1 | #include "ctrlbase.h" |
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2 | |
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3 | namespace bdm { |
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4 | |
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5 | void LQG::set_system ( shared_ptr<StateSpace<chmat> > S0 ) { |
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6 | S = S0; |
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7 | } |
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8 | |
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9 | void LQG::update_system() { |
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10 | pr.set_submatrix ( 0, 0, S->_B() ); |
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11 | pr.set_submatrix ( 0, dimu, S->_A() ); |
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12 | |
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13 | //penalization |
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14 | qux.set_submatrix ( 0, 0, Qu._Ch() ); |
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15 | qux.set_submatrix ( 0, dimx + dimu + dimy, -Qu._Ch() ); |
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16 | |
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17 | qyx.set_submatrix ( 0, 0, S->_C() ); |
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18 | qyx.set_submatrix ( 0, dimx, -eye ( dimy ) ); |
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19 | |
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20 | // parts of QR |
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21 | hqy = Qy.to_mat() * qyx * pr; |
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22 | |
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23 | // pre_qr |
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24 | pre_qr = concat_vertical ( s * pr, concat_vertical ( hqy, qux ) ); |
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25 | } |
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26 | |
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27 | void LQG::set_control_parameters ( const mat &Qy0, const mat &Qu0, const vec &y_req0, int horizon0 ) { |
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28 | Qy = Qy0; |
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29 | Qu = Qu0; |
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30 | y_req = y_req0; |
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31 | horizon = horizon0; |
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32 | } |
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33 | |
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34 | void LQG::validate() { |
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35 | // set properties from S |
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36 | dimx = S->_A().rows(); |
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37 | dimy = S->_C().rows(); |
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38 | dimu = S->_B().cols(); |
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39 | pr = zeros ( dimx + dimu + dimy, dimu + dimx + dimu + dimy ); |
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40 | pr.set_submatrix ( dimx, dimu + dimx, eye ( dimu + dimy ) ); |
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41 | |
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42 | //penalization |
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43 | bdm_assert ( Qy.cols() == dimy, "LQG: wrong dimensions of Qy " ); |
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44 | bdm_assert ( Qu.cols() == dimu, "LQG: wrong dimensions of Qu " ); |
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45 | bdm_assert ( y_req.length() == dimy, "LQG: wrong dimensions of y_req " ); |
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46 | |
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47 | qux = zeros ( dimu, dimx + 2 * dimu + dimy ); |
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48 | qyx = zeros ( dimy, dimx + dimy + dimu ); |
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49 | |
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50 | // |
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51 | initial_belmann(); |
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52 | // parts of QR |
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53 | post_qr = zeros ( pre_qr.rows(), pre_qr.cols() ); |
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54 | |
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55 | update_system(); |
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56 | } |
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57 | |
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58 | void LQG::ricatti_step() { |
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59 | // pre_qr.set_submatrix ( 0, 0, s*pr ); |
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60 | // pre_qr.set_submatrix ( dimx + dimu + dimy, dimu + dimx, -Qy.to_mat() *y_req ); |
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61 | if ( !qr ( pre_qr, post_qr ) ) { |
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62 | bdm_warning ( "QR in LQG unstable" ); |
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63 | } |
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64 | triu ( post_qr ); |
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65 | // hn(m+1:2*m+n+r,m+1:2*m+n+r); |
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66 | s = post_qr.get ( dimu, 2 * dimu + dimx + dimy - 1, dimu, 2 * dimu + dimx + dimy - 1 ); |
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67 | }; |
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68 | |
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69 | void LQG::redesign() { |
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70 | for ( td = horizon; td > 0; td-- ) { |
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71 | update_system(); |
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72 | ricatti_step(); |
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73 | } |
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74 | /* ws=hn(1:m,m+1:2*m+n+r); |
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75 | wsd=hn(1:m,1:m); |
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76 | Lklq=-inv(wsd)*ws;*/ |
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77 | L = -inv ( post_qr.get ( 0, dimu - 1, 0, dimu - 1 ) ) * post_qr.get ( 0, dimu - 1, dimu, 2 * dimu + dimx + dimy - 1 ); |
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78 | } |
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79 | |
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80 | |
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81 | } |
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