diff --git a/book/figures/stochastic_force_field_pang22.png b/book/figures/stochastic_force_field_pang22.png
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index 00000000..007a18bf
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diff --git a/book/figures/vanderpol_particles.svg b/book/figures/vanderpol_particles.svg
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diff --git a/book/index.html b/book/index.html
index c9d0068a..02b02f80 100644
--- a/book/index.html
+++ b/book/index.html
@@ -255,7 +255,8 @@
Table of Contents
Stationary Distributions
Extended Example: The Rimless Wheel on Rough
Terrain
- Noise models for real robots/systems.
+ Randomized smoothing of contact dynamics
+ Noise models for real robots/systems.
Nonlinear Planning and Control
Chapter 7: Dynamic Programming
diff --git a/book/stochastic.html b/book/stochastic.html
index ad055eb3..d5e01330 100644
--- a/book/stochastic.html
+++ b/book/stochastic.html
@@ -67,25 +67,23 @@ Underactuated Robotics My goals for this chapter are to build intuition for the beautiful and rich
behavior of nonlinear dynamical system that are subjected to random
- (noise/disturbance) inputs. So far we have focused primarily on systems
- described by \[ \dot{\bx}(t) = f(\bx(t),\bu(t)) \quad \text{or} \quad \bx[n+1]
- = f(\bx[n],\bu[n]). \] In this chapter, I would like to broaden the scope to
- think about \[ \dot{\bx}(t) = f(\bx(t),\bu(t),\bw(t)) \quad \text{or} \quad
- \bx[n+1] = f(\bx[n],\bu[n],\bw[n]), \] where this additional input $\bw$ is
- the (vector) output of some random process. In other words, we can begin
- thinking about stochastic systems by simply understanding the dynamics of our
- existing ODEs subjected to an additional random input.
-
- This form is extremely general as written. $\bw(t)$ can represent
- time-varying random disturbances (e.g. gusts of wind), or even constant model
- errors/uncertainty. One thing that we are not adding, yet, is measurement
- uncertainty. There is a great deal of work on observability and state
- estimation that study the question of how you can infer the true state of the
- system given noise sensor readings. For this chapter we are assuming perfect
- measurements of the full state, and are focused instead on the way that
+ (noise/disturbance) inputs. So far we have focused primarily on systems described by
+ \[ \dot{\bx}(t) = f(\bx(t),\bu(t)) \quad \text{or} \quad \bx[n+1] = f(\bx[n],\bu[n]).
+ \] In this chapter, I would like to broaden the scope to think about \[ \dot{\bx}(t) =
+ f(\bx(t),\bu(t),\bw(t)) \quad \text{or} \quad \bx[n+1] = f(\bx[n],\bu[n],\bw[n]), \]
+ where this additional input $\bw$ is the (vector) output of some random process. In
+ other words, we can begin thinking about stochastic systems by simply understanding
+ the dynamics of our existing ODEs subjected to an additional random input.
+
+ This form is extremely general as written. $\bw(t)$ can represent time-varying
+ random disturbances (e.g. gusts of wind), or even constant model errors/uncertainty.
+ One thing that we are not adding, yet, is measurement uncertainty (this will come
+ later, when we discuss state estimation and output feedback ). For this chapter we are assuming
+ perfect measurements of the full state, and are focused instead on the way that
"process noise" shapes the long-term dynamics of the system.
- I will also stick primarily to discrete time dynamics for this chapter,
+
I will also stick primarily to discrete-time dynamics for this chapter,
simply because it is easier to think about the output of a discrete-time
random process, $\bw[n]$, than a $\bw(t)$. But you should know that all of the
ideas work in continuous time, too. Also, most of our examples will take the
@@ -210,15 +208,15 @@
Here's what's completely fascinating -- even though the dynamics of any
- one initial condition for this system are extremely complex, if we study
- the dynamics of a distribution of states through the system, they are
- surprisingly simple and well-behaved. This system is one of the rare
- cases when we can write the master equation in closed
- formLasota13 : $$p_{n+1}(x) = \frac{1}{4\sqrt{1-x}} \left[
- p_n\left(\frac{1}{2}-\frac{1}{2}\sqrt{1-x}\right) + p_n\left(\frac{1}{2} +
- \frac{1}{2}\sqrt{1-x}\right) \right].$$ Moreover, this master equation
- has a steady-state solution: $$p_*(x) = \frac{1}{\pi\sqrt{x(1-x)}}.$$
+ Here's what's completely fascinating -- even though the dynamics of any one
+ initial condition for this system are extremely complex, if we study the dynamics
+ of a distribution of states through the system, they are surprisingly simple and
+ well-behaved. This system is one of the rare cases when we can write the master
+ equation in closed formLasota13 : $$p_{n+1}(x) = \frac{1}{4\sqrt{1-x}}
+ \left[ p_n\left(\frac{1}{2}-\frac{1}{2}\sqrt{1-x}\right) + p_n\left(\frac{1}{2} +
+ \frac{1}{2}\sqrt{1-x}\right) \right].$$ Moreover, this master equation has a
+ steady-state solution: $$p_*(x) = \frac{1}{\pi\sqrt{x(1-x)}}, \qquad x \in [0,
+ 1].$$
Plotting the (closed-form) evolution of the master equation
@@ -255,14 +253,13 @@ In the example above, the histogram is our numerical approximation of
- the probability density. The logistic map example had the remarkable
- property that, although the individual trajectories of the system do
- not converge, the probability distribution actually does
- converge to what's known as a stationary distribution -- a fixed
- point of the master equation. Instead of thinking about the dynamics of
- the trajectories, we need to start thinking about the dynamics of the
- distribution.
