y2018/control_loops/python/extended_lqr.py

#!/usr/bin/python3
# This is an initial, hacky implementation of the extended LQR paper. It's just
# a proof of concept, so don't trust it too much.

import numpy
import scipy.optimize
from matplotlib import pylab
import sys

from frc971.control_loops.python import controls


class ArmDynamics(object):

    def __init__(self, dt):
        self.dt = dt

        self.l1 = 1.0
        self.l2 = 0.8
        self.num_states = 4
        self.num_inputs = 2

    def dynamics(self, X, U):
        """Calculates the dynamics for a double jointed arm.

    Args:
      X, numpy.matrix(4, 1), The state.  [theta1, omega1, theta2, omega2]
      U, numpy.matrix(2, 1), The input.  [torque1, torque2]

    Returns:
      numpy.matrix(4, 1), The derivative of the dynamics.
    """
        return numpy.matrix([[X[1, 0]], [U[0, 0]], [X[3, 0]], [U[1, 0]]])

    def discrete_dynamics(self, X, U):
        return RungeKutta(lambda startingX: self.dynamics(startingX, U), X, dt)

    def inverse_discrete_dynamics(self, X, U):
        return RungeKutta(lambda startingX: -self.dynamics(startingX, U), X,
                          dt)


# Simple implementation for a quadratic cost function.
class ArmCostFunction:

    def __init__(self, dt, dynamics):
        self.num_states = 4
        self.num_inputs = 2
        self.dt = dt
        self.dynamics = dynamics

        q_pos = 0.5
        q_vel = 1.65
        self.Q = numpy.matrix(
            numpy.diag([
                1.0 / (q_pos**2.0), 1.0 / (q_vel**2.0), 1.0 / (q_pos**2.0),
                1.0 / (q_vel**2.0)
            ]))

        self.R = numpy.matrix(
            numpy.diag([1.0 / (12.0**2.0), 1.0 / (12.0**2.0)]))

        final_A = numerical_jacobian_x(self.dynamics.discrete_dynamics,
                                       numpy.matrix(numpy.zeros((4, 1))),
                                       numpy.matrix(numpy.zeros((2, 1))))
        final_B = numerical_jacobian_u(self.dynamics.discrete_dynamics,
                                       numpy.matrix(numpy.zeros((4, 1))),
                                       numpy.matrix(numpy.zeros((2, 1))))
        print('Final A', final_A)
        print('Final B', final_B)
        K, self.S = controls.dlqr(final_A,
                                  final_B,
                                  self.Q,
                                  self.R,
                                  optimal_cost_function=True)
        print('Final eig:', numpy.linalg.eig(final_A - final_B * K))

    def final_cost(self, X, U):
        """Computes the final cost of being at X

    Args:
      X: numpy.matrix(self.num_states, 1)
      U: numpy.matrix(self.num_inputs, 1), ignored

    Returns:
      numpy.matrix(1, 1), The quadratic cost of being at X
    """
        return 0.5 * X.T * self.S * X

    def cost(self, X, U):
        """Computes the incremental cost given a position and U.

    Args:
      X: numpy.matrix(self.num_states, 1)
      U: numpy.matrix(self.num_inputs, 1)

    Returns:
      numpy.matrix(1, 1), The quadratic cost of evaluating U.
    """
        return U.T * self.R * U + X.T * self.Q * X

    def estimate_Q_final(self, X_hat):
        """Returns the quadraticized final Q around X_hat.

    This is calculated by evaluating partial^2 cost(X_hat) / (partial X * partial X)

    Args:
      X_hat: numpy.matrix(self.num_states, 1), The state to quadraticize around.

    Result:
      numpy.matrix(self.num_states, self.num_states)
    """
        zero_U = numpy.matrix(numpy.zeros((self.num_inputs, 1)))
        print('S', self.S)
        print('Q_final', numerical_jacobian_x_x(self.final_cost, X_hat,
                                                zero_U))
        return numerical_jacobian_x_x(self.final_cost, X_hat, zero_U)

    def estimate_partial_cost_partial_x_final(self, X_hat):
        """Returns \frac{\partial cost}{\partial X}(X_hat) for the final cost.

