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[538]5<title>mixpp: bdm::LQG Class Reference</title>
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69  <div class="navpath"><b>bdm</b>::<a class="el" href="classbdm_1_1LQG.html">LQG</a>
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[591]73<h1>bdm::LQG Class Reference</h1><!-- doxytag: class="bdm::LQG" --><!-- doxytag: inherits="bdm::Designer" -->
74<p><code>#include &lt;<a class="el" href="ctrlbase_8h_source.html">ctrlbase.h</a>&gt;</code></p>
[538]75
[591]76<p><a href="classbdm_1_1LQG-members.html">List of all members.</a></p>
77<table border="0" cellpadding="0" cellspacing="0">
78<tr><td colspan="2"><h2>Public Member Functions</h2></td></tr>
79<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad70ccc26e555b7f96c778a08b0d2153e"></a><!-- doxytag: member="bdm::LQG::set_system" ref="ad70ccc26e555b7f96c778a08b0d2153e" args="(shared_ptr&lt; StateSpace&lt; fsqmat &gt; &gt; S0)" -->
80void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ad70ccc26e555b7f96c778a08b0d2153e">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>
81<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set system parameters from given matrices <br/></td></tr>
82<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abe34f68bc868096df1473487b920bae3"></a><!-- doxytag: member="bdm::LQG::set_control_parameters" ref="abe34f68bc868096df1473487b920bae3" args="(const mat &amp;Qy0, const mat &amp;Qu0, const vec &amp;y_req0, int horizon0)" -->
83void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#abe34f68bc868096df1473487b920bae3">set_control_parameters</a> (const mat &amp;Qy0, const mat &amp;Qu0, const vec &amp;y_req0, int horizon0)</td></tr>
84<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">set penalization matrices and control horizon <br/></td></tr>
85<tr><td class="memItemLeft" align="right" valign="top">void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#aec1a44c57a4569335a943462b35c3156">initialize</a> ()</td></tr>
86<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="#aec1a44c57a4569335a943462b35c3156"></a><br/></td></tr>
87<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a96c8fb67798ccd783467fcb607296954"></a><!-- doxytag: member="bdm::LQG::validate" ref="a96c8fb67798ccd783467fcb607296954" args="()" -->
[590]88void&nbsp;</td><td class="memItemRight" valign="bottom"><b>validate</b> ()</td></tr>
[591]89<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5016aebbb654a0e3d653b8485e0ea86c"></a><!-- doxytag: member="bdm::LQG::update_state" ref="a5016aebbb654a0e3d653b8485e0ea86c" args="()" -->
90virtual void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a5016aebbb654a0e3d653b8485e0ea86c">update_state</a> ()</td></tr>
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#aec1a44c57a4569335a943462b35c3156" title="set system parameters from Kalman filter">initialize()</a>! <br/></td></tr>
92<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="addc5444b092fdb36239f83ab1ae85805"></a><!-- doxytag: member="bdm::LQG::ricatti_step" ref="addc5444b092fdb36239f83ab1ae85805" args="()" -->
93void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#addc5444b092fdb36239f83ab1ae85805">ricatti_step</a> ()</td></tr>
94<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">redesign one step of the <br/></td></tr>
95<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae8df589bbdbdd40515f837c9c9560ed8"></a><!-- doxytag: member="bdm::LQG::redesign" ref="ae8df589bbdbdd40515f837c9c9560ed8" args="()" -->
96void&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ae8df589bbdbdd40515f837c9c9560ed8">redesign</a> ()</td></tr>
97<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Redesign control strategy. <br/></td></tr>
98<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="abd673ed2fee4289c212e03df084e8af5"></a><!-- doxytag: member="bdm::LQG::apply" ref="abd673ed2fee4289c212e03df084e8af5" args="(const vec &amp;state, const vec &amp;ukm)" -->
[538]99vec&nbsp;</td><td class="memItemRight" valign="bottom"><b>apply</b> (const vec &amp;state, const vec &amp;ukm)</td></tr>
[591]100<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a334668204e01d468fe107780d10d2bd8"></a><!-- doxytag: member="bdm::LQG::apply" ref="a334668204e01d468fe107780d10d2bd8" args="(const vec &amp;cond)" -->
101virtual vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1Designer.html#a334668204e01d468fe107780d10d2bd8">apply</a> (const vec &amp;cond)</td></tr>
102<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">apply control strategy to obtain control input <br/></td></tr>
103<tr><td colspan="2"><h2>Protected Attributes</h2></td></tr>
104<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a9575232a3b04933e6b4c4299bf1bfe15"></a><!-- doxytag: member="bdm::LQG::S" ref="a9575232a3b04933e6b4c4299bf1bfe15" args="" -->
105<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#a9575232a3b04933e6b4c4299bf1bfe15">S</a></td></tr>
106<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>
107<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aad002e3dc31c59db7f286b00a8e2fc65"></a><!-- doxytag: member="bdm::LQG::y_req" ref="aad002e3dc31c59db7f286b00a8e2fc65" args="" -->
108vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#aad002e3dc31c59db7f286b00a8e2fc65">y_req</a></td></tr>
109<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">required value of the output y at time t (assumed constant) <br/></td></tr>
110<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a8dc7e6ca7949ded1d94ccd78cb8bb2da"></a><!-- doxytag: member="bdm::LQG::u_req" ref="a8dc7e6ca7949ded1d94ccd78cb8bb2da" args="" -->
111vec&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a8dc7e6ca7949ded1d94ccd78cb8bb2da">u_req</a></td></tr>
112<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">required value of the output y at time t (assumed constant) <br/></td></tr>
