Drake

This page describes discrete systems modeled by difference equations (contrast to continuous systems modeled by ordinary differential equations) as well as considerations for implementing these systems in Drake.

The state space dynamics of a discrete system is:

x_{n+1} = f(n, x_n, u_n) // update
y_n = g(n, x_n, u_n) // output
x_0 = x_init // initialize

(We're using LaTeX underscore notation for subscripts, where x_0 means x₀.)

Here n ∈ ℕ is the step number (typically starting at zero), x is the discrete-time state variable ("discrete time" refers to the countability of the elements of the sequence, x_0, x_1, ..., x_n and not the values that x can take), y is the desired output, and u is an external input. f(.) and g(.) are the update and output functions, respectively. Any of these quantities can be vector-valued. The subscript notation (e.g., x_0) is used to show that the state, input, and output result from a discrete process. We use square bracket notation, e.g. x[1] to designate particular elements of a vector-valued quantity (indexing from 0). Combined, x_1[3] would be the value of the fourth element of the x vector, evaluated at step n=1.

A pedagogical example: simple difference equation

The following class implements in Drake the simple discrete system

x_{n+1} = x_n + 1
y_n = 10 x_n
x_0 = 0

which should generate the sequence S = 0 10 20 30 ... (that is, S_n = 10*n).

class ExampleDiscreteSystem : public LeafSystem<double> {
public:
DRAKE_NO_COPY_NO_MOVE_NO_ASSIGN(ExampleDiscreteSystem)
ExampleDiscreteSystem() {
DeclareDiscreteState(1); // Just one state variable, x[0], default=0.
// Update to x_{n+1}, using a Drake "discrete update" event (occurs
// at the beginning of step n+1).
DeclarePeriodicDiscreteUpdateEvent(kPeriod, kOffset,
&ExampleDiscreteSystem::Update);
// Present y_n (=S_n) at the output port.
DeclareVectorOutputPort("Sn", systems::BasicVector<double>(1),
&ExampleDiscreteSystem::Output);
}
static constexpr double kPeriod = 1 / 50.; // Update at 50Hz (h=1/50).
static constexpr double kOffset = 0.; // Trigger events at n=0.
private:
void Update(const systems::Context<double>& context,
systems::DiscreteValues<double>* xd) const {
const double x_n = context.get_discrete_state()[0];
(*xd)[0] = x_n + 1.;
}
void Output(const systems::Context<double>& context,
systems::BasicVector<double>* result) const {
const double x_n = context.get_discrete_state()[0];
const double S_n = 10 * x_n;
(*result)[0] = S_n;
}
};

The following code fragment can be used to step this system forward:

// Build a Diagram containing the Example system and a data logger that
// samples the Sn output port exactly at the update times.
DiagramBuilder<double> builder;
auto example = builder.AddSystem<ExampleDiscreteSystem>();
auto logger = LogOutput(example->GetOutputPort("Sn"), &builder);
logger->set_publish_period(ExampleDiscreteSystem::kPeriod);
auto diagram = builder.Build();
// Create a Simulator and use it to advance time until t=3*h.
Simulator<double> simulator(*diagram);
simulator.StepTo(3 * ExampleDiscreteSystem::kPeriod);
// Print out the contents of the log.
for (int n = 0; n < logger->sample_times().size(); ++n) {
const double t = logger->sample_times()[n];
std::cout << n << ": " << logger->data()(0, n)
<< " (" << t << ")\n";
}

The above yields the following output:

0: 0 (0)
1: 10 (0.02)
2: 20 (0.04)
3: 30 (0.06)

Modeling discrete systems in Drake's hybrid systems framework

Purely-discrete systems produce values only intermittently. For example, the system above generates values only at integer values of n:

     y_n
      |
   30 |              ●
      |              ┆             Figure 1. The discrete-valued system
   20 |         ●    ┆             from the example above.
      |         ┆    ┆
   10 |    ●    ┆    ┆
      |    ┆    ┆    ┆
    0 ●----+----+----+--
      0    1    2    3   n
      +----+----+----+--
      0   .02  .04  .06  t

Drake's simulator is for hybrid systems, that is, systems that advance through time, and evolve in time both continuously (flow) and discretely (jump). It is easy enough to use time to represent the discrete steps n, by the conversion t=n*h where h is a periodic sampling time. In Figure 1 we've shown the conversion to time used by the example above as a second horizontal axis, assuming h=0.02 seconds.

