Shankar Sastry

SWARMSUniversity of California, Berkeley

Feb. 23th, 2010

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 2: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

IntroductionMotivationRHC as centralized control

Problem FormulationDynamical Model of the VehiclesReceding Horizon Control

Perpetual Collision AvoidanceMain IdeaDefinitionsFinding rImplementation

ExampleDrones under Centralized Control

Conclusion

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 3: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

IntroductionMotivationRHC as centralized control

Problem FormulationDynamical Model of the VehiclesReceding Horizon Control

Perpetual Collision AvoidanceMain IdeaDefinitionsFinding rImplementation

ExampleDrones under Centralized Control

Conclusion

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 4: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Introduction

• There are many applications where a centralized controlscheme is important:

Commercial planes flying to known destinations.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 5: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Introduction

• There are many applications where a centralized controlscheme is important:

Drones confined to fly in a bounded space for indefinite time.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 6: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Introduction

• Receding Horizon Control (RHC) hasbecome a very promising technique forthe centralized control of unmannedvehicles.

• Constraints and objectives are explicitlydefined, hence the design is transparent.

• Real-time deployment is not feasible ingeneral, but computers are faster andmore efficient (GPUs, parallel linearalgebra packages).

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 7: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Introduction

• A key feature in centralized control systems of unmannedvehicles is to guarantee collision avoidance.

• However, RHC does not guarantee collision avoidanceautomatically.

• Adding constraints to avoid collisions between vehicles isnot enough, collision are avoided within the horizon ofcomputation.

We propose a simple condition to guarantee collision avoidancein centralized RHC.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 8: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Introduction

• A key feature in centralized control systems of unmannedvehicles is to guarantee collision avoidance.

• However, RHC does not guarantee collision avoidanceautomatically.

• Adding constraints to avoid collisions between vehicles isnot enough, collision are avoided within the horizon ofcomputation.

We propose a simple condition to guarantee collision avoidancein centralized RHC.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 9: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

IntroductionMotivationRHC as centralized control

Problem FormulationDynamical Model of the VehiclesReceding Horizon Control

Perpetual Collision AvoidanceMain IdeaDefinitionsFinding rImplementation

ExampleDrones under Centralized Control

Conclusion

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 10: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Dynamical Model of the Vehicles

• Suppose we have Nv vehicles, each satisfying the followingdifferential equation:

xi(t) = hi(xi(t), ui(t)

), xi(0) = ζi

where hi : Rni × Rmi → Rni , ζi ∈ Rni , andui ∈ Ui =

{u ∈ L2(R+,Rmi) | ‖u(t)‖ ≤M

}.

• We will denote the Cartesian position of vehicle i byxiP : R→ Rd, where d = 2, 3.

• We assume Lipschitz continuity of the functions hi andtheir partial derivatives ∂hi

∂x and ∂hi∂u , for each i = 1, . . . , Nv.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 11: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Dynamical Model of the Vehicles

• We concatenate all the states and their dynamics into asingle dynamical system with state x, initial condition ζ,and input u, i.e.

n =Nv∑i=1

ni, m =Nv∑i=1

mi,

x(t) =

x1(t)...

xNv(t)

, u(t) =

u1(t)...

uNv(t)

, ζ =

ζ1...ζNv

,

h(x(t), u(t)

)=

h1

(x1(t), u1(t)

)...

hNv

(xNv(t), uNv(t)

)SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 12: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Receding Horizon Control

• Given an initial condition ζ ∈ Rn, define the OptimalControl Problem (OCPζ) by

(OCPζ) minu∈U

f0(ζ, u)

subject to: f j(ζ, u) ≤ 0, j = 1, . . . , q

• For example, we can choose:

f0(ζ, u) =∫ T

0

L(x(ζ,u)(t), u(t)

)dt+ φ

(x(ζ,u)(T )

)where x(ζ,u) : R+ → Rn is the unique solution of:

x(t) = h(x(t), u(t)

), x(0) = ζ

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 13: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Receding Horizon Control

• The RHC law is defined as follows:1. Set tk = k∆.2. Measure the vehicle states x(tk), set ζ = x(tk).3. Solve the Optimal Control Problem (OCPζ) for the optimal

input u, and set the input of the vehicles u(t) on theinterval [tk, tk + ∆] as

u(t) = u(t− tk), t ∈ [tk, tk + ∆].

