root/library/bdm/design/ctrlbase.cpp @ 679

#include "ctrlbase.h"

namespace bdm{

void LQG::set_system(shared_ptr<StateSpace<fsqmat> > S0){
        S = S0;
        dimx= S->_A().rows();
        dimy= S->_C().rows();
        dimu= S->_B().cols();
        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){
        Qy=Qy0;
        Qu=Qu0;
        y_req=y_req0;
        horizon = horizon0;
        validate();
        initialize();
}

void LQG::validate() {
        bdm_assert ( Qy.cols() == dimy, "LQG: wrong dimensions of Qy " );
        bdm_assert ( Qu.cols() == dimu, "LQG: wrong dimensions of Qu " );
        bdm_assert ( y_req.length() == dimy, "LQG: wrong dimensions of y_req " );
}

void LQG::initialize(){
        // set parameter matrix
        pr.set_submatrix(0,0,S->_B());
        pr.set_submatrix(0,dimu, S->_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,S->_C());
        qyx.set_submatrix(0,dimx,-eye(dimy));
        
        //
        s=1e-5*eye(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());
}

}