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 | //! extended class representing function \f$f(x) = Ax+B\f$ |
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6 | class linfnEx: public linfn { |
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7 | public: |
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8 | //! Identification of returned value \f$f(x)\f$ |
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9 | RV rv_ret; |
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10 | //!default constructor |
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11 | linfnEx ( ) : linfn() { }; |
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12 | linfnEx ( const mat &A0, const vec &B0 ) : linfn(A0, B0) { }; |
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13 | }; |
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14 | |
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15 | //! Universal LQG controller |
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16 | class LQG_universal : public Controller{ |
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17 | public: |
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18 | //! Controller inputs |
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19 | //! loss function |
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20 | Array<quadraticfn> Losses; |
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21 | //! loss in final time |
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22 | quadraticfn finalLoss; |
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23 | //! model of evolutin |
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24 | Array<linfnEx> Models; |
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25 | RV model_rv_ret; |
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26 | |
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27 | //! control law rv is public member in Controller class |
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28 | //! input data rvc is protected member in Controller class |
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29 | |
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30 | //! control horizon |
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31 | int horizon; |
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32 | |
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33 | //! Constructor |
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34 | LQG_universal() { |
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35 | horizon = 0; |
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36 | curtime = -1; |
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37 | } |
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38 | |
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39 | protected: |
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40 | //! control law: rv = L [rvc, 1] |
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41 | mat L; |
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42 | |
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43 | //! Matrix pre_qr |
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44 | mat pre_qr; |
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45 | |
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46 | //! Matrix post_qr |
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47 | mat post_qr; |
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48 | |
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49 | //! time+1 optimized loss to be added to current one |
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50 | mat tolC; |
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51 | |
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52 | int curtime; |
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53 | |
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54 | public: |
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55 | //! function redesigning the control strategy |
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56 | virtual void redesign() { |
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57 | if (curtime == -1) curtime = horizon; |
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58 | |
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59 | if (curtime > 0) curtime--; |
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60 | |
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61 | if (curtime >= 0){ |
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62 | generateLmat(curtime); |
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63 | } |
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64 | |
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65 | //report time 0 reached - LQG designing complete |
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66 | //if(curtime == 0) cout << "time 0 reached" << endl; |
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67 | } |
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68 | //! returns designed control action |
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69 | virtual vec ctrlaction ( const vec &cond ) const { |
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70 | return L * concat(cond, 1.0); |
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71 | } |
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72 | |
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73 | void from_setting ( const Setting &set ) { |
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74 | UI::get(Losses, set, "losses",UI::compulsory); |
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75 | UI::get(Models, set, "models",UI::compulsory); |
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76 | } |
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77 | //! access function |
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78 | const RV& _rv() { |
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79 | return rv; |
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80 | } |
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81 | //! access function |
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82 | const RV& _rvc() { |
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83 | return rvc; |
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84 | } |
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85 | |
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86 | void set_rvc(RV _rvc) {rvc = _rvc;} |
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87 | |
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88 | //! register this controller with given datasource under name "name" |
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89 | virtual void log_register ( logger &L, const string &prefix ) { } |
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90 | //! write requested values into the logger |
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91 | virtual void log_write ( ) const { } |
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92 | |
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93 | //! access debug function |
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94 | mat getL(){ return L; } |
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95 | |
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96 | private: |
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97 | RV trs_crv; |
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98 | |
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99 | //! compute complete RV from all of RVs used in Losses array |
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100 | /*RV getCompleteRV() { |
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101 | RV cRv; //complete RV |
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102 | |
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103 | //cRv has form [rv, "other", 1] |
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104 | cRv = rv; //add rv |
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105 | |
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106 | //add "other" |
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107 | for(int i = 0; i < Losses.size(); i++) |
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108 | cRv.add(Losses(i).rv); |
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109 | |
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110 | cRv.add(rvOne); //add 1 |
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111 | |
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112 | return cRv; |