4. Apply the input during ∆ seconds. Then go back to step 1.

tk-1=(k-1)Δ tk=kΔ tk+1=(k+1)Δ Time

Apply uk-1 Apply uk

Solve OCP at t=tk Solve OCP at t=tk-1

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 14: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Receding Horizon Control

• Note that adding constraints of the form:

‖xiP (t)− xjP (t)‖2 ≥ ρ2min, ∀i 6= j, ∀t ∈ [0,∆]

is not enough to guarantee the collision avoidance underRHC, because the problem (OCPζ) might not be feasiblein one of the iterations.

• If we can guarantee the feasibility of (OCPζ) for any initialcondition ζ in our domain of interest, then we will haveperpetual collision avoidance under our RHC law.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 15: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

IntroductionMotivationRHC as centralized control

Problem FormulationDynamical Model of the VehiclesReceding Horizon Control

Perpetual Collision AvoidanceMain IdeaDefinitionsFinding rImplementation

ExampleDrones under Centralized Control

Conclusion

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 16: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Main Idea

• If each pair of vehicles is far enough at time tk then theywill not collide for the next ∆ seconds. Call the minimumstarting distance that guarantees collision avoidance byr > 0.

• Make sure that the distance between pairs of vehicles is rat each tk = k∆, k ∈ N. Then feasibility is inductivelyguaranteed.

• This argument is known as recursive feasibility in theliterature.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 17: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Definitions

• Let S ⊂ Rn, a compact connected set, be the region ofinterest for the vehicles (for example, airspace around anairport).

• Given r > 0, let I(r) ⊂ Rn be the set of admissible initialconditions, defined by:

I(r) = {ζ = (ζ1, . . . , ζNv) ∈ S | ‖ζiP − ζjP ‖ ≥ r ∀i 6= j}

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 18: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Definitions

• Consider the following constraints:

‖xiP (t)− xjP (t)‖2 ≥ ρ2min, ∀i 6= j, ∀t ∈ [0,∆],

‖xiP (∆)− xjP (∆)‖2 ≥ r2, ∀i 6= j,

(xi(∆))Nv

i=1 ∈ S.

(1)

Proposition

Suppose there exists r > ρmin such that for each ζ ∈ I(r) thereexists a feasible control u satisfying (1). Then, whenever theinitial state is in I(r), the RHC law will generate a control thatsatisfies (1) for all t ≥ 0.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 19: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Finding r

• In practice, we are interested in a method to compute avalue of r that satisfies the assumption in the previousproposition.

• We transcribed the assumption into a min-max-min-minproblem where we look for:

• The closest possible distance among planes,• over all initial conditions,• using feasible controls,• for all t ∈ [0,∆]• and all pairs of vehicles:

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 20: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Finding r

• Let ψ : R+ → R+ be the closest possible distance amongvehicles, then

ψ(r) = minζ∈I(r)

maxu∈U∗(r)

mint∈[0,∆]

mini 6=j‖xiP (t)− xjP (t)‖2

where

U∗(r) ={u ∈ U | ‖xiP (∆)− xjP (∆)‖2 ≥ r2 ∀i 6= j,

(xi(∆))Nvi=1 ∈ S

}Proposition

If there exists r ≥ ρmin such that ψ(r) ≥ ρ2min then for each

ζ ∈ I(r) there exists a control u ∈ U that satisfies theconstraints (1).

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 21: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Finding r

tk=kΔ tk+1=(k+1)Δ

r ψ(r) r

Time

Trajectory Airplane i

Trajectory Airplane j

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 22: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Implementation

• We split ψ in two parts:• Solve the following max-min problem:

ψ(r, ζ) = maxu∈U

mint∈[0,∆]

mini6=j‖xiP (t)− xjP (t)‖

subject to: ‖xiP (∆)− xjP (∆)‖2 ≥ r2

(xi(∆))Nv

i=1 ∈ S

• Find ψ by minimizing ψ over ζ, i.e.

