{ "cells": [ { "cell_type": "markdown", "metadata": {}, "source": [ "# Compute the jacobian numerically\n", "\n", "link: --> http://www.maths.lth.se/na/courses/FMN081/FMN081-06/lecture7.pdf\n", "\n", "Often the Jacobian is not **analytically** available and it has to be computed numerically.\n", "It can be computed column wise by finite differences:\n", "\n" ] }, { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "import numpy as np\n", "\n", "# #CONTINUOUS\n", "# def f(x,u):\n", "# \"\"\"\n", "# :param x:\n", "# :param u:\n", "# \"\"\"\n", "# xx = x[0]\n", "# xy = x[1]\n", "# v = x[2]\n", "# theta =x[3]\n", "\n", "# a = u[0]\n", "# delta = u[1]\n", "\n", "# L=0.3\n", "\n", "# #vector of ackerman equations\n", "# return np.array([\n", "# np.cos(theta)*v,\n", "# np.sin(theta)*v,\n", "# a,\n", "# v*np.arctan(delta)/L\n", "# ])\n", "\n", "# DISCRETE\n", "def f(x, u, dt=0.1):\n", " \"\"\"\n", " :param x:\n", " :param u:\n", " \"\"\"\n", " xx = x[0]\n", " xy = x[1]\n", " v = x[2]\n", " theta = x[3]\n", "\n", " a = u[0]\n", " delta = u[1]\n", "\n", " L = 0.3\n", "\n", " # vector of ackerman equations\n", " return np.array(\n", " [\n", " xx + np.cos(theta) * v * dt,\n", " xy + np.sin(theta) * v * dt,\n", " v + a * dt,\n", " theta + v * np.arctan(delta) / L * dt,\n", " ]\n", " )\n", "\n", "\n", "def Jacobians(f, x, u, epsilon=1e-4):\n", " \"\"\"\n", " :param f:\n", " :param x:\n", " :param u:\n", " \"\"\"\n", "\n", " jac_x = np.zeros((4, 4))\n", " jac_u = np.zeros((4, 2))\n", "\n", " perturb_x = np.eye(4) * epsilon\n", " perturb_u = np.eye(2) * epsilon\n", "\n", " # each row is state vector where one variable has been perturbed\n", " x_perturbed_plus = np.tile(x, (4, 1)) + perturb_x\n", " x_perturbed_minus = np.tile(x, (4, 1)) - perturb_x\n", "\n", " # each row is state vector where one variable has been perturbed\n", " u_perturbed_plus = np.tile(u, (2, 1)) + perturb_u\n", " u_perturbed_minus = np.tile(u, (2, 1)) - perturb_u\n", "\n", " for i in range(x.shape[0]):\n", "\n", " # each coloumn of the jac is given by perturbing a variable\n", " jac_x[:, i] = (\n", " (f(x + perturb_x[i, :], u) - f(x - perturb_x[i, :], u)) / 2 * epsilon\n", " )\n", "\n", " for i in range(u.shape[0]):\n", "\n", " # each coloumn of the jac is given by perturbing a variable\n", " jac_u[:, i] = (\n", " (f(x, u + perturb_u[i, :]) - f(x, u - perturb_u[i, :])) / 2 * epsilon\n", " )\n", "\n", " return jac_x, jac_u" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "data": { "text/plain": [ "(array([[1.00000000e-08, 0.00000000e+00, 1.00000000e-09, 0.00000000e+00],\n", " [0.00000000e+00, 1.00000000e-08, 0.00000000e+00, 9.99999998e-10],\n", " [0.00000000e+00, 0.00000000e+00, 1.00000000e-08, 0.00000000e+00],\n", " [0.00000000e+00, 0.00000000e+00, 6.57985199e-10, 1.00000000e-08]]),\n", " array([[0.0000000e+00, 0.0000000e+00],\n", " [0.0000000e+00, 0.0000000e+00],\n", " [1.0000000e-09, 0.0000000e+00],\n", " [0.0000000e+00, 3.2051282e-09]]))" ] }, "execution_count": 2, "metadata": {}, "output_type": "execute_result" } ], "source": [ "# starting condition\n", "x = np.array([0, 0, 1, 0])\n", "u = np.array([1, 0.2])\n", "\n", "Jacobians(f, x, u)" ] } ], "metadata": { "kernelspec": { "display_name": "Python 3", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.8.6" } }, "nbformat": 4, "nbformat_minor": 4 }