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113 | }*/ |
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114 | |
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115 | mat getMatRow (quadraticfn sourceQfn){ //returns row of matrixes crated from quadratic function |
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116 | |
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117 | mat tmpMatRow; //tmp variable for row of matrixes to be returned |
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118 | tmpMatRow.set_size(sourceQfn.Q.rows(), trs_crv.countsize()); //(rows, cols) |
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119 | tmpMatRow.zeros(); |
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120 | |
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121 | //set data in tmpMatRow - other times then current replace using model |
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122 | RV tmpQrv = sourceQfn.rv; |
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123 | for(int j = 0; j < tmpQrv.length(); j++){ |
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124 | ivec j_vec(1); |
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125 | j_vec(0) = j; |
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126 | if( (tmpQrv.time(j) == 0) && (sum(tmpQrv(j_vec).findself(trs_crv)) > (-1)) ) {//sum is only formal, summed vector is in fact scalar |
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127 | //jth element of tmpQrv is also element of trs_crv with a proper time |
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128 | ivec copytarget = (tmpQrv(j_vec)).dataind(trs_crv); //get target column position in tmpMatRow |
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129 | ivec copysource = (tmpQrv(j_vec)).dataind(tmpQrv); //get source column position in Losses(i).Q |
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130 | if(copytarget.size() != copysource.size()) {return mat(0); /*error*/} |
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131 | vec copycol; |
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132 | for(int k = 0; k < copysource.size(); k++){ |
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133 | copycol = sourceQfn.Q._Ch().get_col(copysource(k)); |
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134 | tmpMatRow.set_col(copytarget(k), copycol); |
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135 | } |
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136 | } |
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137 | else { |
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138 | //cout << "USING MODEL" << endl; |
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139 | //jth tmpQrv element is not in trs_crv -> using Model to teplace it |
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140 | ivec copysource;// = (tmpQrv(j_vec)).findself(tmpQrv); //get source column position in Losses(i).Q |
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141 | |
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142 | //int selectedModel = -1; |
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143 | |
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144 | //int k; |
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145 | ////find first usable replacement in Model |
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146 | //for(k = 0; k < Models.size(); k++){ |
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147 | // if( sum((tmpQrv(j_vec)).findself(Models(k).rv_ret)) > (-1) ){ |
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148 | // //TODO is tmpQrv(j) in kth Models RV |
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149 | // //if( (Models(k)).rv_ret.findself_ids(trs_crv) ){//??????????????????? |
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150 | // // is kth Models rv_ret subset of trs_crv |
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151 | |
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152 | // selectedModel = k; |
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153 | // break; |
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154 | |
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155 | // //} |
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156 | // } |
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157 | //} |
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158 | |
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159 | //!model is model_rv_ret = sum(Array<linfn>) = sum( A1*rv + B1 + ... + An*rv + Bn) |
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160 | |
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161 | //if(selectedModel == -1) {cout << "NO MODEL" << endl;return mat("0");}//ERROR - inconsistent model data; |
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162 | //!!TODO!!if(NOT((tmpQrv(j_vec)).findself(model_rv_ret))) {cout << "NO MODEL" << endl;return mat("0");}//ERROR - inconsistent model data; |
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163 | //use kth Model to convert tmpQrv memeber to trs_crv memeber |
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164 | |
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165 | //get submatrix from Q which represents jth tmpQrv data |
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166 | copysource = (tmpQrv(j_vec)).dataind(tmpQrv); //get source column position in Losses(i).Q |
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167 | mat copysubmat; |
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168 | copysubmat.set_size(sourceQfn.Q.rows(), copysource.size()); //(rows, cols) |
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169 | copysubmat.zeros(); |
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170 | vec copycol; |
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171 | int k; |
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172 | for(k = 0; k < copysource.size(); k++){ |
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173 | copycol = sourceQfn.Q._Ch().get_col(copysource(k)); |
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174 | copysubmat.set_col(k, copycol); |
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175 | } |
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176 | |
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177 | //check every Models element if it is a proper substitution: tmpQrv(j_vec) memeber of rv_ret |
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178 | for(k = 0; k < Models.size(); k++){ |
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179 | if( sum((tmpQrv(j_vec)).findself(Models(k).rv_ret)) > (-1) ){ //formal sum, find usable model |
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180 | //check if model is correct |
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181 | ivec check = (Models(k).rv).findself(trs_crv); |
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182 | if(sum(check) <= -check.size()){ |
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183 | bdm_assert (false , "Incorrect Model: Unusable Models element!" ); |
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184 | continue; |
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185 | } |
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186 | |
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187 | //create transformed submatrix |
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188 | mat transsubmat = copysubmat * ((Models(k)).A); |
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189 | |
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190 | //put them on a right place in tmpQrv |
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191 | ivec copytarget = (Models(k)).rv.dataind(trs_crv); //get target column position in tmpMatRow |
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192 | |
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193 | //copy transsubmat into tmpMatRow with adding to current one |
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194 | // tmpMatRow(new) = tmpMatRow(old) + transsubmat /all in proper indices |
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195 | int l; |
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196 | for(l = 0; l < copysource.size(); l++){ |
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197 | copycol = tmpMatRow.get_col(copytarget(l)); |
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198 | copycol += transsubmat.get_col(l); |
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199 | tmpMatRow.set_col(copytarget(l), copycol); |