ψ(r) = minζ∈I(r)

ψ(r, ζ)

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 23: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Implementation

• We split ψ in two parts:• Solve the following max-min problem:

ψ(r, ζ) = maxu∈U

mint∈[0,∆]

mini6=j‖xiP (t)− xjP (t)‖

subject to: ‖xiP (∆)− xjP (∆)‖2 ≥ r2

(xi(∆))Nv

i=1 ∈ S

• Find ψ by minimizing ψ over ζ, i.e.

ψ(r) = minζ∈I(r)

ψ(r, ζ)

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 24: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Implementation

• Given r > 0 and ζ ∈ I(r), ψ(r, ζ) can be computed using amin-max algorithm as Polak-He.

• We used a first order approximation for the differentialequation, but better discretization techniques can beapplied too.

• ψ has to be computed using a derivative-free algorithm,since it is not differentiable in general.

• We used Hooke-Jeeves algorithm, but once again betteroptions can be used.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 25: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Implementation

• Given r > 0 and ζ ∈ I(r), ψ(r, ζ) can be computed using amin-max algorithm as Polak-He.

• We used a first order approximation for the differentialequation, but better discretization techniques can beapplied too.

• ψ has to be computed using a derivative-free algorithm,since it is not differentiable in general.

• We used Hooke-Jeeves algorithm, but once again betteroptions can be used.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 26: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

IntroductionMotivationRHC as centralized control

Problem FormulationDynamical Model of the VehiclesReceding Horizon Control

Perpetual Collision AvoidanceMain IdeaDefinitionsFinding rImplementation

ExampleDrones under Centralized Control

Conclusion

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 27: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Drones under Centralized Control

• Consider 4 drones flying in a disc of radius ρ, with speedlimited in the interval [13, 16] [m/s].

• We use a kinematic model for the drones:

xi(t) =

pxi(t)pyi(t)vi(t)θi(t)

, ui(t) =(ai(t)δi(t)

),

hi(xi(t), ui(t)

)=

vi(t) cos(θi(t))vi(t) sin(θi(t))

ai(t)δi(t)

• Hence

S ={

[px, py, v, θ]T ∈ R4 | ‖(px, py)‖ ≤ ρ, v ∈ [13, 16]}

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 28: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Drones under Centralized Control

• Parameters of the problem: ∆ = 7[s], ρ = 150[m],ρmin = 4[m].

• The general step in Hooke-Jeeves was chosen randomlywith uniform distribution.

• We used several optimizations, including parallelcomputation of the internal step in Hooke-Jeeves andε-active sets in the calculation of ψ.

• For each value of r, each computation took 7 hoursapproimately.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 29: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Drones under Centralized Control

• Results for arbitrary values of r.r[m] ψ(r)[m]23 3.630625 4.365427 4.6679

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 30: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Drones under Centralized Control

• Worst-case scenario for r = 23[m].

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 31: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Drones under Centralized Control

• As a test for the RHC law with guaranteed collisionavoidance whenever the drones are 25 meters apart every 7seconds, we considered the following example.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 32: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

IntroductionMotivationRHC as centralized control

Problem FormulationDynamical Model of the VehiclesReceding Horizon Control

Perpetual Collision AvoidanceMain IdeaDefinitionsFinding rImplementation

ExampleDrones under Centralized Control

Conclusion

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 33: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Conclusion

• We proposed a method to guarantee collision avoidanceunder a centralized RHC law. The method is flexibleenough to not disturbe the design of the controller, sincethe objective function is left untouched and aditionalconstraints can be added.

• Most of the computations are done offline (i.e. thecalculation of ψ(r)).

• The journal paper was accepted in the Journal ofOptimization Theory and Applications.

SWARMS, UC Berkeley

Perpetual Collision-Free RHC

Page 34: Perpetual Collision-Free Receding Horizon Control of ...esteager/talk.pdf · equation, but better discretization techniques can be applied too. has to be computed using a derivative-free

Introduction Formulation Collision Avoidance Example Conclusion

Questions?

SWARMS, UC Berkeley

Perpetual Collision-Free RHC