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Real-time SVD for the control of redundant robotic manipulators

Anthony A. Maciejewski

Open publisher page 4 citations

Abstract

The process of reducing the computational expense of determining the singular value decomposition (SVD) of the Jacobian matrix to such an extent that online calculation becomes feasible is presented. It is shown that the incremental manner in which the Jacobian changes, along with the perturbation bounds on singular values and vectors, allows the reduction of the computational expense of calculating the SVD in three ways. First, the singular vectors from the previous calculation can be used to preorthogonalize the current Jacobian. Second, by virtue of nearly orthogonal columns, the iterative nature of the calculations can be prevented, thus avoiding convergence tests. Finally, since the few rotations required for orthogonalization are small in magnitude, approximations can be used.>

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What this paper is about

The process of reducing the computational expense of determining the singular value decomposition (SVD) of the Jacobian matrix to such an extent that online calculation becomes feasible is presented. It is shown that the incremental manner in which the Jacobian changes, along with the perturbation bounds on singular values and vectors, allows the reduction of the computational expense of calculating the SVD in three ways. First, the singular vectors from the previous calculation can be used to preorthogonalize the current Jacobian. Second, by virtue of nearly orthogonal columns, the iterative nature of the calculations can be prevented, thus avoiding convergence tests. Finally, since the few rotations required for orthogonalization are small in magnitude, approximations can be used.>

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OpenAlex reports 4 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

The process of reducing the computational expense of determining the singular value decomposition (SVD) of the Jacobian matrix to such an extent that online calculation becomes feasible is presented. It is shown that the incremental manner in which the Jacobian changes, along with the perturbation bounds on singular values and vectors, allows the reduction of the computational expense of calculating the SVD in three ways. First, the singular vectors from the previous calculation can be used to preorthogonalize the current Jacobian. Second, by virtue of nearly orthogonal columns, the iterative nature of the calculations can be prevented, thus avoiding convergence tests. Finally, since the few rotations required for orthogonalization are small in magnitude, approximations can be used.>

Key concepts: Jacobian matrix and determinant, Orthogonalization, Singular value decomposition, Singular value, Convergence (economics), Mathematics, Unobservable, Computer science

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