Model Predictive Path Integral Control using Covariance Variable Importance Sampling
Grady Williams, Andrew Aldrich, Evangelos Theodorou

TL;DR
This paper introduces a GPU-accelerated Model Predictive Path Integral control algorithm that employs a generalized importance sampling scheme, allowing for adaptive drift and diffusion modifications to improve control performance.
Contribution
It presents a novel importance sampling approach for MPPI control that adapts drift and diffusion, enhancing parallel optimization efficiency on GPUs.
Findings
Enhanced control performance with generalized importance sampling
Successful GPU-based parallel optimization implementation
Comparison shows advantages over differential dynamic programming
Abstract
In this paper we develop a Model Predictive Path Integral (MPPI) control algorithm based on a generalized importance sampling scheme and perform parallel optimization via sampling using a Graphics Processing Unit (GPU). The proposed generalized importance sampling scheme allows for changes in the drift and diffusion terms of stochastic diffusion processes and plays a significant role in the performance of the model predictive control algorithm. We compare the proposed algorithm in simulation with a model predictive control version of differential dynamic programming.
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Taxonomy
TopicsAdvanced Control Systems Optimization · Control Systems and Identification · Stability and Control of Uncertain Systems
