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66  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1LQG.html">LQG</a>
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70<h1>bdm::LQG Class Reference</h1><!-- doxytag: class="bdm::LQG" --><!-- doxytag: inherits="bdm::Designer" --><code>#include &lt;<a class="el" href="ctrlbase_8h-source.html">ctrlbase.h</a>&gt;</code>
71<p>
72
73<p>
74<a href="classbdm_1_1LQG-members.html">List of all members.</a><table border="0" cellpadding="0" cellspacing="0">
75<tr><td></td></tr>
76<tr><td colspan="2"><br><h2>Public Member Functions</h2></td></tr>
77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="50b5aee93427077a97d6640cc90e50e3"></a><!-- doxytag: member="bdm::LQG::set_system_parameters" ref="50b5aee93427077a97d6640cc90e50e3" args="(const mat &amp;A, const mat &amp;B, const mat &amp;C)" -->
78void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#50b5aee93427077a97d6640cc90e50e3">set_system_parameters</a> (const mat &amp;<a class="el" href="classbdm_1_1LQG.html#ffc0d99976377c584afd5717440a7e61">A</a>, const mat &amp;<a class="el" href="classbdm_1_1LQG.html#3093b0597585914ed7ed8c7bc3f2073f">B</a>, const mat &amp;<a class="el" href="classbdm_1_1LQG.html#fc2b09d6ff3fd8a7dd6ed8ecf2fb3376">C</a>)</td></tr>
79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set system parameters from given matrices <br></td></tr>
81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13c39ce525ac7969777113abcad20729"></a><!-- doxytag: member="bdm::LQG::set_control_parameters" ref="13c39ce525ac7969777113abcad20729" args="(const mat &amp;Qy0, const mat &amp;Qu0, const vec y_req0, int horizon0)" -->
82void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#13c39ce525ac7969777113abcad20729">set_control_parameters</a> (const mat &amp;Qy0, const mat &amp;Qu0, const vec y_req0, int horizon0)</td></tr>
83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set penalization matrices and control horizon <br></td></tr>
85<tr><td class="memItemLeft" nowrap align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#3c85d71e15b469f608a8bee1f901264b">prepare_qr</a> ()</td></tr>
86
87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set system parameters from <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter  <a href="#3c85d71e15b469f608a8bee1f901264b"></a><br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5016aebbb654a0e3d653b8485e0ea86c"></a><!-- doxytag: member="bdm::LQG::update_state" ref="5016aebbb654a0e3d653b8485e0ea86c" args="()" -->
89virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#5016aebbb654a0e3d653b8485e0ea86c">update_state</a> ()</td></tr>
90
91<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">function for future use which is called at each time td; Should call <a class="el" href="classbdm_1_1LQG.html#3c85d71e15b469f608a8bee1f901264b" title="set system parameters from Kalman filter">prepare_qr()</a>! <br></td></tr>
92<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ddc5444b092fdb36239f83ab1ae85805"></a><!-- doxytag: member="bdm::LQG::ricatti_step" ref="ddc5444b092fdb36239f83ab1ae85805" args="()" -->
93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ddc5444b092fdb36239f83ab1ae85805">ricatti_step</a> ()</td></tr>
94
95<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">redesign one step of the <br></td></tr>
96<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e8df589bbdbdd40515f837c9c9560ed8"></a><!-- doxytag: member="bdm::LQG::redesign" ref="e8df589bbdbdd40515f837c9c9560ed8" args="()" -->
97void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#e8df589bbdbdd40515f837c9c9560ed8">redesign</a> ()</td></tr>
98
99<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Redesign control strategy. <br></td></tr>
100<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="bd673ed2fee4289c212e03df084e8af5"></a><!-- doxytag: member="bdm::LQG::apply" ref="bd673ed2fee4289c212e03df084e8af5" args="(const vec &amp;state, const vec &amp;ukm)" -->
101vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>apply</b> (const vec &amp;state, const vec &amp;ukm)</td></tr>
102
103<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="334668204e01d468fe107780d10d2bd8"></a><!-- doxytag: member="bdm::LQG::apply" ref="334668204e01d468fe107780d10d2bd8" args="(const vec &amp;cond)" -->
104virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Designer.html#334668204e01d468fe107780d10d2bd8">apply</a> (const vec &amp;cond)</td></tr>
105
106<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">apply control strategy to obtain control input <br></td></tr>
107<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="af0e6941ba5919cae1bc530e2181b109"></a><!-- doxytag: member="bdm::LQG::to_string" ref="af0e6941ba5919cae1bc530e2181b109" args="()" -->
108virtual string&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#af0e6941ba5919cae1bc530e2181b109">to_string</a> ()</td></tr>
109
110<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method returns a basic info about the current instance. <br></td></tr>
111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0551e3121091c5199bf4413b50522176"></a><!-- doxytag: member="bdm::LQG::from_setting" ref="0551e3121091c5199bf4413b50522176" args="(const Setting &amp;set)" -->
112virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#0551e3121091c5199bf4413b50522176">from_setting</a> (const Setting &amp;set)</td></tr>
113
114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method arrange instance properties according the data stored in the Setting structure. <br></td></tr>
