root/library/bdm/design/ctrlbase.cpp @ 565

#include "ctrlbase.h"

namespace bdm{

void LQG::set_system_parameters(const mat &A0, const mat &B0, const mat &C0){
        dimx = A0.rows();
        dimy = C0.rows();
        dimu = B0.cols();

        bdm_assert_debug ( A0.cols() == dimx, "LQG: A is not square" );
        bdm_assert_debug ( B0.rows() == dimx, "LQG: B is not compatible" );
        bdm_assert_debug ( C0.cols() == dimx, "LQG: C is not square" );

        A=A0;
        B=B0;
        C=C0;
        pr=zeros(dimx+dimu+dimy,  dimu+dimx+dimu+dimy);
        pr.set_submatrix(dimx, dimu+dimx, eye(dimu+dimy));
}

void LQG::set_control_parameters(const mat &Qy0, const mat &Qu0, const vec y_req0, int horizon0){
        bdm_assert_debug ( Qy0.cols() == dimy, "LQG: wrong dimensions of Qy " );
        bdm_assert_debug ( Qu0.cols() == dimu, "LQG: wrong dimensions of Qu " );
        bdm_assert_debug ( y_req0.length() == dimy, "LQG: wrong dimensions of y_req " );

        Qy=Qy0;
        Qu=Qu0;
        y_req=y_req0;
        horizon = horizon0;
        prepare_qr();
}

void LQG::prepare_qr(){
        // set parameter matrix
        pr.set_submatrix(0,0,B);
        pr.set_submatrix(0,dimu, A);
        
        //penalization
        qux=zeros(dimu,dimx+2*dimu+dimy);     
        qux.set_submatrix(0,0,Qu);
        qux.set_submatrix(0,dimx+dimu+dimy,Qu);

        qyx=zeros(dimy, dimx+dimy+dimu);
        qyx.set_submatrix(0,0,C);
        qyx.set_submatrix(0,dimx,-eye(dimy));
        
        //
        s=1e-5*eye(4);//dimx+dimu+dimy);
        // parts of QR
        hqy=Qy*qyx*pr;
        
        // pre_qr
        pre_qr = concat_vertical(s*pr, concat_vertical(hqy, qux));
        post_qr = zeros(pre_qr.rows(), pre_qr.cols());
}

}