English

Model Predictive Path Integral Control using Covariance Variable Importance Sampling

Systems and Control 2015-10-29 v3 Distributed, Parallel, and Cluster Computing Robotics

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.

Keywords

Cite

@article{arxiv.1509.01149,
  title  = {Model Predictive Path Integral Control using Covariance Variable Importance Sampling},
  author = {Grady Williams and Andrew Aldrich and Evangelos Theodorou},
  journal= {arXiv preprint arXiv:1509.01149},
  year   = {2015}
}

Comments

8 pages

R2 v1 2026-06-22T10:48:32.215Z