Collocation methods for second and higher order systems

It is often unnoticed that the predominant way to use collocation methods is fundamentally flawed when applied to optimal control in robotics. Such methods assume that the system dynamics is given by a first order ODE, whereas robots are often governed by a second or higher order ODE involving configuration variables and their time derivatives. To apply a collocation method, therefore, the usual practice is to resort to the well known procedure of casting an M th order ODE into M first order ones. This manipulation, which in the continuous domain is perfectly valid, leads to inconsistencies when the problem is discretized. Since the configuration variables and their time derivatives are approximated with polynomials of the same degree, their differential dependencies cannot be fulfilled, and the actual dynamics is not satisfied, not even at the collocation points. This paper draws attention to this problem, and develops improved versions of the trapezoidal and Hermite-Simpson collocation methods that do not present these inconsistencies. In many cases, the new methods reduce the dynamic transcription error in one order of magnitude, or even more, without noticeably increasing the cost of computing the solutions.

A Legendre-Gauss Pseudospectral Collocation Method for Trajectory Optimization in Second Order Systems

Pseudospectral collocation methods have proven to be powerful tools to solve optimal control problems. While these methods generally assume the dynamics is given in the first order form $\dot{x} = f (x, u, t)$, where x is the state and u is the control vector, robotic systems are typically governed by second order ODEs of the form $\ddot{q} = g(q, \dot{q}, u, t)$, where q is the configuration. To convert the second order ODE into a first order one, the usual approach is to introduce a velocity variable v and impose its coincidence with the time derivative of q. Lobatto methods grant this constraint by construction, as their polynomials describing the trajectory for v are the time derivatives of those for q, but the same cannot be said for the Gauss and Radau methods. This is problematic for such methods, as then they cannot guarantee that $\ddot{q} = g(q, \dot{q}, u, t)$ at the collocation points. On their negative side, Lobatto methods cannot be used to solve initial value problems, as given the values of u at the collocation points they generate an overconstrained system of equations for the states. In this paper, we propose a Legendre-Gauss collocation method that retains the advantages of the usual Lobatto, Gauss, and Radau methods, while avoiding their shortcomings. The collocation scheme we propose is applicable to solve initial value problems, preserves the consistency between the polynomials for v and q, and ensures that $\ddot{q} = g(q, \dot{q}, u, t)$ at the collocation points.