    Args:
      X_hat: numpy.matrix(self.num_states, 1), The state to quadraticize around.

    Result:
      numpy.matrix(self.num_states, 1)
    """
        return numerical_jacobian_x(
            self.final_cost, X_hat,
            numpy.matrix(numpy.zeros((self.num_inputs, 1)))).T

    def estimate_q_final(self, X_hat):
        """Returns q evaluated at X_hat for the final cost function."""
        return self.estimate_partial_cost_partial_x_final(
            X_hat) - self.estimate_Q_final(X_hat) * X_hat


class SkidSteerDynamics(object):

    def __init__(self, dt):
        self.width = 0.2
        self.dt = dt
        self.num_states = 3
        self.num_inputs = 2

    def dynamics(self, X, U):
        """Calculates the dynamics for a 2 wheeled robot.

    Args:
      X, numpy.matrix(3, 1), The state.  [x, y, theta]
      U, numpy.matrix(2, 1), The input.  [left velocity, right velocity]

    Returns:
      numpy.matrix(3, 1), The derivative of the dynamics.
    """
        #return numpy.matrix([[X[1, 0]],
        #                     [X[2, 0]],
        #                     [U[0, 0]]])
        return numpy.matrix([[(U[0, 0] + U[1, 0]) * numpy.cos(X[2, 0]) / 2.0],
                             [(U[0, 0] + U[1, 0]) * numpy.sin(X[2, 0]) / 2.0],
                             [(U[1, 0] - U[0, 0]) / self.width]])

    def discrete_dynamics(self, X, U):
        return RungeKutta(lambda startingX: self.dynamics(startingX, U), X, dt)

    def inverse_discrete_dynamics(self, X, U):
        return RungeKutta(lambda startingX: -self.dynamics(startingX, U), X,
                          dt)


# Simple implementation for a quadratic cost function.
class CostFunction:

    def __init__(self, dt):
        self.num_states = 3
        self.num_inputs = 2
        self.dt = dt
        self.Q = numpy.matrix([[0.1, 0, 0], [0, 0.6, 0], [0, 0, 0.1]
                               ]) / self.dt / self.dt
        self.R = numpy.matrix([[0.40, 0], [0, 0.40]]) / self.dt / self.dt

    def final_cost(self, X, U):
        """Computes the final cost of being at X

    Args:
      X: numpy.matrix(self.num_states, 1)
      U: numpy.matrix(self.num_inputs, 1), ignored

    Returns:
      numpy.matrix(1, 1), The quadratic cost of being at X
    """
        return X.T * self.Q * X * 1000

    def cost(self, X, U):
        """Computes the incremental cost given a position and U.

    Args:
      X: numpy.matrix(self.num_states, 1)
      U: numpy.matrix(self.num_inputs, 1)

    Returns:
      numpy.matrix(1, 1), The quadratic cost of evaluating U.
    """
        return U.T * self.R * U + X.T * self.Q * X

    def estimate_Q_final(self, X_hat):
        """Returns the quadraticized final Q around X_hat.

    This is calculated by evaluating partial^2 cost(X_hat) / (partial X * partial X)

    Args:
      X_hat: numpy.matrix(self.num_states, 1), The state to quadraticize around.

    Result:
      numpy.matrix(self.num_states, self.num_states)
    """
        zero_U = numpy.matrix(numpy.zeros((self.num_inputs, 1)))
        return numerical_jacobian_x_x(self.final_cost, X_hat, zero_U)

    def estimate_partial_cost_partial_x_final(self, X_hat):
        """Returns \frac{\partial cost}{\partial X}(X_hat) for the final cost.

    Args:
      X_hat: numpy.matrix(self.num_states, 1), The state to quadraticize around.