+ In the example above, the histogram is our numerical approximation of the
+ probability density. Each of those example systems had the remarkable property that,
+ although the individual trajectories of the system do not converge, the
+ probability distribution actually does converge to what's known as a
+ stationary distribution -- a fixed point of the master equation. Instead of
+ thinking about the dynamics of the trajectories, we need to start thinking about the
+ dynamics of the distribution.
The most important example of this analysis is for systems with linear
dynamics and additive Gaussian noise; for this case we have closed-form
@@ -301,10 +298,11 @@
Underactuated Robotics Kalman filter.
- Taking it a step further, we can see that a stationary distribution for
- this system is given by a mean-zero Gaussian with \[ \sigma_*^2 =
- \frac{\sigma_w^2}{1-a^2}. \] Note that this distribution is well defined
- when $-1 < a < 1$ (only when the system is stable).
+ Taking it a step further, we can see that a stationary distribution for this
+ system is given by a mean-zero Gaussian with \[ \sigma_*^2 =
+ \frac{\sigma_w^2}{1-a^2}. \] Note that this distribution is well defined when $-1
+ < a < 1$. In this case, these are the same conditions we have for
+ deterministic stability of this system.
@@ -317,11 +315,10 @@ Underactuated Robotics
- Given how rich the dynamics can be for deterministic nonlinear systems,
- you can probably imagine that the possible long-term dynamics of the
- probability are also extremely rich. If we simply flip the signs in the
- cubic polynomial dynamics we examined above, we'll get our next
- example:
+ Given how rich the dynamics can be for deterministic nonlinear systems, you can
+ probably imagine that the possible long-term dynamics of the probability density are
+ also extremely rich. If we simply flip the signs in the cubic polynomial dynamics
+ we examined above, we'll get our next example:
The Cubic Example + Noise
@@ -409,17 +406,16 @@ Underactuated Robotics Extended Example: The Rimless Wheel on Rough
Terrain
- My favorite example of a meaningful source of randomness on a model
+
One of my favorite examples of a meaningful source of randomness on a model
underactuated system is the rimless
- wheel rolling down stochastically "rough" terrainByl08f .
- Generating interesting/relevant probabilistic models of terrain in general
- can be quite complex, but the rimless wheel makes it easy -- since the robot
- only contacts that ground at the point foot, we can model almost arbitrary
- rough terrain by simply taking the ramp angle, $\gamma$, to be a random
- variable. If we restrict our analysis to rolling only in one direction (e.g.
- only downhill), then we can even consider this ramp angle to be i.i.d.;
- after each footstep we will independently draw a new ramp angle $\gamma[n]$
- for the next step.
+ wheel rolling down stochastically "rough" terrainByl08f . Generating
+ interesting/relevant probabilistic models of terrain in general can be quite
+ complex, but the rimless wheel makes it easy -- since the robot only contacts that
+ ground at the point foot, we can model almost arbitrary rough terrain by simply
+ taking the ramp angle, $\gamma$, to be a random variable. If we restrict our
+ analysis to rolling only in one direction (e.g. only downhill), then we can even
+ consider this ramp angle to be i.i.d.; after each footstep we will independently
+ draw a new ramp angle $\gamma[n]$ for the next step.
@@ -435,6 +431,75 @@ Underactuated Robotics
+ Randomized smoothing of contact dynamics
+
+ It is interesting to think more generally about how stochastic dynamics interact
+ with the contact dynamics that we have begun to study in these notes. For the
+ stochastic rimless wheel we studied the dynamics on the apex-to-apex map, but now
+ we'd like to consider a more typical (discrete-time, with a small, fixed, time step)
+ model of contact dynamics.
