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Massachusetts Institute of Technology An Efficient Motion Planning Algorithm for Stochastic Dynamic Systems with Constraints on Probability of Failure AAAI 08 Physically Grounded AI Special Track July 16 th 2008 Masahiro Ono and Brian C.


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Massachusetts Institute of Technology

An Efficient Motion Planning Algorithm for Stochastic Dynamic Systems with Constraints on Probability of Failure

AAAI 08 Physically Grounded AI Special Track July 16th 2008

Masahiro Ono and Brian C. Williams

Massachusetts Institute of Technology

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Robust Planning for Autonomous Vehicles

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The world is uncertain.

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Approach

Formulate robust planning problem as an optimization with a chance constraint

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Key Concept

Risk Allocation

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Solution

Iterative Risk Allocation (IRA) algorithm

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Chance constraint Risk allocation Iterative risk allocation algorithm

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Kinodynamic Path Planning

  • Use continuous state space
  • Explicitly consider vehicle dynamics model

max 1 1

u u Bu Ax x

t t t t

≤ + =

+ +

Vehicle dynamics model

Equation of motion: Control limit (maneuverability): Obstacle Non-kinodynamic path planning Kinodynamic path planning Sharp turn is impossible in reality

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Uncertainty in Mobile Robotics

99.9% 99% 90% 80% 99.9% 99% 90% 80%

t =1

  • Outer disturbance
  • Control error
  • State estimation error

Distribution is

  • Continuous
  • Unbounded

x P(x) t =2 Nominal Path

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Example: Race Car Path Planning

  • A race car driver wants

to go from the start to the goal as fast as possible

  • Crashing into the wall

may kill the driver

  • Actual path may differ

from the planned path due to uncertainty

Start Goal Walls

Planned Path Actual Path

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Example: Race Car Path Planning

  • Good strategy: set a

safety margin

  • What is the necessary

width of the safety margin?

Start Goal Walls

Planned Path Actual Path

Safety Margin Safety Margin

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Example: Race Car Path Planning

Start Goal Walls

Planned Path

Safety Margin Safety Margin

  • 1 m margin

– 1 % risk of crash – 100 m distance to goal

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Example: Race Car Path Planning

Start Goal Walls

Planned Path

Safety Margin Safety Margin

  • 2 m margin

– 0.1 % risk – 120 m distance to goal

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Example: Race Car Path Planning

Start Goal Walls

Planned Path

Safety Margin Safety Margin

  • 3 m margin

– 0.01 % risk – 150 m distance to goal

  • Risk can only be

reduced by sacrificing performance

  • Cannot guarantee

100% success

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What Robust Planner Can Provide?

  • Robust plan: a plan that has a certain

guarantee of success in uncertain environment

  • What guarantee can a robust planner offer in

uncertain world?

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Robust Path Planner

  • A robust planner provides probabilistic guarantee

– eg. Probability of failure is less than 0.1%

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Problem Statement: Robust Planning

  • Maximize expected performance while constraining

that the probability of failure is below an upper bound (chance constraint).

Δ ≤

Fail

P

Chance constraint:

PFail: Probability of failure in a mission (from start to goal)

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Race Car Example Again

  • Find the shortest path
  • Chance constraint:

Probability of crashing into the wall is limited up to 0.1%

Start Goal Walls

001 . ≤

Fail

P

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How to set safety margin?

Start Start Goal

Safety margin Walls

Goal

Walls Safety margin (a) Uniform width safety margin (b) Uneven width safety margin

(b) results in better path

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Key Idea - Risk Allocation

(b) Uneven width safety margin

Corner Narrow safety margin = higher risk Straight line Wide safety margin = lower risk

  • Taking a risk at the

corner results in a greater time saving than taking the same risk at the straight line

  • Risk Allocation

– Take risk when it leads to a great reward, while saving it when the reward is small

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Risk allocation: More precise definition

  • pFail(t): Probability of failure

at time step t

  • Setting safety margin =

setting pFail(t)

– wide margin = small pFail(t)

