The damped least squares method is also called the Levenberg-Marquardt method. Levenberg-Marquardt算法是最優化算法中的一種。它是使用最普遍的非線性最小二乘算法,具備梯度法和牛頓法的優勢。當λ很小時,步長等於牛頓法步長,當λ很大時,步長約等於梯度降低法的步長。html
The damped least squares method can be theoretically justified as follows.Rather than just finding the minimum vector ∆θ that gives a best solution to equation (pseudo inverse method就是求的極小範數解), we find the value of ∆θ that minimizes the quantity:算法
where λ ∈ R is a non-zero damping constant. This is equivalent to minimizing the quantity:app
The corresponding normal equation is(根據矩陣論簡明教程P83 最小二乘問題:設A∈Rm×n,b∈Rm. 若x0∈Rn是Ax=b的最小二乘解,則x0是方程組ATAx=ATb的解,稱該式爲Ax=b的法方程組.)less
This can be equivalently rewritten as:dom
It can be shown that JTJ + λ2I is non-singular when λ is appropriate(選取適當的參數λ能夠保證矩陣JTJ + λ2I非奇異). Thus, the damped least squares solution is equal to:ide
Now JTJ is an n × n matrix, where n is the number of degrees of freedom. It is easy to find that (JTJ + λ2I)−1JT= JT (JJT + λ2I)−1(等式兩邊同乘(JTJ + λ2I)進行恆等變形). Thus:優化
The advantage of the equation is that the matrix being inverted is only m×m where m = 3k is the dimension of the space of target positions, and m is often much less than n. Additionally, the equation can be computed without needing to carry out the matrix inversion, instead row operations can find f such that (JJT + λ2I) f = e and then JTf is the solution. The damping constant depends on the details of the multibody and the target positions and must be chosen carefully to make equation numerically stable. The damping constant should large enough so that the solutions for ∆θ are well-behaved near singularities, but if it is chosen too large, then the convergence rate is too slow. ui
以平面二連桿機構爲例,使用一樣的V-rep模型,將目標點放置在接近機構奇異位置處,使用DLS方法求逆解。在下面的Python程序中關節角初始值就給在奇異點上,能夠看出最終DLS算法仍是能收斂,而pseudo inverse方法在奇異點處就沒法收斂。The damped least squares method avoids many of the pseudo inverse method’s problems with singularities and can give a numerically stable method of selecting ∆θspa
import vrep #V-rep library import sys import time import math import numpy as np # Starts a communication thread with the server (i.e. V-REP). clientID=vrep.simxStart('127.0.0.1', 20001, True, True, 5000, 5) # clientID: the client ID, or -1 if the connection to the server was not possible if clientID!=-1: #check if client connection successful print 'Connected to remote API server' else: print 'Connection not successful' sys.exit('Could not connect') # Exit from Python # Retrieves an object handle based on its name. errorCode,J1_handle = vrep.simxGetObjectHandle(clientID,'j1',vrep.simx_opmode_oneshot_wait) errorCode,J2_handle = vrep.simxGetObjectHandle(clientID,'j2',vrep.simx_opmode_oneshot_wait) errorCode,target_handle = vrep.simxGetObjectHandle(clientID,'target',vrep.simx_opmode_oneshot_wait) errorCode,consoleHandle = vrep.simxAuxiliaryConsoleOpen(clientID,'info',5,1+4,None,None,None,None,vrep.simx_opmode_oneshot_wait) uiHandle = -1 errorCode,uiHandle = vrep.simxGetUIHandle(clientID,"UI", vrep.simx_opmode_oneshot_wait) buttonEventID = -1 err,buttonEventID,aux = vrep.simxGetUIEventButton(clientID,uiHandle,vrep.simx_opmode_streaming) L1 = 0.5 # link length L2 = 0.5 lamda = 0.2 # damping constant stol = 1e-2 # tolerance nm = 100 # initial error count = 0 # iteration count ilimit = 1000 # maximum iteration # initial joint value # note that workspace-boundary singularities occur when q2 approach 0 or 180 degree q = np.array([0,0]) while True: retcode, target_pos = vrep.simxGetObjectPosition(clientID, target_handle, -1, vrep.simx_opmode_streaming) if(nm > stol): vrep.simxAuxiliaryConsolePrint(clientID, consoleHandle, None, vrep.simx_opmode_oneshot_wait) # "None" to clear the console window x = np.array([L1*math.cos(q[0])+L2*math.cos(q[0]+q[1]), L1*math.sin(q[0])+L2*math.sin(q[0]+q[1])]) error = np.array([target_pos[0],target_pos[1]]) - x J = np.array([[-L1*math.sin(q[0])-L2*math.sin(q[0]+q[1]), -L2*math.sin(q[0]+q[1])],\ [L1*math.cos(q[0])+L2*math.cos(q[0]+q[1]), L2*math.cos(q[0]+q[1])]]) f = np.linalg.solve(J.dot(J.transpose())+lamda**2*np.identity(2), error) dq = np.dot(J.transpose(), f) q = q + dq nm = np.linalg.norm(error) count = count + 1 if count > ilimit: vrep.simxAuxiliaryConsolePrint(clientID,consoleHandle,"Solution wouldn't converge\r\n",vrep.simx_opmode_oneshot_wait) vrep.simxAuxiliaryConsolePrint(clientID,consoleHandle,'q1:'+str(q[0]*180/math.pi)+' q2:'+str(q[1]*180/math.pi)+'\r\n',vrep.simx_opmode_oneshot_wait) vrep.simxAuxiliaryConsolePrint(clientID,consoleHandle,str(count)+' iterations'+' err:'+str(nm)+'\r\n',vrep.simx_opmode_oneshot_wait) err, buttonEventID, aux = vrep.simxGetUIEventButton(clientID,uiHandle,vrep.simx_opmode_buffer) if ((err==vrep.simx_return_ok) and (buttonEventID == 1)): '''A button was pressed/edited/changed. React to it here!''' vrep.simxSetJointPosition(clientID,J1_handle, q[0]+math.pi/2, vrep.simx_opmode_oneshot ) vrep.simxSetJointPosition(clientID,J2_handle, q[1], vrep.simx_opmode_oneshot ) '''Enable streaming again (was automatically disabled with the positive event):''' err,buttonEventID,aux=vrep.simxGetUIEventButton(clientID,uiHandle,vrep.simx_opmode_streaming) time.sleep(0.01)
參考:3d