115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="67d954d255ede776eade7334d4895790"></a><!-- doxytag: member="bdm::LQG::to_setting" ref="67d954d255ede776eade7334d4895790" args="(Setting &amp;set) const " -->
116virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#67d954d255ede776eade7334d4895790">to_setting</a> (Setting &amp;set) const </td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method save all the instance properties into the Setting structure. <br></td></tr>
119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="1c314bd6d6dacb8ba78ea5eb88fd9516"></a><!-- doxytag: member="bdm::LQG::validate" ref="1c314bd6d6dacb8ba78ea5eb88fd9516" args="()" -->
120virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1root.html#1c314bd6d6dacb8ba78ea5eb88fd9516">validate</a> ()</td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">This method TODO. <br></td></tr>
123<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
124<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ce3c087c11fa4d50f63d2027be572394"></a><!-- doxytag: member="bdm::LQG::dimx" ref="ce3c087c11fa4d50f63d2027be572394" args="" -->
125int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ce3c087c11fa4d50f63d2027be572394">dimx</a></td></tr>
126
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of state <br></td></tr>
128<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff701d81aa4f32e0a07a5910f06c8969"></a><!-- doxytag: member="bdm::LQG::dimu" ref="ff701d81aa4f32e0a07a5910f06c8969" args="" -->
129int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969">dimu</a></td></tr>
130
131<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of inputs <br></td></tr>
132<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="753e909ac3694cde54b4fc718e24fa09"></a><!-- doxytag: member="bdm::LQG::dimy" ref="753e909ac3694cde54b4fc718e24fa09" args="" -->
133int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09">dimy</a></td></tr>
134
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">dimension of output <br></td></tr>
136<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ffc0d99976377c584afd5717440a7e61"></a><!-- doxytag: member="bdm::LQG::A" ref="ffc0d99976377c584afd5717440a7e61" args="" -->
137mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ffc0d99976377c584afd5717440a7e61">A</a></td></tr>
138
139<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">matrix A of the linear system <br></td></tr>
140<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3093b0597585914ed7ed8c7bc3f2073f"></a><!-- doxytag: member="bdm::LQG::B" ref="3093b0597585914ed7ed8c7bc3f2073f" args="" -->
141mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#3093b0597585914ed7ed8c7bc3f2073f">B</a></td></tr>
142
143<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">matrix B of the linear system <br></td></tr>
144<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="fc2b09d6ff3fd8a7dd6ed8ecf2fb3376"></a><!-- doxytag: member="bdm::LQG::C" ref="fc2b09d6ff3fd8a7dd6ed8ecf2fb3376" args="" -->
145mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#fc2b09d6ff3fd8a7dd6ed8ecf2fb3376">C</a></td></tr>
146
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">matrix C of the linear system <br></td></tr>
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad002e3dc31c59db7f286b00a8e2fc65"></a><!-- doxytag: member="bdm::LQG::y_req" ref="ad002e3dc31c59db7f286b00a8e2fc65" args="" -->
149vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ad002e3dc31c59db7f286b00a8e2fc65">y_req</a></td></tr>
150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">required value of the output y at time t (assumed constant) <br></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e770d283502cf4da978d1d8523309869"></a><!-- doxytag: member="bdm::LQG::horizon" ref="e770d283502cf4da978d1d8523309869" args="" -->
153int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#e770d283502cf4da978d1d8523309869">horizon</a></td></tr>
154
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Control horizon, set to maxint for infinite horizons. <br></td></tr>
156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="484963959d51059d73d9c6174782cc2f"></a><!-- doxytag: member="bdm::LQG::Qy" ref="484963959d51059d73d9c6174782cc2f" args="" -->
157mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#484963959d51059d73d9c6174782cc2f">Qy</a></td></tr>
158
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization matrix Qy <br></td></tr>
160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13f14aea28c7f7b074779ece7df5e748"></a><!-- doxytag: member="bdm::LQG::Qu" ref="13f14aea28c7f7b074779ece7df5e748" args="" -->
161mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#13f14aea28c7f7b074779ece7df5e748">Qu</a></td></tr>
162
163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization matrix Qu <br></td></tr>
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6c9fa6d9bb0be47ac5ed9183eb38562e"></a><!-- doxytag: member="bdm::LQG::td" ref="6c9fa6d9bb0be47ac5ed9183eb38562e" args="" -->
165int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e">td</a></td></tr>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">time of the design step - from horizon-&gt;0 <br></td></tr>
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d78bb29a213eef033a9657ec2f592e80"></a><!-- doxytag: member="bdm::LQG::L" ref="d78bb29a213eef033a9657ec2f592e80" args="" -->
169mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80">L</a></td></tr>
170
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">controller parameters <br></td></tr>
