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3<title>mixpp: bdm::LQG Class Reference</title>
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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>
[590]77<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d70ccc26e555b7f96c778a08b0d2153e"></a><!-- doxytag: member="bdm::LQG::set_system" ref="d70ccc26e555b7f96c778a08b0d2153e" args="(shared_ptr&lt; StateSpace&lt; fsqmat &gt; &gt; S0)" -->
78void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#d70ccc26e555b7f96c778a08b0d2153e">set_system</a> (<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1StateSpace.html">StateSpace</a>&lt; <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &gt; &gt; S0)</td></tr>
[538]79
80<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set system parameters from given matrices <br></td></tr>
[590]81<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="be34f68bc868096df1473487b920bae3"></a><!-- doxytag: member="bdm::LQG::set_control_parameters" ref="be34f68bc868096df1473487b920bae3" args="(const mat &amp;Qy0, const mat &amp;Qu0, const vec &amp;y_req0, int horizon0)" -->
82void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#be34f68bc868096df1473487b920bae3">set_control_parameters</a> (const mat &amp;Qy0, const mat &amp;Qu0, const vec &amp;y_req0, int horizon0)</td></tr>
[538]83
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set penalization matrices and control horizon <br></td></tr>
[590]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#ec1a44c57a4569335a943462b35c3156">initialize</a> ()</td></tr>
[538]86
[590]87<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set system parameters from <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter  <a href="#ec1a44c57a4569335a943462b35c3156"></a><br></td></tr>
88<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="96c8fb67798ccd783467fcb607296954"></a><!-- doxytag: member="bdm::LQG::validate" ref="96c8fb67798ccd783467fcb607296954" args="()" -->
89void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr>
90
[538]91<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5016aebbb654a0e3d653b8485e0ea86c"></a><!-- doxytag: member="bdm::LQG::update_state" ref="5016aebbb654a0e3d653b8485e0ea86c" args="()" -->
92virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#5016aebbb654a0e3d653b8485e0ea86c">update_state</a> ()</td></tr>
93
[590]94<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#ec1a44c57a4569335a943462b35c3156" title="set system parameters from Kalman filter">initialize()</a>! <br></td></tr>
[538]95<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ddc5444b092fdb36239f83ab1ae85805"></a><!-- doxytag: member="bdm::LQG::ricatti_step" ref="ddc5444b092fdb36239f83ab1ae85805" args="()" -->
96void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ddc5444b092fdb36239f83ab1ae85805">ricatti_step</a> ()</td></tr>
97
98<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">redesign one step of the <br></td></tr>
99<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e8df589bbdbdd40515f837c9c9560ed8"></a><!-- doxytag: member="bdm::LQG::redesign" ref="e8df589bbdbdd40515f837c9c9560ed8" args="()" -->
100void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#e8df589bbdbdd40515f837c9c9560ed8">redesign</a> ()</td></tr>
101
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Redesign control strategy. <br></td></tr>
103<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)" -->
104vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>apply</b> (const vec &amp;state, const vec &amp;ukm)</td></tr>
105
106<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)" -->
107virtual 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>
108
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">apply control strategy to obtain control input <br></td></tr>
110<tr><td colspan="2"><br><h2>Protected Attributes</h2></td></tr>
[590]111<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="9575232a3b04933e6b4c4299bf1bfe15"></a><!-- doxytag: member="bdm::LQG::S" ref="9575232a3b04933e6b4c4299bf1bfe15" args="" -->
112<a class="el" href="classbdm_1_1shared__ptr.html">shared_ptr</a>&lt; <a class="el" href="classbdm_1_1StateSpace.html">StateSpace</a>&lt; <a class="el" href="classbdm_1_1fsqmat.html">fsqmat</a> &gt; &gt;&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#9575232a3b04933e6b4c4299bf1bfe15">S</a></td></tr>
[538]113
[590]114<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight"><a class="el" href="classbdm_1_1StateSpace.html" title="Basic elements of linear state-space model.">StateSpace</a> model from which we read data. <br></td></tr>