    Result:
      numpy.matrix(self.num_states, 1)
    """
        return numerical_jacobian_x(
            self.final_cost, X_hat,
            numpy.matrix(numpy.zeros((self.num_inputs, 1)))).T

    def estimate_q_final(self, X_hat):
        """Returns q evaluated at X_hat for the final cost function."""
        return self.estimate_partial_cost_partial_x_final(
            X_hat) - self.estimate_Q_final(X_hat) * X_hat


def RungeKutta(f, x, dt):
    """4th order RungeKutta integration of F starting at X."""
    a = f(x)
    b = f(x + dt / 2.0 * a)
    c = f(x + dt / 2.0 * b)
    d = f(x + dt * c)
    return x + dt * (a + 2.0 * b + 2.0 * c + d) / 6.0


def numerical_jacobian_x(fn, X, U, epsilon=1e-4):
    """Numerically estimates the jacobian around X, U in X.

  Args:
    fn: A function of X, U.
    X: numpy.matrix(num_states, 1), The state vector to take the jacobian
      around.
    U: numpy.matrix(num_inputs, 1), The input vector to take the jacobian
      around.

  Returns:
    numpy.matrix(num_states, num_states), The jacobian of fn with X as the
      variable.
  """
    num_states = X.shape[0]
    nominal = fn(X, U)
    answer = numpy.matrix(numpy.zeros((nominal.shape[0], num_states)))
    # It's more expensive, but +- epsilon will be more reliable
    for i in range(0, num_states):
        dX_plus = X.copy()
        dX_plus[i] += epsilon
        dX_minus = X.copy()
        dX_minus[i] -= epsilon
        answer[:, i] = (fn(dX_plus, U) - fn(dX_minus, U)) / epsilon / 2.0
    return answer


def numerical_jacobian_u(fn, X, U, epsilon=1e-4):
    """Numerically estimates the jacobian around X, U in U.

  Args:
    fn: A function of X, U.
    X: numpy.matrix(num_states, 1), The state vector to take the jacobian
      around.
    U: numpy.matrix(num_inputs, 1), The input vector to take the jacobian
      around.

  Returns:
    numpy.matrix(num_states, num_inputs), The jacobian of fn with U as the
      variable.
  """
    num_states = X.shape[0]
    num_inputs = U.shape[0]
    nominal = fn(X, U)
    answer = numpy.matrix(numpy.zeros((nominal.shape[0], num_inputs)))
    for i in range(0, num_inputs):
        dU_plus = U.copy()
        dU_plus[i] += epsilon
        dU_minus = U.copy()
        dU_minus[i] -= epsilon
        answer[:, i] = (fn(X, dU_plus) - fn(X, dU_minus)) / epsilon / 2.0
    return answer


def numerical_jacobian_x_x(fn, X, U):
    return numerical_jacobian_x(
        lambda X_inner, U_inner: numerical_jacobian_x(fn, X_inner, U_inner).T,
        X, U)


def numerical_jacobian_x_u(fn, X, U):
    return numerical_jacobian_x(
        lambda X_inner, U_inner: numerical_jacobian_u(fn, X_inner, U_inner).T,
        X, U)


def numerical_jacobian_u_x(fn, X, U):
    return numerical_jacobian_u(
        lambda X_inner, U_inner: numerical_jacobian_x(fn, X_inner, U_inner).T,
        X, U)


def numerical_jacobian_u_u(fn, X, U):
    return numerical_jacobian_u(
        lambda X_inner, U_inner: numerical_jacobian_u(fn, X_inner, U_inner).T,
        X, U)


class ELQR(object):

    def __init__(self, dynamics, cost):
        self.dynamics = dynamics
        self.cost = cost

    def Solve(self, x_hat_initial, horizon, iterations):
        l = horizon
        num_states = self.dynamics.num_states
        num_inputs = self.dynamics.num_inputs
        self.S_bar_t = [
            numpy.matrix(numpy.zeros((num_states, num_states)))
            for _ in range(l + 1)
        ]
        self.s_bar_t = [
            numpy.matrix(numpy.zeros((num_states, 1))) for _ in range(l + 1)
        ]
        self.s_scalar_bar_t = [
            numpy.matrix(numpy.zeros((1, 1))) for _ in range(l + 1)
        ]

