13.2.2 Linear Systems

Now that the phase space has been defined as a special kind of state
space that can handle dynamics, it is convenient to classify the kinds
of differential models that can be defined based on their mathematical
form. The class of *linear systems* has been most widely studied,
particularly in the context of control theory. The reason is that
many powerful techniques from linear algebra can be applied to yield
good control laws [192]. The ideas can also be generalized to
linear systems that involve optimality criteria
[28,570], nature [95,564], or multiple
players [59].

Let
be a phase space, and let
be an action
space for . A *linear system* is a differential model
for which the state transition equation can be expressed as

in which and are constant, real-valued matrices of dimensions and , respectively.

(13.38) |

Performing the matrix multiplications reveals that all three equations are linear in the state and action variables. Compare this to the discrete-time linear Gaussian system shown in Example 11.25.

Recall from Section 13.1.1 that linear constraints *restrict* the velocity to an -dimensional hyperplane. The
linear model in (13.37) is in parametric form, which means
that each action variable may *allow* an independent degree of
freedom. In this case, . In the extreme case of ,
there are no actions, which results in
. The phase
velocity is fixed for every point . If ,
then at every a one-dimensional set of velocities may be
chosen using . This implies that the direction is fixed, but the
magnitude is chosen using . In general, the set of allowable
velocities at a point
is an -dimensional linear
subspace of the tangent space
(if is nonsingular).

In spite of (13.37), it may still be possible to reach all of the state space from any initial state. It may be costly, however, to reach a nearby point because of the restriction on the tangent space; it is impossible to command a velocity in some directions. For the case of nonlinear systems, it is sometimes possible to quickly reach any point in a small neighborhood of a state, while remaining in a small region around the state. Such issues fall under the general topic of controllability, which will be covered in Sections 15.1.3 and 15.4.3.

Although not covered here, the *observability* of the system is an important topic in control
[192,478]. In terms of the I-space concepts of Chapter
11, this means that a sensor of the form is
defined, and the task is to determine the current state, given the
history I-state. If the system is observable, this means that the
nondeterministic I-state is a single point. Otherwise, the system may
only be partially observable. In the case of linear systems, if the
sensing model is also linear,

then simple matrix conditions can be used to determine whether the system is observable [192]. Nonlinear observability theory also exists [478].

As in the case of discrete planning problems, it is possible to define
differential models that depend on time. In the discrete case, this
involves a dependency on stages. For the continuous-stage case, a
*time-varying linear system* is
defined as

In this case, the matrix entries are allowed to be functions of time. Many powerful control techniques can be easily adapted to this case, but it will not be considered here because most planning problems are

Steven M LaValle 2012-04-20