[wpimath] Print uncontrollable/unobservable models in LQR and KF (#3694)

IsDetectable() was added to make the code easier to read.
This commit is contained in:
Tyler Veness
2021-10-29 00:03:02 -07:00
committed by GitHub
parent d5270d113b
commit a939cd9c89
12 changed files with 169 additions and 47 deletions

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@@ -78,7 +78,7 @@ bool IsStabilizableImpl(const Eigen::Matrix<double, States, States>& A,
Eigen::ColPivHouseholderQR<
Eigen::Matrix<std::complex<double>, States, States + Inputs>>
qr(E);
qr{E};
if (qr.rank() < States) {
return false;
}
@@ -258,9 +258,9 @@ Eigen::Vector<double, 4> PoseTo4dVector(const Pose2d& pose);
/**
* Returns true if (A, B) is a stabilizable pair.
*
* (A,B) is stabilizable if and only if the uncontrollable eigenvalues of A, if
* (A, B) is stabilizable if and only if the uncontrollable eigenvalues of A, if
* any, have absolute values less than one, where an eigenvalue is
* uncontrollable if rank(λI - A, B) < n where n is number of states.
* uncontrollable if rank(λI - A, B) < n where n is the number of states.
*
* @param A System matrix.
* @param B Input matrix.
@@ -271,6 +271,23 @@ bool IsStabilizable(const Eigen::Matrix<double, States, States>& A,
return detail::IsStabilizableImpl<States, Inputs>(A, B);
}
/**
* Returns true if (A, C) is a detectable pair.
*
* (A, C) is detectable if and only if the unobservable eigenvalues of A, if
* any, have absolute values less than one, where an eigenvalue is unobservable
* if rank(λI - A; C) < n where n is the number of states.
*
* @param A System matrix.
* @param C Output matrix.
*/
template <int States, int Outputs>
bool IsDetectable(const Eigen::Matrix<double, States, States>& A,
const Eigen::Matrix<double, Outputs, States>& C) {
return detail::IsStabilizableImpl<States, Outputs>(A.transpose(),
C.transpose());
}
// Template specializations are used here to make common state-input pairs
// compile faster.
template <>

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@@ -4,6 +4,10 @@
#pragma once
#include <frc/fmt/Eigen.h>
#include <string>
#include <wpi/SymbolExports.h>
#include <wpi/array.h>
@@ -16,6 +20,7 @@
#include "frc/system/LinearSystem.h"
#include "units/time.h"
#include "unsupported/Eigen/MatrixFunctions"
#include "wpimath/MathShared.h"
namespace frc {
namespace detail {
@@ -82,6 +87,16 @@ class LinearQuadraticRegulatorImpl {
Eigen::Matrix<double, States, Inputs> discB;
DiscretizeAB<States, Inputs>(A, B, dt, &discA, &discB);
if (!IsStabilizable<States, Inputs>(discA, discB)) {
std::string msg = fmt::format(
"The system passed to the LQR is uncontrollable!\n\nA =\n{}\nB "
"=\n{}\n",
discA, discB);
wpi::math::MathSharedStore::ReportError(msg);
throw std::invalid_argument(msg);
}
Eigen::Matrix<double, States, States> S =
drake::math::DiscreteAlgebraicRiccatiEquation(discA, discB, Q, R);

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@@ -71,10 +71,7 @@ class ExtendedKalmanFilter {
Eigen::Matrix<double, Outputs, Outputs> discR =
DiscretizeR<Outputs>(m_contR, dt);
// IsStabilizable(Aᵀ, Cᵀ) will tell us if the system is observable.
bool isObservable =
IsStabilizable<States, Outputs>(discA.transpose(), C.transpose());
if (isObservable && Outputs <= States) {
if (IsDetectable<States, Outputs>(discA, C) && Outputs <= States) {
m_initP = drake::math::DiscreteAlgebraicRiccatiEquation(
discA.transpose(), C.transpose(), discQ, discR);
} else {
@@ -137,10 +134,7 @@ class ExtendedKalmanFilter {
Eigen::Matrix<double, Outputs, Outputs> discR =
DiscretizeR<Outputs>(m_contR, dt);
// IsStabilizable(Aᵀ, Cᵀ) will tell us if the system is observable.
bool isObservable =
IsStabilizable<States, Outputs>(discA.transpose(), C.transpose());
if (isObservable && Outputs <= States) {
if (IsDetectable<States, Outputs>(discA, C) && Outputs <= States) {
m_initP = drake::math::DiscreteAlgebraicRiccatiEquation(
discA.transpose(), C.transpose(), discQ, discR);
} else {

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@@ -4,7 +4,10 @@
#pragma once
#include <frc/fmt/Eigen.h>
#include <cmath>
#include <string>
#include <wpi/SymbolExports.h>
#include <wpi/array.h>
@@ -65,14 +68,14 @@ class KalmanFilterImpl {
const auto& C = plant.C();
// IsStabilizable(Aᵀ, Cᵀ) will tell us if the system is observable.
bool isObservable =
IsStabilizable<States, Outputs>(discA.transpose(), C.transpose());
if (!isObservable) {
wpi::math::MathSharedStore::ReportError(
"The system passed to the Kalman filter is not observable!");
throw std::invalid_argument(
"The system passed to the Kalman filter is not observable!");
if (!IsDetectable<States, Outputs>(discA, C)) {
std::string msg = fmt::format(
"The system passed to the Kalman filter is "
"unobservable!\n\nA =\n{}\nC =\n{}\n",
discA, C);
wpi::math::MathSharedStore::ReportError(msg);
throw std::invalid_argument(msg);
}
Eigen::Matrix<double, States, States> P =