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<fsqmat> > S0){ |
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6 | S = S0; |
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7 | dimx= S->_A().rows(); |
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8 | dimy= S->_C().rows(); |
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9 | dimu= S->_B().cols(); |
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10 | pr=zeros(dimx+dimu+dimy, dimu+dimx+dimu+dimy); |
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11 | pr.set_submatrix(dimx, dimu+dimx, eye(dimu+dimy)); |
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12 | } |
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13 | |
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14 | void LQG::set_control_parameters(const mat &Qy0, const mat &Qu0, const vec &y_req0, int horizon0){ |
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15 | Qy=Qy0; |
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16 | Qu=Qu0; |
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17 | y_req=y_req0; |
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18 | horizon = horizon0; |
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19 | validate(); |
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20 | initialize(); |
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21 | } |
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22 | |
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23 | void LQG::validate() { |
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24 | bdm_assert ( Qy.cols() == dimy, "LQG: wrong dimensions of Qy " ); |
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25 | bdm_assert ( Qu.cols() == dimu, "LQG: wrong dimensions of Qu " ); |
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26 | bdm_assert ( y_req.length() == dimy, "LQG: wrong dimensions of y_req " ); |
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27 | } |
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28 | |
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29 | void LQG::initialize(){ |
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30 | // set parameter matrix |
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31 | pr.set_submatrix(0,0,S->_B()); |
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32 | pr.set_submatrix(0,dimu, S->_A()); |
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33 | |
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34 | //penalization |
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35 | qux=zeros(dimu,dimx+2*dimu+dimy); |
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36 | qux.set_submatrix(0,0,Qu); |
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37 | qux.set_submatrix(0,dimx+dimu+dimy,Qu); |
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38 | |
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39 | qyx=zeros(dimy, dimx+dimy+dimu); |
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40 | qyx.set_submatrix(0,0,S->_C()); |
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41 | qyx.set_submatrix(0,dimx,-eye(dimy)); |
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42 | |
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43 | // |
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44 | s=1e-5*eye(dimx+dimu+dimy); |
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45 | // parts of QR |
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46 | hqy=Qy*qyx*pr; |
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47 | |
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48 | // pre_qr |
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49 | pre_qr = concat_vertical(s*pr, concat_vertical(hqy, qux)); |
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50 | post_qr = zeros(pre_qr.rows(), pre_qr.cols()); |
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51 | } |
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52 | |
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53 | } |
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