  • By using Boole’s inequality,
  • Risk allocation: assign

values to pFail(t) so that

t Fail Fail

t p P ) (

t = 1 t = 2 t = 3 t = 4 t = 5

Δ ≤

t Fail t

p ) (

Chance constraint:

01 . ≤

Fail

P

Risk allocation: pFail(1) = 0.001,

pFail(2) = 0.002, pFail(3) = 0.004, pFail(4) = 0.002, pFail(5) = 0.001

Example

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Iterative Risk Allocation (IRA) Algorithm

Optimal risk allocation Suboptimal risk allocation

Iteration

  • Starts from a suboptimal risk allocation
  • Improves it by iteration
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Iterative Risk Allocation Algorithm

Algorithm IRA 1 Initialize with arbitral risk allocation 2 Loop 3 Compute the best available path given the current risk allocation 4 Decrease the risk where the constraint is inactive 5 Increase the risk where the constraint is active 6 End loop Start Goal

Safety margin

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Iterative Risk Allocation Algorithm

Algorithm IRA 1 Initialize with arbitral risk allocation 2 Loop 3 Compute the best available path given the current risk allocation 4 Decrease the risk where the constraint is inactive 5 Increase the risk where the constraint is active 6 End loop Start Goal

Safety margin No gap = Constraint is active Gap = constraint is inactive

Best available path given the safety margin

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Iterative Risk Allocation Algorithm

Algorithm IRA 1 Initialize with arbitral risk allocation 2 Loop 3 Compute the best available path given the current risk allocation 4 Decrease the risk where the constraint is inactive 5 Increase the risk where the constraint is active 6 End loop Start Goal

Safety margin

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Iterative Risk Allocation Algorithm

Algorithm IRA 1 Initialize with arbitral risk allocation 2 Loop 3 Compute the best available path given the current risk allocation 4 Decrease the risk where the constraint is inactive 5 Increase the risk where the constraint is active 6 End loop Start Goal

Safety margin

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Iterative Risk Allocation Algorithm

Algorithm IRA 1 Initialize with arbitral risk allocation 2 Loop 3 Compute the best available path given the current risk allocation 4 Decrease the risk where the constraint is inactive 5 Increase the risk where the constraint is active 6 End loop Start Goal

Safety margin

Active Inactive Inactive

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Iterative Risk Allocation Algorithm

Algorithm IRA 1 Initialize with arbitral risk allocation 2 Loop 3 Compute the best available path given the current risk allocation 4 Decrease the risk where the constraint is inactive 5 Increase the risk where the constraint is active 6 End loop Start Goal

Safety margin

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Iterative Risk Allocation Algorithm

Algorithm IRA 1 Initialize with arbitral risk allocation 2 Loop 3 Compute the best available path given the current risk allocation 4 Decrease the risk where the constraint is inactive 5 Increase the risk where the constraint is active 6 End loop Start Goal

Safety margin

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Iterative Risk Allocation Algorithm

Algorithm IRA 1 Initialize with arbitral risk allocation 2 Loop 3 Compute the best available path given the current risk allocation 4 Decrease the risk where the constraint is inactive 5 Increase the risk where the constraint is active 6 End loop Start Goal

Safety margin

Deterministic optimization problem

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IRA is a Two-stage Optimization

Any existing deterministic path planner can be used By putting IRA on top of your deterministic planner, it provides robustness (probabilistic guarantee).

IRA

Risk allocation

Deterministic Path Planner

Path

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Simulation: AUV Depth Planning

  • Dorado-class AUV
  • perated by MBARI

(Monterey Bay Aquarium Research Institute)

  • Bathymetric data of the

Monterey Bay

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Simulation: AUV Depth Planning

  • Objective: Minimize the average altitude during a mission
  • Chance constraint: Probability of crashing into the seafloor is

limited up to

Planned trajectory Altitude

Δ

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Simulation Result

Sea floor level

Risk allocation ( )

% 5 = Δ

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Result: Comparison with Prior Arts

0.297 0.023 <10-5 PFail 56.2 64.1 88.6 Objective Function

(minimizing problem)

