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Commit edcb2b87 authored by tuhe's avatar tuhe
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Q, R, q = compute_Q_R_q(model, dt)
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agent = LQRAgent(env, A=A, B=B, d=d, Q=Q, R=R, q=q)
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Q = cost.Q * dt
R = cost.R * dt
q = cost.q * dt
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B_discrete = scipy.linalg.inv(model.A) @ (A_discrete - np.eye(model.A.shape[0])) @ model.B
d_discrete = scipy.linalg.inv(model.A) @ (A_discrete - np.eye(model.A.shape[0])) @ d
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import matplotlib
matplotlib.use('agg')
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V[N], v[N], vc[N] = QN, qN, qcN
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Suu = R[k] + B[k].T @ (V[k+1] + mu * In) @ B[k]
Sux = H[k] + B[k].T @ (V[k+1] + mu * In) @ A[k]
Su = r[k] + B[k].T @ v[k + 1] + B[k].T @ V[k + 1] @ d[k]
L[k] = -np.linalg.solve(Suu, Sux)
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(self.L, self.l), _ = LQR(A=[A]*N, B=[B]*N, d=[d]*N if d is not None else None, Q=[Q]*N, q=[q]*N if q is not None else None, R=[R]*N)
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u = self.L[k] @ x + self.l[k]
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def pi(self,x, k, info=None):
action = self.L[0] @ x + self.l[0]
return action
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Kp, Kd = (-L0).flat
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