        self.L_t = [
            numpy.matrix(numpy.zeros((num_inputs, num_states)))
            for _ in range(l + 1)
        ]
        self.l_t = [
            numpy.matrix(numpy.zeros((num_inputs, 1))) for _ in range(l + 1)
        ]
        self.L_bar_t = [
            numpy.matrix(numpy.zeros((num_inputs, num_states)))
            for _ in range(l + 1)
        ]
        self.l_bar_t = [
            numpy.matrix(numpy.zeros((num_inputs, 1))) for _ in range(l + 1)
        ]

        self.S_t = [
            numpy.matrix(numpy.zeros((num_states, num_states)))
            for _ in range(l + 1)
        ]
        self.s_t = [
            numpy.matrix(numpy.zeros((num_states, 1))) for _ in range(l + 1)
        ]
        self.s_scalar_t = [
            numpy.matrix(numpy.zeros((1, 1))) for _ in range(l + 1)
        ]

        self.last_x_hat_t = [
            numpy.matrix(numpy.zeros((num_states, 1))) for _ in range(l + 1)
        ]

        # Iterate the solver
        for a in range(iterations):
            x_hat = x_hat_initial
            u_t = self.L_t[0] * x_hat + self.l_t[0]
            self.S_bar_t[0] = numpy.matrix(
                numpy.zeros((num_states, num_states)))
            self.s_bar_t[0] = numpy.matrix(numpy.zeros((num_states, 1)))
            self.s_scalar_bar_t[0] = numpy.matrix([[0]])

            self.last_x_hat_t[0] = x_hat_initial

            Q_t = numerical_jacobian_x_x(self.cost.cost, x_hat_initial, u_t)
            P_t = numerical_jacobian_x_u(self.cost.cost, x_hat_initial, u_t)
            R_t = numerical_jacobian_u_u(self.cost.cost, x_hat_initial, u_t)

            q_t = numerical_jacobian_x(self.cost.cost, x_hat_initial, u_t).T \
                - Q_t * x_hat_initial - P_t.T * u_t
            r_t = numerical_jacobian_u(self.cost.cost, x_hat_initial, u_t).T \
                - P_t * x_hat_initial - R_t * u_t

            q_scalar_t = self.cost.cost(x_hat_initial, u_t) \
                - 0.5 * (x_hat_initial.T * (Q_t * x_hat_initial + P_t.T * u_t) \
                + u_t.T * (P_t * x_hat_initial + R_t * u_t)) \
                - x_hat_initial.T * q_t - u_t.T * r_t

            start_A_t = numerical_jacobian_x(self.dynamics.discrete_dynamics,
                                             x_hat_initial, u_t)
            start_B_t = numerical_jacobian_u(self.dynamics.discrete_dynamics,
                                             x_hat_initial, u_t)
            x_hat_next = self.dynamics.discrete_dynamics(x_hat_initial, u_t)
            start_c_t = x_hat_next - start_A_t * x_hat_initial - start_B_t * u_t

            B_svd_u, B_svd_sigma_diag, B_svd_v = numpy.linalg.svd(start_B_t)
            B_svd_sigma = numpy.matrix(numpy.zeros(start_B_t.shape))
            B_svd_sigma[0:B_svd_sigma_diag.shape[0], 0:B_svd_sigma_diag.shape[0]] = \
                numpy.diag(B_svd_sigma_diag)

            B_svd_sigma_inv = numpy.matrix(numpy.zeros(start_B_t.shape)).T
            B_svd_sigma_inv[0:B_svd_sigma_diag.shape[0],
                            0:B_svd_sigma_diag.shape[0]] = \
                                numpy.linalg.inv(numpy.diag(B_svd_sigma_diag))
            B_svd_inv = B_svd_v.T * B_svd_sigma_inv * B_svd_u.T

            self.L_bar_t[1] = B_svd_inv
            self.l_bar_t[1] = -B_svd_inv * (start_A_t * x_hat_initial +
                                            start_c_t)

            self.S_bar_t[1] = self.L_bar_t[1].T * R_t * self.L_bar_t[1]