+
+ First we have to think about a simplest reasonable model for the process
+ noise/dynamics. In the multibody appendix, we develop the time-stepping dynamic
+ models of contact as the solution to an optimization problem, which strictly
+ enforces contact constraints (e.g. non-penetration) at the end of every time step.
+ Let's use that idea again here, following the ideas developed in
+ Suh22a+Pang22 .
+
+ A (stochastic) block near a wall
+
+
Consider the dynamics of an unactuated 1D block with a wall occupying $q
+ \leq 0$, such that the physical dynamics is identity if the block is in a
+ non-penetrating configuration, $q[n+1] = f(q[n])=q[n]$ if $q[n]\geq 0$. The
+ dynamics within the penetrating regime is not well-defined physically; yet,
+ applying the quasi-dynamic equations of motions from
+ Pang20b gives us a model that defines a minimal projection $\delta q$
+ which gets applied to the system to project it back out of collision via:
+ \begin{align} \underset{\delta q}{\minimize} \; &\frac{1}{2} m (\delta q)^2, \;
+ \text{subject to} \\ & q + \delta q \geq 0. \end{align} which leads to the
+ following deterministic dynamics: \begin{equation}
+ \label{eq:1d_projection_solution} f(q) = q + \delta q = \begin{cases} q & \text{
+ if } q \geq 0, \text{ (no penetration) }\\ 0 & \text{ otherwise. } \text{
+ (penetration) } \end{cases} \end{equation} This model extends naturally to more
+ complicated contact systems.
+
+ This now gives us a natural model for adding noise while respecting the
+ non-penetration conditions. On each time step, we will apply a Gaussian
+ perturbation (e.g. Brownian motion), $w[n]$, and apply the dynamics $q[n+1] =
+ f(q[n] + w[n]).$ In this model, if we start the system from a known initial
+ condition, $p_0(q) = \delta(q-q_0),$ then after one step we obtain the
+ distribution pictured in the bottom left:
+
+
+
+
+ (a) The block near a wall. (b) The distribution $q+w$ (green) and
+ $f(q+w)$ (pink). (c) The expected value of the one-step stochastic dynamics
+ looks like a "smoothed" version of the deterministic dynamics. (d) This has
+ important implications for gradient-based optimization Suh22b .
+
+
+ In some stochastic optimal control frameworks (and almost all reinforcement
+ learning algorithms), the optimization objective is specified in terms of the
+ expected value of the cost/reward. So it is very interesting to think about the
+ effect that the stochasticity has on the expected value of simulation roll-outs.
+ Here we see that, even after a single step, the stochasticity has the effect of
+ "smoothing" the hard contact dynamics, and giving a form of "contact forces at a
+ distance". Suh22b studied the effect that this can have on the
+ optimization landscape.
+
+ What is the stationary distribution of this system?
+
+
+ Interestingly, reinforcement learning (RL) algorithms often explicitly
+ inject random perturbations (typically in the policy outputs) as a mechanism for
+ exploring the policy parameters. When coupled with a deterministic contact
+ simulation engine, the resulting dynamics look like the simple stochastic example
+ illustrated above. This is one explanation for why RL has performed surprisingly
+ well in problems involving contact dynamics.
+
+
+
Noise models for real robots/systems.
Sensor models. Beam model from probabilistic robotics. RGB-D
@@ -468,6 +533,34 @@
Underactuated Robotics "Chaos, fractals, and noise: stochastic aspects of dynamics", Springer Science \& Business Media
, vol. 97, 2013 .
+
+
+H.J. Terry Suh and Tao Pang and Russ Tedrake ,
+"Bundled Gradients through Contact via Randomized Smoothing" ,
+IEEE Robotics and Automation Letters , vol. 7 (2), pp. 4000-4007, April, 2022 .
+[ link ]
+
+
+
+Tao Pang and H.J. Terry Suh and Lujie Yang and Russ Tedrake. ,
+"Global Planning for Contact-Rich Manipulation via Local Smoothing of Quasi-dynamic Contact Models" ,
+Transactions of Robotics , vol. 39, no. 6, pp. 4691--4711, December, 2023 .
+[ link ]
+
+
+
+H. J. Terry Suh and Max Simchowitz and Kaiqing Zhang and Russ Tedrake ,
+"Do Differentiable Simulators Give Better Policy Gradients?" ,
+Proceedings of the 39th International Conference on Machine Learning , vol. 162, pp. 20668--20696, July, 2022 .
+[ link ]
+
+
+
+Tao Pang and Russ Tedrake ,
+"A Convex Quasistatic Time-stepping Scheme for Rigid Multibody Systems with Contact and Friction" ,
+IEEE International Conference on Robotics and Automation (ICRA) , May, 2021 .
+[ link ]
+