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200 | } |
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201 | |
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202 | //if linear fnc constant element vec B is nonzero |
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203 | vec constElB = (Models(k)).B; |
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204 | if(prod(constElB) != 0){ |
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205 | //copy transformed constant vec into last (1's) col in tmpMatRow |
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206 | int lastcol = tmpMatRow.cols() - 1; |
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207 | copycol = tmpMatRow.get_col(lastcol); |
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208 | copycol += (copysubmat * ((Models(k)).B)); |
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209 | tmpMatRow.set_col(lastcol, copycol); |
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210 | } |
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211 | } |
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212 | |
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213 | } |
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214 | |
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215 | |
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216 | } |
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217 | } |
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218 | |
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219 | return tmpMatRow; |
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220 | } |
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221 | |
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222 | //! create first(0) or other (1) pre_qr matrix |
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223 | void build_pre_qr(bool next) { |
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224 | int i; |
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225 | //used fake quadratic function from tolC matrix |
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226 | quadraticfn fakeQfn; |
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227 | |
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228 | //RV pretrs_crv = getCompleteRV(); // crv before transformation based on Losses array |
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229 | |
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230 | //set proper size of pre_qr matrix |
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231 | int rows = 0; |
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232 | for(i = 0; i < Losses.size(); i++) |
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233 | rows += Losses(i).Q.rows(); |
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234 | if(!next) rows += finalLoss.Q.rows(); |
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235 | else{ |
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236 | //used fake quadratic function from tolC matrix |
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237 | //setup fakeQfn |
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238 | fakeQfn.Q.setCh(tolC); |
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239 | RV fakeM1; |
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240 | fakeM1 = rvc; |
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241 | fakeM1.add(RV("1", 1, 0)); |
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242 | fakeM1.t_plus(1); //RV in time t+1 => necessary use of Model to get RV in time t |
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243 | fakeQfn.rv = fakeM1; |
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244 | |
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245 | rows += fakeQfn.Q.rows(); |
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246 | } |
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247 | //cout << "buildpreqr trscrv: " << trs_crv << " of size " << trs_crv.countsize() << endl; |
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248 | pre_qr.set_size(rows, trs_crv.countsize()); //(rows, cols) |
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249 | pre_qr.zeros(); |
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250 | |
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251 | //fill pre_qr matrix for each Losses quadraticfn |
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252 | int rowIndex = 0; |
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253 | mat tmpMatRow; |
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254 | for(i = 0; i < Losses.size(); i++) { |
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255 | rows = Losses(i).Q.rows(); |
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256 | |
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257 | //compute row matrix and insert it on proper place in pre_qr |
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258 | tmpMatRow = getMatRow(Losses(i)); |
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259 | //cout << "tmpMatRow no " << i << endl << tmpMatRow << endl; |
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260 | //copy tmpMatRow in pre_qr |
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261 | |
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262 | /*cout << "submatrix ( " << rowIndex << ", " << |
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263 | (rowIndex + rows - 1) << ", 0, " << (trs_crv.countsize() - 1) << ")" << endl; |
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264 | cout << "seting with submatrix of rows " << tmpMatRow.rows() << " and cols " << tmpMatRow.cols() << |
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265 | "and data " << endl << tmpMatRow << endl;*/ |
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266 | |
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267 | pre_qr.set_submatrix(rowIndex, (rowIndex + rows - 1), 0, (trs_crv.countsize() - 1), tmpMatRow); //(int r1, int r2, int c1, int c2, const Mat< Num_T > &m) |
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268 | rowIndex += rows; |
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269 | } |
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270 | |
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271 | if(!next) { |
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272 | tmpMatRow = getMatRow(finalLoss); |
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273 | pre_qr.set_submatrix(rowIndex, (rowIndex + finalLoss.Q.rows() - 1), 0, (trs_crv.countsize() - 1), tmpMatRow); //(int r1, int r2, int c1, int c2, const Mat< Num_T > &m) |
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274 | } |
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275 | else { //next |
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276 | //based on tolC but time must be shifted by one - all implemented in getMatRow method |
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277 | |
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278 | //get matrix row via getMatRow method |
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279 | tmpMatRow = getMatRow(fakeQfn); |
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280 | /*cout << "submatrix ( " << rowIndex << ", " << |
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281 | (rowIndex + fakeQfn.Q.rows() - 1) << ", 0, " << (trs_crv.countsize() - 1) << ")" << endl; |
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282 | cout << "seting with submatrix of rows " << tmpMatRow.rows() << " and cols " << tmpMatRow.cols() << |
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283 | "and data " << endl << tmpMatRow << endl;*/ |
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284 | pre_qr.set_submatrix(rowIndex, (rowIndex + fakeQfn.Q.rows() - 1), 0, (trs_crv.countsize() - 1), tmpMatRow); //(int r1, int r2, int c1, int c2, const Mat< Num_T > &m) |
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285 | //cout << "NEXT 3" << endl; |
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286 | } |
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287 | //cout << "last tmpMatRow " << endl << tmpMatRow << endl; |
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288 | } |
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289 | |
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290 | mat get_qr_submatrix(int submatidx) { |
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291 | /* |
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292 | |rv||rvc||1| |
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293 | |