0.093 sec Ellipsoid relaxation[1] 915.6 sec 1.36 sec Computation time Particle Control[2]* IRA Algorithm

Average result of 50 runs on different segments of the Monterey Bay sea floor

[1] van Hessem, D. H. 2004. Stochastic Inequality Constrained Closed-loop Model Predictive Control with Application to Chemical Process Operation. Ph.D. Dissertation, Delft University of Technology. [2] Blackmore, L. 2006. A Probabilistic Particle Control Approach to Optimal, Robust Predictive Control. In Proceedings of the AIAA Guidance, Navigation and Control Conference. *20 particles are used for the computation

05 . ≤

Fail

P

(Chance constraint)

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Applications

  • Application is not limited to path planning

– Motion planning – Chemical process control – Financial engineering?

  • Can be expanded to discrete/hybrid state space

Temperature Pressure

Explode Freeze

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Conclusion (1)

  • Formulated the robust planning problem with

unbounded uncertainty as an optimization with chance constraint

  • Introduced a novel concept risk allocation
  • Developed Iterative Risk Allocation (IRA)

algorithm

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Conclusion (2)

  • IRA provides probabilistic guarantee to the existing

deterministic planners

  • Validated the new robust planning algorithm in

simulation by using Dorado-class AUV model and the actual bathymetric data of the Monterey Bay

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¿Questions?

For more questions and discussions,

  • Poster session: in “Doctoral Consortium Abstracts”

section, TODAY 6:00 - 9:30

For further update,

  • M. Ono and B. C. Williams. Two-stage Optimization

Approach to Robust Model Predictive Control with a Joint Chance Constraint, accepted to IEEE CDC 08

Special Thanks to:

  • The Boeing Company for funding this research
  • MBARI for wonderful collaboration
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  • Good news

– IRA algorithm monotonically increases the objective function by iteration – Refer to the paper for proof

  • Bad news

– There is no proof of global optimality

  • Another good news

– Risk allocation is a convex optimization problem when the feasible region is convex and

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Resource Allocation and Risk Allocation

  • Resource allocation
  • Risk allocation

=

i i

r R

Total amount of the resource is the sum of the resource allocated to all subsections

t Fail Fail

t p P ) (

PFail: Probability of failure in a mission (from start to goal) pFail(t): Probability of failure at t th time step

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Trick: Boole’s Inequality

  • By definition,
  • Using Boole’s inequality:
  • PFail is upper bounded:

) ( ) ( ) ( B P A P B A P + ≤ ∪

] ) ( [ ) ( )] ) ( ( ) ) 2 ( ( ) ) 1 ( [( R t x P t p R T x R x R x P P

Fail Fail

∉ ≡ ∉ ∨ ∉ ∨ ∉ ≡ L

t Fail Fail

t p P ) (

Δ ≤

Δ ≤ ⇒

Fail

P

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Suboptimality of Boole’s Inequality

  • Suboptimality:
  • Observation:

in most applications

– (No one wants to die in a race for 50% probability)

  • Let’s assume

– – 10 time steps – Uniform risk allocation – All probabilities are independent

  • In general, the suboptimality is small when is small and

the number of time steps is large. ) ( ≥ −

Fail t Fail

P t p

1 << Δ

) 01 . ( % 1 ≤ = Δ

Fail

P 001 . ) ( = ∀ t p t

Fail

L 0099551 . ) 001 . 1 ( 1

10 =

− − =

Fail

P

L 0000448 . ) ( = −

Fail t Fail

P t p

Suboptimality:

Δ

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Suboptimality: Graphical Interpretation

) ( ) ( ) ( B P A P B A P + ≤ ∪

) (A P ) (B P

1 1

) ( ) ( ) ( B A P B P A P ∪ − +

(Suboptimality)

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Risk Allocation Problem

  • Original chance constraint

is implied by

  • Risk allocation problem: assign values to

Δ ≤

Fail

P . ) (

t

Δ ≤ ∨ ≤ ∨

t t t Fail t

p δ δ

t

δ