skip to main content
US FlagAn official website of the United States government
dot gov icon
Official websites use .gov
A .gov website belongs to an official government organization in the United States.
https lock icon
Secure .gov websites use HTTPS
A lock ( lock ) or https:// means you've safely connected to the .gov website. Share sensitive information only on official, secure websites.


This content will become publicly available on April 1, 2026

Title: Hybrid Iterative Linear Quadratic Estimation: Optimal Estimation for Hybrid Systems
In this letter we present Hybrid iterative Linear Quadratic Estimation (HiLQE), an optimization based offline state estimation algorithm for hybrid dynamical systems. We utilize the saltation matrix, a first order approximation of the variational update through an event driven hybrid transition, to calculate gradient information through hybrid events in the backward pass of an iterative linear quadratic optimization over state estimates. This enables accurate computation of the value function approximation at each timestep. Additionally, the forward pass in the iterative algorithm is augmented with hybrid dynamics in the rollout. A reference extension method is used to account for varying impact times when comparing states for the feedback gain in noise calculation. The proposed method is demonstrated on an ASLIP hopper system with position measurements. In comparison to the Salted Kalman Filter (SKF), the algorithm presented here achieves a maximum of 63.55% reduction in estimation error magnitude over all state dimensions near impact events.  more » « less
Award ID(s):
1943900
PAR ID:
10643982
Author(s) / Creator(s):
 ;  ;  ;  
Publisher / Repository:
IEEE
Date Published:
Journal Name:
IEEE Robotics and Automation Letters
Volume:
10
Issue:
4
ISSN:
2377-3774
Page Range / eLocation ID:
3070 to 3077
Subject(s) / Keyword(s):
Jacobian matrices Estimation State estimation Robots Kalman filters Optimization Accuracy Trajectory Legged locomotion Heuristic algorithms
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
More Like this
  1. Trajectory optimization is a popular strategy for planning trajectories for robotic systems. However, many robotic tasks require changing contact conditions, which is difficult due to the hybrid nature of the dynamics. The optimal sequence and timing of these modes are typically not known ahead of time. In this work, we extend the Iterative Linear Quadratic Regulator (iLQR) method to a class of piecewise-smooth hybrid dynamical systems with state jumps by allowing for changing hybrid modes in the forward pass, using the saltation matrix to update the gradient information in the backwards pass, and using a reference extension to account for mode mismatch. We demonstrate these changes on a variety of hybrid systems and compare the different strategies for computing the gradients. 
    more » « less
  2. Model Predictive Control (MPC) is a popular strategy for controlling robots but is difficult for systems with contact due to the complex nature of hybrid dynamics. To implement MPC for systems with contact, dynamic models are often simplified or contact sequences fixed in time in order to plan trajectories efficiently. In this work, we propose the Hybrid iterative Linear Quadratic Regulator (HiLQR), which extends iLQR to a class of piecewisesmooth hybrid dynamical systems with state jumps. This is accomplished by 1) allowing for changing hybrid modes in the forward pass, 2) using the saltation matrix to update the gradient information in the backwards pass, and 3) using a reference extension to account for mode mismatch. We demonstrate these changes on a variety of hybrid systems and compare the different strategies for computing the gradients. We further show how HiLQR can work in a MPC fashion (HiLQR MPC) by 1) modifying how the cost function is computed when contact modes do not align, 2) utilizing parallelizations when simulating rigid body dynamics, and 3) using efficient analytical derivative computations of the rigid body dynamics. The result is a system that can modify the contact sequence of the reference behavior and plan whole body motions cohesively – which is crucial when dealing with large perturbations. HiLQR MPC is tested on two systems: first, the hybrid cost modification is validated on a simple actuated bouncing ball hybrid system. Then HiLQR MPC is compared against methods that utilize centroidal dynamic assumptions on a quadruped robot (Unitree A1). HiLQR MPC outperforms the centroidal methods in both simulation and hardware tests. 
    more » « less
  3. We study two-stage stochastic optimization problems with random recourse, where the coefficients of the adaptive decisions involve uncertain parameters. To deal with the infinite-dimensional recourse decisions, we propose a scalable approximation scheme via piecewise linear and piecewise quadratic decision rules. We develop a data-driven distributionally robust framework with two layers of robustness to address distributional uncertainty. We also establish out-of-sample performance guarantees for the proposed scheme. Applying known ideas, the resulting optimization problem can be reformulated as an exact copositive program that admits semidefinite programming approximations. We design an iterative decomposition algorithm, which converges under some regularity conditions, to reduce the runtime needed to solve this program. Through numerical examples for various known operations management applications, we demonstrate that our method produces significantly better solutions than the traditional sample-average approximation scheme especially when the data are limited. For the problem instances for which only the recourse cost coefficients are random, our method exhibits slightly inferior out-of-sample performance but shorter runtimes compared with a competing approach. 
    more » « less
  4. We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a random projection of the Hessian. Our first contribution is to show that, at each iteration, the embedding dimension (or sketch size) can be as small as the effective dimension of the Hessian matrix. Leveraging this novel fundamental result, we design an algorithm with a sketch size proportional to the effective dimension and which exhibits a quadratic rate of convergence. This result dramatically improves on the classical linear-quadratic convergence rates of state-of-theart sub-sampled Newton methods. However, in most practical cases, the effective dimension is not known beforehand, and this raises the question of how to pick a sketch size as small as the effective dimension while preserving a quadratic convergence rate. Our second and main contribution is thus to propose an adaptive sketch size algorithm with quadratic convergence rate and which does not require prior knowledge or estimation of the effective dimension: at each iteration, it starts with a small sketch size, and increases it until quadratic progress is achieved. Importantly, we show that the embedding dimension remains proportional to the effective dimension throughout the entire path and that our method achieves state-of-the-art computational complexity for solving convex optimization programs with a strongly convex component. We discuss and illustrate applications to linear and quadratic programming, as well as logistic regression and other generalized linear models. 
    more » « less
  5. In this paper, we present a method for updating robotic state belief through contact with uncertain surfaces and apply this update to a Kalman filter for more accurate state estimation. Examining how guard surface uncertainty affects the time spent in each mode, we derive a novel guard saltation matrix- which maps perturbations prior to hybrid events to perturbations after - accounting for additional variation in the resulting state. Additionally, we propose the use of parameterized reset functions - capturing how unknown parameters change how states are mapped from one mode to the next - the Jacobian of which accounts for additional uncertainty in the resulting state. The accuracy of these mappings is shown by simulating sampled distributions through uncertain transition events and comparing the resulting covariances. Finally, we integrate these additional terms into the “uncertainty aware Salted Kalman Filter”, uaSKF, and show a peak reduction in average estimation error by 24–60% on a variety of test conditions and systems. 
    more » « less