            TotalS_1 = start_B_t.T * self.S_t[1] * start_B_t + R_t
            Totals_1 = start_B_t.T * self.S_t[1] * (start_c_t + start_A_t * x_hat_initial) \
                + start_B_t.T * self.s_t[1] + P_t * x_hat_initial + r_t
            Totals_scalar_1 = 0.5 * (start_c_t.T + x_hat_initial.T * start_A_t.T) * self.S_t[1] * (start_c_t + start_A_t * x_hat_initial) \
                + self.s_scalar_t[1] + x_hat_initial.T * q_t + q_scalar_t \
                + 0.5 * x_hat_initial.T * Q_t * x_hat_initial \
                + (start_c_t.T + x_hat_initial.T * start_A_t.T) * self.s_t[1]

            optimal_u_1 = -numpy.linalg.solve(TotalS_1, Totals_1)
            optimal_x_1 = start_A_t * x_hat_initial \
                + start_B_t * optimal_u_1 + start_c_t

            # TODO(austin): Disable this if we are controlable.  It should not be needed then.
            S_bar_1_eigh_eigenvalues, S_bar_1_eigh_eigenvectors = \
                numpy.linalg.eigh(self.S_bar_t[1])
            S_bar_1_eigh = numpy.matrix(numpy.diag(S_bar_1_eigh_eigenvalues))
            S_bar_1_eigh_eigenvalues_stiff = S_bar_1_eigh_eigenvalues.copy()
            for i in range(S_bar_1_eigh_eigenvalues_stiff.shape[0]):
                if abs(S_bar_1_eigh_eigenvalues_stiff[i]) < 1e-8:
                    S_bar_1_eigh_eigenvalues_stiff[i] = max(
                        S_bar_1_eigh_eigenvalues_stiff) * 1.0

            S_bar_stiff = S_bar_1_eigh_eigenvectors * numpy.matrix(
                numpy.diag(S_bar_1_eigh_eigenvalues_stiff)
            ) * S_bar_1_eigh_eigenvectors.T

            print('Min u', -numpy.linalg.solve(TotalS_1, Totals_1))
            print('Min x_hat', optimal_x_1)
            self.s_bar_t[1] = -self.s_t[1] - (S_bar_stiff +
                                              self.S_t[1]) * optimal_x_1
            self.s_scalar_bar_t[1] = 0.5 * (optimal_u_1.T * TotalS_1 * optimal_u_1 \
                - optimal_x_1.T * (S_bar_stiff + self.S_t[1]) * optimal_x_1) \
                + optimal_u_1.T * Totals_1 \
                - optimal_x_1.T * (self.s_bar_t[1] + self.s_t[1]) \
                - self.s_scalar_t[1] + Totals_scalar_1

            print('optimal_u_1', optimal_u_1)
            print('TotalS_1', TotalS_1)
            print('Totals_1', Totals_1)
            print('Totals_scalar_1', Totals_scalar_1)
            print('overall cost 1', 0.5 * (optimal_u_1.T * TotalS_1 * optimal_u_1) \
                                     + optimal_u_1.T * Totals_1 + Totals_scalar_1)
            print('overall cost 0', 0.5 * (x_hat_initial.T * self.S_t[0] * x_hat_initial) \
                                    + x_hat_initial.T * self.s_t[0] + self.s_scalar_t[0])

            print('t forward 0')
            print('x_hat_initial[ 0]: %s' % (x_hat_initial))
            print('x_hat[%2d]: %s' % (0, x_hat.T))
            print('x_hat_next[%2d]: %s' % (0, x_hat_next.T))
            print('u[%2d]: %s' % (0, u_t.T))
            print('L[ 0]: %s' % (self.L_t[0], )).replace('\n', '\n        ')
            print('l[ 0]: %s' % (self.l_t[0], )).replace('\n', '\n        ')

            print('A_t[%2d]: %s' % (0, start_A_t)).replace('\n', '\n         ')
            print('B_t[%2d]: %s' % (0, start_B_t)).replace('\n', '\n         ')
            print('c_t[%2d]: %s' % (0, start_c_t)).replace('\n', '\n         ')