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294 | AAAABBBBBBBB |
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295 | AAABBBBBBBB |
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296 | AABBBBBBBB |
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297 | ABBBBBBBB |
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298 | CCCCCCCC |
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299 | CCCCCCC |
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300 | CCCCCC |
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301 | CCCCC |
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302 | CCCC |
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303 | CCC |
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304 | CC |
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305 | C |
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306 | */ |
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307 | /*! |
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308 | submatidx | get_submatrix |
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309 | ----------|-------------- |
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310 | 0 | A |
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311 | 1 | B |
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312 | 2+ | C |
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313 | */ |
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314 | int sizeA = rv.countsize(); |
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315 | int colsB = post_qr.cols() - sizeA; |
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316 | // rowsB = sizeA; |
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317 | // colsC = colsB; |
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318 | //not required whole C - it is triangular |
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319 | //=> NOT int rowsC = post_qr.rows() - sizeA; |
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320 | //=> int sizeC = colsB; |
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321 | |
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322 | mat qr_submat; |
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323 | |
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324 | if(submatidx == 0) qr_submat = post_qr.get(0, (sizeA - 1), 0, (sizeA - 1)); //(int r1, int r2, int c1, int c2) |
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325 | else if(submatidx == 1) qr_submat = post_qr.get(0, (sizeA - 1), sizeA, (post_qr.cols() - 1)); |
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326 | else qr_submat = post_qr.get(sizeA, (sizeA + colsB - 1), sizeA, (post_qr.cols() - 1)); |
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327 | |
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328 | return qr_submat; |
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329 | } |
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330 | |
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331 | void generateLmat(int timestep){ |
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332 | //! control strategy matrix L is based on loss in time: |
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333 | //! time = horizon loss = finalLoss |
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334 | //! time = horizon - 1 loss = sum(Losses)(time) + finalLoss |
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335 | //! time = horizon - k > 1 loss = sum(Losses)(time) + tolC time+1 loss |
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336 | |
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337 | trs_crv = rv; //transformed crv only in proper times, form [rv, rvc, 1] |
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338 | trs_crv.add(rvc); |
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339 | trs_crv.add(RV("1", 1, 0)); |
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340 | |
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341 | //!first time, time = horizon - 1 |
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342 | if(timestep == (horizon-1)) |
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343 | build_pre_qr(0); |
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344 | |
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345 | //!other times |
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346 | else |
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347 | build_pre_qr(1); |
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348 | |
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349 | mat tmpQ; |
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350 | qr(pre_qr, tmpQ, post_qr); |
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351 | //cout << "preQR " << pre_qr << endl << "postQR" << post_qr << endl; |
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352 | mat qrA = get_qr_submatrix(0); |
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353 | mat qrB = get_qr_submatrix(1); |
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354 | mat qrC = get_qr_submatrix(2); |
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355 | //cout << "A " << qrA << "\n B " << qrB << "\n C " << qrC << endl; |
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356 | |
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357 | L = - inv(qrA)*qrB; ///////// INVERSE OF TRIANGLE MATRIX! better? |
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358 | tolC = qrC; |
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359 | } |
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360 | |
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361 | }; |
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362 | |
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363 | class LQG_recedinghorizon : public LQG_universal { |
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364 | protected: |
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365 | //!total_curtime is curtime for total_horizon |
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366 | int total_curtime; |
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367 | public: |
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368 | //! LQG_universal::horizon means shorter receding horizon for designing control strategy |
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369 | //! total_horizon is longer total horizon |
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370 | int total_horizon; |
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371 | |
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372 | //!constructor |
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373 | LQG_recedinghorizon() : LQG_universal() { |
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374 | total_horizon = 0; |
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375 | total_curtime = 0; |
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376 | } |
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377 | |
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378 | virtual void redesign() { |
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379 | if (total_curtime < total_horizon){ |
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380 | for(int i = 0; i < horizon - 1; i++) LQG_universal::redesign(); |
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381 | total_curtime++; |
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382 | } |
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383 | } |
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384 | |
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385 | virtual vec ctrlaction ( const vec &cond ) const { |
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386 | //return L * concat(cond, 1.0); |
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387 | } |
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388 | |
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389 | //! register this controller with given datasource under name "name" |
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390 | virtual void log_register ( logger &L, const string &prefix ) { } |
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391 | //! write requested values into the logger |
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392 | virtual void log_write ( ) const { } |
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393 | }; |
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394 | |
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395 | } // namespace |
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