[538]115<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ad002e3dc31c59db7f286b00a8e2fc65"></a><!-- doxytag: member="bdm::LQG::y_req" ref="ad002e3dc31c59db7f286b00a8e2fc65" args="" -->
116vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ad002e3dc31c59db7f286b00a8e2fc65">y_req</a></td></tr>
117
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">required value of the output y at time t (assumed constant) <br></td></tr>
[590]119<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="8dc7e6ca7949ded1d94ccd78cb8bb2da"></a><!-- doxytag: member="bdm::LQG::u_req" ref="8dc7e6ca7949ded1d94ccd78cb8bb2da" args="" -->
120vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#8dc7e6ca7949ded1d94ccd78cb8bb2da">u_req</a></td></tr>
121
122<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">required value of the output y at time t (assumed constant) <br></td></tr>
[538]123<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e770d283502cf4da978d1d8523309869"></a><!-- doxytag: member="bdm::LQG::horizon" ref="e770d283502cf4da978d1d8523309869" args="" -->
124int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#e770d283502cf4da978d1d8523309869">horizon</a></td></tr>
125
126<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Control horizon, set to maxint for infinite horizons. <br></td></tr>
127<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="484963959d51059d73d9c6174782cc2f"></a><!-- doxytag: member="bdm::LQG::Qy" ref="484963959d51059d73d9c6174782cc2f" args="" -->
128mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#484963959d51059d73d9c6174782cc2f">Qy</a></td></tr>
129
130<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization matrix Qy <br></td></tr>
131<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13f14aea28c7f7b074779ece7df5e748"></a><!-- doxytag: member="bdm::LQG::Qu" ref="13f14aea28c7f7b074779ece7df5e748" args="" -->
132mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#13f14aea28c7f7b074779ece7df5e748">Qu</a></td></tr>
133
134<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization matrix Qu <br></td></tr>
135<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="6c9fa6d9bb0be47ac5ed9183eb38562e"></a><!-- doxytag: member="bdm::LQG::td" ref="6c9fa6d9bb0be47ac5ed9183eb38562e" args="" -->
136int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e">td</a></td></tr>
137
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">time of the design step - from horizon-&gt;0 <br></td></tr>
139<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="d78bb29a213eef033a9657ec2f592e80"></a><!-- doxytag: member="bdm::LQG::L" ref="d78bb29a213eef033a9657ec2f592e80" args="" -->
140mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80">L</a></td></tr>
141
142<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">controller parameters <br></td></tr>
[590]143<tr><td colspan="2"><div class="groupHeader">temporary storage for ricatti - use initialize</div></td></tr>
144<tr><td colspan="2"><div class="groupText">convenience parameters <br><br></div></td></tr>
145<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ce3c087c11fa4d50f63d2027be572394"></a><!-- doxytag: member="bdm::LQG::dimx" ref="ce3c087c11fa4d50f63d2027be572394" args="" -->
146int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
147
148<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="753e909ac3694cde54b4fc718e24fa09"></a><!-- doxytag: member="bdm::LQG::dimy" ref="753e909ac3694cde54b4fc718e24fa09" args="" -->
149int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09">dimy</a></td></tr>
150
151<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">convenience parameters <br></td></tr>
152<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="ff701d81aa4f32e0a07a5910f06c8969"></a><!-- doxytag: member="bdm::LQG::dimu" ref="ff701d81aa4f32e0a07a5910f06c8969" args="" -->
153int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969">dimu</a></td></tr>
154
155<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">convenience parameters <br></td></tr>
[538]156<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="3f7d31ad976ed1debeeda12949048909"></a><!-- doxytag: member="bdm::LQG::pr" ref="3f7d31ad976ed1debeeda12949048909" args="" -->
[590]157mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#3f7d31ad976ed1debeeda12949048909">pr</a></td></tr>
[538]158
[590]159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameters <br></td></tr>
[538]160<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="98203a62e12acc13ced7ef22e4ac4255"></a><!-- doxytag: member="bdm::LQG::qux" ref="98203a62e12acc13ced7ef22e4ac4255" args="" -->
161mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#98203a62e12acc13ced7ef22e4ac4255">qux</a></td></tr>
162