            # TODO(austin): optimal_x_1 is x_hat
            x_hat = -numpy.linalg.solve((self.S_t[1] + S_bar_stiff),
                                        (self.s_t[1] + self.s_bar_t[1]))
            print('new xhat', x_hat)

            self.S_bar_t[1] = S_bar_stiff

            self.last_x_hat_t[1] = x_hat

            for t in range(1, l):
                print('t forward', t)
                u_t = self.L_t[t] * x_hat + self.l_t[t]

                x_hat_next = self.dynamics.discrete_dynamics(x_hat, u_t)
                A_bar_t = numerical_jacobian_x(
                    self.dynamics.inverse_discrete_dynamics, x_hat_next, u_t)
                B_bar_t = numerical_jacobian_u(
                    self.dynamics.inverse_discrete_dynamics, x_hat_next, u_t)
                c_bar_t = x_hat - A_bar_t * x_hat_next - B_bar_t * u_t

                print('x_hat[%2d]: %s' % (t, x_hat.T))
                print('x_hat_next[%2d]: %s' % (t, x_hat_next.T))
                print('L[%2d]: %s' % (
                    t,
                    self.L_t[t],
                )).replace('\n', '\n        ')
                print('l[%2d]: %s' % (
                    t,
                    self.l_t[t],
                )).replace('\n', '\n        ')
                print('u[%2d]: %s' % (t, u_t.T))

                print('A_bar_t[%2d]: %s' % (t, A_bar_t)).replace(
                    '\n', '\n             ')
                print('B_bar_t[%2d]: %s' % (t, B_bar_t)).replace(
                    '\n', '\n             ')
                print('c_bar_t[%2d]: %s' % (t, c_bar_t)).replace(
                    '\n', '\n             ')

                Q_t = numerical_jacobian_x_x(self.cost.cost, x_hat, u_t)
                P_t = numerical_jacobian_x_u(self.cost.cost, x_hat, u_t)
                R_t = numerical_jacobian_u_u(self.cost.cost, x_hat, u_t)

                q_t = numerical_jacobian_x(self.cost.cost, x_hat, u_t).T \
                    - Q_t * x_hat - P_t.T * u_t
                r_t = numerical_jacobian_u(self.cost.cost, x_hat, u_t).T \
                    - P_t * x_hat - R_t * u_t

                q_scalar_t = self.cost.cost(x_hat, u_t) \
                    - 0.5 * (x_hat.T * (Q_t * x_hat + P_t.T * u_t) \
                    + u_t.T * (P_t * x_hat + R_t * u_t)) - x_hat.T * q_t - u_t.T * r_t

                C_bar_t = B_bar_t.T * (self.S_bar_t[t] +
                                       Q_t) * A_bar_t + P_t * A_bar_t
                D_bar_t = A_bar_t.T * (self.S_bar_t[t] + Q_t) * A_bar_t
                E_bar_t = B_bar_t.T * (self.S_bar_t[t] + Q_t) * B_bar_t + R_t \
                    + P_t * B_bar_t + B_bar_t.T * P_t.T
                d_bar_t = A_bar_t.T * (self.s_bar_t[t] + q_t) \
                    + A_bar_t.T * (self.S_bar_t[t] + Q_t) * c_bar_t
                e_bar_t = r_t + P_t * c_bar_t + B_bar_t.T * self.s_bar_t[t] \
                    + B_bar_t.T * (self.S_bar_t[t] + Q_t) * c_bar_t

                self.L_bar_t[t + 1] = -numpy.linalg.inv(E_bar_t) * C_bar_t
                self.l_bar_t[t + 1] = -numpy.linalg.inv(E_bar_t) * e_bar_t

                self.S_bar_t[t + 1] = D_bar_t + C_bar_t.T * self.L_bar_t[t + 1]
                self.s_bar_t[t + 1] = d_bar_t + C_bar_t.T * self.l_bar_t[t + 1]
                self.s_scalar_bar_t[t + 1] = \
                    -0.5 * e_bar_t.T * numpy.linalg.inv(E_bar_t) * e_bar_t \
                    + 0.5 * c_bar_t.T * (self.S_bar_t[t] + Q_t) * c_bar_t \
                    + c_bar_t.T * self.s_bar_t[t] + c_bar_t.T * q_t \
                    + self.s_scalar_bar_t[t] + q_scalar_t

