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arxiv 1509.01149 v3 pith:GBCEZUEZ submitted 2015-09-03 cs.SY cs.DCcs.ROcs.SY

Model Predictive Path Integral Control using Covariance Variable Importance Sampling

classification cs.SY cs.DCcs.ROcs.SY
keywords controlmodelpredictivesamplingalgorithmimportancediffusiongeneralized
verification ladder T0 review T1 audit T2 compute T3 formal T4 reserved
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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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Cited by 20 Pith papers

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