However, since Drake simulations advance through continuous time, it must be possible to obtain the values of all state variables and outputs at any time t, not just at discrete times. So the question arises: what is the value of y(t) for values of t in between the sample times shown above? The answer doesn't matter for the example above, but becomes significant when we mix continuous and discrete systems, since they are typically interdependent.

Sample-and-hold is the most common way to go from a discrete value to a continuous one. There are two equally-plausible ways to use sample-and-hold to fill in the gaps between the discrete sample times above, shown in Figure 2:

      y(t)             ●━                    y(t)
        |              ┆                       |
     30 |         ●━━━━○                    30 |              ●━
        |         ┆                            |              ┆
     20 |    ●━━━━○                         20 |         ●━━━━○
        |    ┆                                 |         ┆
     10 ●━━━━○                              10 |    ●━━━━○
        ┆                                      |    ┆
      0 ○----+----+----+-- t                 0 ●━━━━○----+----+-- t
        0   .02  .04  .06                      0   .02  .04  .06
   (a) Sample at start of step.           (b) Sample at end of step.
       (Drake uses this method.)              (Not used in Drake.)
          Figure 2: two ways to make a continuous function from
          a discrete one, using sample-and-hold.

In the figure, the ○ markers show the function value at time t before the update function is invoked, while the ● markers show the value after the update. In (a), the ○ markers coincide with the original discrete values, while in (b), the ● markers do.

You might expect that 2(b) would be the most natural mapping from the discrete system to a continuous one. In practice, however, it is problematic for mixed discrete/continuous (hybrid) systems so Drake uses the mapping in 2(a). The advantage of 2(a) is that the hybrid update function x_{n+1} = f(t,n,x_n,u(t)) is invoked at time t=n*h, while in 2(b) it would be invoked at time t=(n+1)*h. That would make it difficult to coordinate discrete and continuous signals.

Drake's choice of 2(a) dictates what value a discrete quantity will have when evaluated at times between update times. In particular, consider a discrete variable x evaluated during a simulation from a publish, update, or derivative function at times t ∈ (n*h, (n+1)*h]. x will be seen to have value x(t) = x_{n+1} (not x_n). You can see that clearly by inspection of Figure 2(a).

Timing of publish vs. discrete update events in Drake

A discrete system viewed in continuous time does not have a unique value at its sample times. In Figure 2, each pair of ○ and ● symbols shows two possible values at the same time. For a given sample time t, we use the notation x⁻(t) to denote the "pre-update" value of the state x, and x⁺(t) to denote the "post-update" value of x. So x⁻(t) is the value of x at time t before discrete variables are updated, and x⁺(t) the value of x at time t after they are updated. Thus if we have t = n*h as in the discussion above, then x⁻(t) = x_n and x⁺(t) = x_{n+1}. State-dependent computations are affected by the scheduling of these updates. For example, evaluating an input u(t) yields u⁻(t) before discrete updates, and u⁺(t) afterwards, meaning that the input evaluation is carried out using x⁻(t) or x⁺(t), respectively.

With those distinctions drawn, we can define Drake's state update behavior during a time step:

If you define periodic events starting at t=0 as we did in the example above, the first publish event occurs at the end of initialization, while the first discrete update event occurs at the beginning of the first step, followed by continuous time and state advancement.

See also
drake::systems::Simulator for more details.