                x_hat = -numpy.linalg.solve(
                    (self.S_t[t + 1] + self.S_bar_t[t + 1]),
                    (self.s_t[t + 1] + self.s_bar_t[t + 1]))
                self.S_t[l] = self.cost.estimate_Q_final(x_hat)
            self.s_t[l] = self.cost.estimate_q_final(x_hat)
            x_hat = -numpy.linalg.inv(self.S_t[l] + self.S_bar_t[l]) \
                * (self.s_t[l] + self.s_bar_t[l])

            for t in reversed(range(l)):
                print('t backward', t)
                # TODO(austin): I don't think we can use L_t like this here.
                # I think we are off by 1 somewhere...
                u_t = self.L_bar_t[t + 1] * x_hat + self.l_bar_t[t + 1]

                x_hat_prev = self.dynamics.inverse_discrete_dynamics(
                    x_hat, u_t)
                print('x_hat[%2d]: %s' % (t, x_hat.T))
                print('x_hat_prev[%2d]: %s' % (t, x_hat_prev.T))
                print('L_bar[%2d]: %s' % (t + 1, self.L_bar_t[t + 1])).replace(
                    '\n', '\n            ')
                print('l_bar[%2d]: %s' % (t + 1, self.l_bar_t[t + 1])).replace(
                    '\n', '\n            ')
                print('u[%2d]: %s' % (t, u_t.T))
                # Now compute the linearized A, B, and C
                # Start by doing it numerically, and then optimize.
                A_t = numerical_jacobian_x(self.dynamics.discrete_dynamics,
                                           x_hat_prev, u_t)
                B_t = numerical_jacobian_u(self.dynamics.discrete_dynamics,
                                           x_hat_prev, u_t)
                c_t = x_hat - A_t * x_hat_prev - B_t * u_t

                print('A_t[%2d]: %s' % (t, A_t)).replace('\n', '\n         ')
                print('B_t[%2d]: %s' % (t, B_t)).replace('\n', '\n         ')
                print('c_t[%2d]: %s' % (t, c_t)).replace('\n', '\n         ')

                Q_t = numerical_jacobian_x_x(self.cost.cost, x_hat_prev, u_t)
                P_t = numerical_jacobian_x_u(self.cost.cost, x_hat_prev, u_t)
                P_T_t = numerical_jacobian_u_x(self.cost.cost, x_hat_prev, u_t)
                R_t = numerical_jacobian_u_u(self.cost.cost, x_hat_prev, u_t)

                q_t = numerical_jacobian_x(self.cost.cost, x_hat_prev, u_t).T \
                    - Q_t * x_hat_prev - P_T_t * u_t
                r_t = numerical_jacobian_u(self.cost.cost, x_hat_prev, u_t).T \
                    - P_t * x_hat_prev - R_t * u_t

                q_scalar_t = self.cost.cost(x_hat_prev, u_t) \
                    - 0.5 * (x_hat_prev.T * (Q_t * x_hat_prev + P_t.T * u_t) \
                    + u_t.T * (P_t * x_hat_prev + R_t * u_t)) \
                    - x_hat_prev.T * q_t - u_t.T * r_t

                C_t = P_t + B_t.T * self.S_t[t + 1] * A_t
                D_t = Q_t + A_t.T * self.S_t[t + 1] * A_t
                E_t = R_t + B_t.T * self.S_t[t + 1] * B_t
                d_t = q_t + A_t.T * self.s_t[t + 1] + A_t.T * self.S_t[t +
                                                                       1] * c_t
                e_t = r_t + B_t.T * self.s_t[t + 1] + B_t.T * self.S_t[t +
                                                                       1] * c_t
                self.L_t[t] = -numpy.linalg.inv(E_t) * C_t
                self.l_t[t] = -numpy.linalg.inv(E_t) * e_t
                self.s_t[t] = d_t + C_t.T * self.l_t[t]
                self.S_t[t] = D_t + C_t.T * self.L_t[t]
                self.s_scalar_t[t] = q_scalar_t \
                    - 0.5 * e_t.T * numpy.linalg.inv(E_t) * e_t \
                    + 0.5 * c_t.T * self.S_t[t + 1] * c_t \
                    + c_t.T * self.s_t[t + 1] \
                    + self.s_scalar_t[t + 1]