163<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br></td></tr>
164<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0fc6ec35bd9e5f99192b5ff7b0257aef"></a><!-- doxytag: member="bdm::LQG::qyx" ref="0fc6ec35bd9e5f99192b5ff7b0257aef" args="" -->
165mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#0fc6ec35bd9e5f99192b5ff7b0257aef">qyx</a></td></tr>
166
167<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br></td></tr>
168<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="5fc6fe8a5205a1698fb319b58315671b"></a><!-- doxytag: member="bdm::LQG::s" ref="5fc6fe8a5205a1698fb319b58315671b" args="" -->
169mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b">s</a></td></tr>
170
171<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal quadratic form <br></td></tr>
172<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="b29c3dfff52b54e44a793d62afbb5a63"></a><!-- doxytag: member="bdm::LQG::qy" ref="b29c3dfff52b54e44a793d62afbb5a63" args="" -->
173mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#b29c3dfff52b54e44a793d62afbb5a63">qy</a></td></tr>
174
175<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br></td></tr>
176<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="0f20c8ff99875e3009f2e427247c4c78"></a><!-- doxytag: member="bdm::LQG::hqy" ref="0f20c8ff99875e3009f2e427247c4c78" args="" -->
177mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#0f20c8ff99875e3009f2e427247c4c78">hqy</a></td></tr>
178
179<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre_qr part <br></td></tr>
180<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="e6c9db2abc7a3290f8e2bb851683d7a0"></a><!-- doxytag: member="bdm::LQG::pre_qr" ref="e6c9db2abc7a3290f8e2bb851683d7a0" args="" -->
181mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0">pre_qr</a></td></tr>
182
183<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre qr matrix <br></td></tr>
184<tr><td class="memItemLeft" nowrap align="right" valign="top"><a class="anchor" name="13eb495eb5e3c3477e2ebaa4640a642e"></a><!-- doxytag: member="bdm::LQG::post_qr" ref="13eb495eb5e3c3477e2ebaa4640a642e" args="" -->
185mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e">post_qr</a></td></tr>
186
187<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post qr matrix <br></td></tr>
188</table>
189<hr><a name="_details"></a><h2>Detailed Description</h2>
[590]190Linear Quadratic Gaussian designer for constant penalizations and constant target Its internals are very close to <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> estimator <hr><h2>Member Function Documentation</h2>
191<a class="anchor" name="ec1a44c57a4569335a943462b35c3156"></a><!-- doxytag: member="bdm::LQG::initialize" ref="ec1a44c57a4569335a943462b35c3156" args="()" -->
[538]192<div class="memitem">
193<div class="memproto">
194      <table class="memname">
195        <tr>
[590]196          <td class="memname">void bdm::LQG::initialize           </td>
[538]197          <td>(</td>
198          <td class="paramname">          </td>
199          <td>&nbsp;)&nbsp;</td>
200          <td></td>
201        </tr>
202      </table>
203</div>
204<div class="memdoc">
205
206<p>
[590]207set system parameters from <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter
[538]208<p>
209refresh temporary storage - inefficient can be improved
[590]210<p>References <a class="el" href="ctrlbase_8h-source.html#l00062">dimu</a>, <a class="el" href="ctrlbase_8h-source.html#l00060">dimy</a>, <a class="el" href="ctrlbase_8h-source.html#l00075">hqy</a>, <a class="el" href="ctrlbase_8h-source.html#l00079">post_qr</a>, <a class="el" href="ctrlbase_8h-source.html#l00065">pr</a>, <a class="el" href="ctrlbase_8h-source.html#l00077">pre_qr</a>, <a class="el" href="ctrlbase_8h-source.html#l00050">Qu</a>, <a class="el" href="ctrlbase_8h-source.html#l00067">qux</a>, <a class="el" href="ctrlbase_8h-source.html#l00048">Qy</a>, <a class="el" href="ctrlbase_8h-source.html#l00069">qyx</a>, <a class="el" href="ctrlbase_8h-source.html#l00071">s</a>, and <a class="el" href="ctrlbase_8h-source.html#l00039">S</a>.</p>
[538]211
[590]212<p>Referenced by <a class="el" href="ctrlbase_8cpp-source.html#l00014">set_control_parameters()</a>.</p>
[538]213
214</div>
215</div><p>
216<hr>The documentation for this class was generated from the following files:<ul>
217<li><a class="el" href="ctrlbase_8h-source.html">ctrlbase.h</a><li>ctrlbase.cpp</ul>
218</div>
[590]219<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:46 2009 for mixpp by&nbsp;
[538]220<a href="http://www.doxygen.org/index.html">
221<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>
222</body>
223</html>
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