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Thank you! That makes sense.
I have one more question, please. In initializing the linear Gaussian controllers, you defined Ltt, the Hessian of loss with restect to the trajectory at a single time step as
Ltt = np.diag(np.hstack([
config['stiffness'] * np.ones(dU),
config['stiffness'] * config['stiffness_vel'] * np.ones(dU),
np.zeros(dX - dU*2), np.ones(dU)
]))
Here: https://github.com/lakehanne/gps/blob/master/python/gps/algorithm/policy/lin_gauss_init.py#L51-#L57
Can please point me to the paper where the cost function equations and trajectory optimization equations are spelled out? I am not too sure why you have this term in the Hessian: np.zeros(dX - dU*2).
I am implementing the algorithm on a custom robot.
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Lekan