                x_hat = -numpy.linalg.solve((self.S_t[t] + self.S_bar_t[t]),
                                            (self.s_t[t] + self.s_bar_t[t]))
                if t == 0:
                    self.last_x_hat_t[t] = x_hat_initial
                else:
                    self.last_x_hat_t[t] = x_hat

            x_hat_t = [x_hat_initial]

            pylab.figure('states %d' % a)
            pylab.ion()
            for dim in range(num_states):
                pylab.plot(
                    numpy.arange(len(self.last_x_hat_t)),
                    [x_hat_loop[dim, 0] for x_hat_loop in self.last_x_hat_t],
                    marker='o',
                    label='Xhat[%d]' % dim)
            pylab.legend()
            pylab.draw()

            pylab.figure('xy %d' % a)
            pylab.ion()
            pylab.plot([x_hat_loop[0, 0] for x_hat_loop in self.last_x_hat_t],
                       [x_hat_loop[1, 0] for x_hat_loop in self.last_x_hat_t],
                       marker='o',
                       label='trajectory')
            pylab.legend()
            pylab.draw()

        final_u_t = [
            numpy.matrix(numpy.zeros((num_inputs, 1))) for _ in range(l + 1)
        ]
        cost_to_go = []
        cost_to_come = []
        cost = []
        for t in range(l):
            cost_to_go.append(
                (0.5 * self.last_x_hat_t[t].T * self.S_t[t] * self.last_x_hat_t[t] \
                + self.last_x_hat_t[t].T * self.s_t[t] + self.s_scalar_t[t])[0, 0])
            cost_to_come.append(
                (0.5 * self.last_x_hat_t[t].T * self.S_bar_t[t] * self.last_x_hat_t[t] \
                 + self.last_x_hat_t[t].T * self.s_bar_t[t] + self.s_scalar_bar_t[t])[0, 0])
            cost.append(cost_to_go[-1] + cost_to_come[-1])
            final_u_t[t] = self.L_t[t] * self.last_x_hat_t[t] + self.l_t[t]

        for t in range(l):
            A_t = numerical_jacobian_x(self.dynamics.discrete_dynamics,
                                       self.last_x_hat_t[t], final_u_t[t])
            B_t = numerical_jacobian_u(self.dynamics.discrete_dynamics,
                                       self.last_x_hat_t[t], final_u_t[t])
            c_t = self.dynamics.discrete_dynamics(self.last_x_hat_t[t], final_u_t[t]) \
                - A_t * self.last_x_hat_t[t] - B_t * final_u_t[t]
            print("Infeasability at", t, "is",
                  ((A_t * self.last_x_hat_t[t] + B_t * final_u_t[t] + c_t) \
                  - self.last_x_hat_t[t + 1]).T)

        pylab.figure('u')
        samples = numpy.arange(len(final_u_t))
        for i in range(num_inputs):
            pylab.plot(samples, [u[i, 0] for u in final_u_t],
                       label='u[%d]' % i,
                       marker='o')
            pylab.legend()

        pylab.figure('cost')
        cost_samples = numpy.arange(len(cost))
        pylab.plot(cost_samples, cost_to_go, label='cost to go', marker='o')
        pylab.plot(cost_samples,
                   cost_to_come,
                   label='cost to come',
                   marker='o')
        pylab.plot(cost_samples, cost, label='cost', marker='o')
        pylab.legend()

        pylab.ioff()
        pylab.show()


if __name__ == '__main__':
    dt = 0.05
    #arm_dynamics = ArmDynamics(dt=dt)
    #elqr = ELQR(arm_dynamics, ArmCostFunction(dt=dt, dynamics=arm_dynamics))
    #x_hat_initial = numpy.matrix([[0.10], [1.0], [0.0], [0.0]])
    #elqr.Solve(x_hat_initial, 100, 3)

    elqr = ELQR(SkidSteerDynamics(dt=dt), CostFunction(dt=dt))
    x_hat_initial = numpy.matrix([[0.10], [1.0], [0.0]])
    elqr.Solve(x_hat_initial, 100, 15)
    sys.exit(1)