172<tr><td colspan="2"><div class="groupHeader">temporary storage for ricatti</div></td></tr>
173<tr><td colspan="2"><div class="groupText">parameters <br><br></div></td></tr>
174<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3f7d31ad976ed1debeeda12949048909"></a><!-- doxytag: member="bdm::LQG::pr" ref="3f7d31ad976ed1debeeda12949048909" args="" -->
175mat&nbsp;</td><td class="memItemRight" valign="bottom"><b>pr</b></td></tr>
176
177<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98203a62e12acc13ced7ef22e4ac4255"></a><!-- doxytag: member="bdm::LQG::qux" ref="98203a62e12acc13ced7ef22e4ac4255" args="" -->
178mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#98203a62e12acc13ced7ef22e4ac4255">qux</a></td></tr>
179
180<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br></td></tr>
181<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0fc6ec35bd9e5f99192b5ff7b0257aef"></a><!-- doxytag: member="bdm::LQG::qyx" ref="0fc6ec35bd9e5f99192b5ff7b0257aef" args="" -->
182mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#0fc6ec35bd9e5f99192b5ff7b0257aef">qyx</a></td></tr>
183
184<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br></td></tr>
185<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5fc6fe8a5205a1698fb319b58315671b"></a><!-- doxytag: member="bdm::LQG::s" ref="5fc6fe8a5205a1698fb319b58315671b" args="" -->
186mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b">s</a></td></tr>
187
188<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal quadratic form <br></td></tr>
189<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b29c3dfff52b54e44a793d62afbb5a63"></a><!-- doxytag: member="bdm::LQG::qy" ref="b29c3dfff52b54e44a793d62afbb5a63" args="" -->
190mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#b29c3dfff52b54e44a793d62afbb5a63">qy</a></td></tr>
191
192<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br></td></tr>
193<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f20c8ff99875e3009f2e427247c4c78"></a><!-- doxytag: member="bdm::LQG::hqy" ref="0f20c8ff99875e3009f2e427247c4c78" args="" -->
194mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#0f20c8ff99875e3009f2e427247c4c78">hqy</a></td></tr>
195
196<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre_qr part <br></td></tr>
197<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6c9db2abc7a3290f8e2bb851683d7a0"></a><!-- doxytag: member="bdm::LQG::pre_qr" ref="e6c9db2abc7a3290f8e2bb851683d7a0" args="" -->
198mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0">pre_qr</a></td></tr>
199
200<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre qr matrix <br></td></tr>
201<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13eb495eb5e3c3477e2ebaa4640a642e"></a><!-- doxytag: member="bdm::LQG::post_qr" ref="13eb495eb5e3c3477e2ebaa4640a642e" args="" -->
202mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e">post_qr</a></td></tr>
203
204<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post qr matrix <br></td></tr>
205</table>
206<hr><a name="_details"></a><h2>Detailed Description</h2>
207Linear Quadratic Gaussian designer for constant penalizations and constant target Its internals are very close to <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> estimator <hr><h2>Member Function Documentation</h2>
208<a class="anchor" name="3c85d71e15b469f608a8bee1f901264b"></a><!-- doxytag: member="bdm::LQG::prepare_qr" ref="3c85d71e15b469f608a8bee1f901264b" args="()" -->
209<div class="memitem">
210<div class="memproto">
211      <table class="memname">
212        <tr>
213          <td class="memname">void bdm::LQG::prepare_qr           </td>
214          <td>(</td>
215          <td class="paramname">          </td>
216          <td>&nbsp;)&nbsp;</td>
217          <td></td>
218        </tr>
219      </table>
220</div>
221<div class="memdoc">
222
223<p>
224set system parameters from <a class="el" href="classbdm_1_1Kalman.html" title="Kalman filter with covariance matrices in square root form.">Kalman</a> filter
225<p>
226refresh temporary storage - inefficient can be improved
227<p>References <a class="el" href="ctrlbase_8h-source.html#l00038">A</a>, <a class="el" href="ctrlbase_8h-source.html#l00040">B</a>, <a class="el" href="ctrlbase_8h-source.html#l00042">C</a>, <a class="el" href="ctrlbase_8h-source.html#l00033">dimu</a>, <a class="el" href="ctrlbase_8h-source.html#l00031">dimx</a>, <a class="el" href="ctrlbase_8h-source.html#l00035">dimy</a>, <a class="el" href="ctrlbase_8h-source.html#l00069">hqy</a>, <a class="el" href="ctrlbase_8h-source.html#l00073">post_qr</a>, <a class="el" href="ctrlbase_8h-source.html#l00071">pre_qr</a>, <a class="el" href="ctrlbase_8h-source.html#l00051">Qu</a>, <a class="el" href="ctrlbase_8h-source.html#l00061">qux</a>, <a class="el" href="ctrlbase_8h-source.html#l00049">Qy</a>, <a class="el" href="ctrlbase_8h-source.html#l00063">qyx</a>, and <a class="el" href="ctrlbase_8h-source.html#l00065">s</a>.</p>
228
229<p>Referenced by <a class="el" href="ctrlbase_8cpp-source.html#l00021">set_control_parameters()</a>.</p>
230
231</div>
232</div><p>
233<hr>The documentation for this class was generated from the following files:<ul>
234<li><a class="el" href="ctrlbase_8h-source.html">ctrlbase.h</a><li>ctrlbase.cpp</ul>
235</div>
236<hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:19 2009 for mixpp by&nbsp;
237<a href="http://www.doxygen.org/index.html">
238<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
239</body>
240</html>
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