113<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae770d283502cf4da978d1d8523309869"></a><!-- doxytag: member="bdm::LQG::horizon" ref="ae770d283502cf4da978d1d8523309869" args="" -->
114int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ae770d283502cf4da978d1d8523309869">horizon</a></td></tr>
115<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">Control horizon, set to maxint for infinite horizons. <br/></td></tr>
116<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a484963959d51059d73d9c6174782cc2f"></a><!-- doxytag: member="bdm::LQG::Qy" ref="a484963959d51059d73d9c6174782cc2f" args="" -->
117mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a484963959d51059d73d9c6174782cc2f">Qy</a></td></tr>
118<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization matrix Qy <br/></td></tr>
119<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a13f14aea28c7f7b074779ece7df5e748"></a><!-- doxytag: member="bdm::LQG::Qu" ref="a13f14aea28c7f7b074779ece7df5e748" args="" -->
120mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a13f14aea28c7f7b074779ece7df5e748">Qu</a></td></tr>
121<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization matrix Qu <br/></td></tr>
122<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a6c9fa6d9bb0be47ac5ed9183eb38562e"></a><!-- doxytag: member="bdm::LQG::td" ref="a6c9fa6d9bb0be47ac5ed9183eb38562e" args="" -->
123int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a6c9fa6d9bb0be47ac5ed9183eb38562e">td</a></td></tr>
124<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">time of the design step - from horizon-&gt;0 <br/></td></tr>
125<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ad78bb29a213eef033a9657ec2f592e80"></a><!-- doxytag: member="bdm::LQG::L" ref="ad78bb29a213eef033a9657ec2f592e80" args="" -->
126mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ad78bb29a213eef033a9657ec2f592e80">L</a></td></tr>
127<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">controller parameters <br/></td></tr>
[590]128<tr><td colspan="2"><div class="groupHeader">temporary storage for ricatti - use initialize</div></td></tr>
[591]129<tr><td colspan="2"><div class="groupText"><p><a class="anchor" id="amgrpb642745e6044566e5a5d79fb42ec1d82"></a> convenience parameters </p>
130<br/><br/></div></td></tr>
131<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ace3c087c11fa4d50f63d2027be572394"></a><!-- doxytag: member="bdm::LQG::dimx" ref="ace3c087c11fa4d50f63d2027be572394" args="" -->
[590]132int&nbsp;</td><td class="memItemRight" valign="bottom"><b>dimx</b></td></tr>
[591]133<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a753e909ac3694cde54b4fc718e24fa09"></a><!-- doxytag: member="bdm::LQG::dimy" ref="a753e909ac3694cde54b4fc718e24fa09" args="" -->
134int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a753e909ac3694cde54b4fc718e24fa09">dimy</a></td></tr>
135<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">convenience parameters <br/></td></tr>
136<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="aff701d81aa4f32e0a07a5910f06c8969"></a><!-- doxytag: member="bdm::LQG::dimu" ref="aff701d81aa4f32e0a07a5910f06c8969" args="" -->
137int&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#aff701d81aa4f32e0a07a5910f06c8969">dimu</a></td></tr>
138<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">convenience parameters <br/></td></tr>
139<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a3f7d31ad976ed1debeeda12949048909"></a><!-- doxytag: member="bdm::LQG::pr" ref="a3f7d31ad976ed1debeeda12949048909" args="" -->
140mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a3f7d31ad976ed1debeeda12949048909">pr</a></td></tr>
141<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">parameters <br/></td></tr>
142<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a98203a62e12acc13ced7ef22e4ac4255"></a><!-- doxytag: member="bdm::LQG::qux" ref="a98203a62e12acc13ced7ef22e4ac4255" args="" -->
143mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a98203a62e12acc13ced7ef22e4ac4255">qux</a></td></tr>
144<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br/></td></tr>
145<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0fc6ec35bd9e5f99192b5ff7b0257aef"></a><!-- doxytag: member="bdm::LQG::qyx" ref="a0fc6ec35bd9e5f99192b5ff7b0257aef" args="" -->
146mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a0fc6ec35bd9e5f99192b5ff7b0257aef">qyx</a></td></tr>
147<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br/></td></tr>
148<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a5fc6fe8a5205a1698fb319b58315671b"></a><!-- doxytag: member="bdm::LQG::s" ref="a5fc6fe8a5205a1698fb319b58315671b" args="" -->
149mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a5fc6fe8a5205a1698fb319b58315671b">s</a></td></tr>
150<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">internal quadratic form <br/></td></tr>
151<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ab29c3dfff52b54e44a793d62afbb5a63"></a><!-- doxytag: member="bdm::LQG::qy" ref="ab29c3dfff52b54e44a793d62afbb5a63" args="" -->
152mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ab29c3dfff52b54e44a793d62afbb5a63">qy</a></td></tr>
153<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">penalization <br/></td></tr>
154<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a0f20c8ff99875e3009f2e427247c4c78"></a><!-- doxytag: member="bdm::LQG::hqy" ref="a0f20c8ff99875e3009f2e427247c4c78" args="" -->
155mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a0f20c8ff99875e3009f2e427247c4c78">hqy</a></td></tr>
156<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre_qr part <br/></td></tr>
157<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="ae6c9db2abc7a3290f8e2bb851683d7a0"></a><!-- doxytag: member="bdm::LQG::pre_qr" ref="ae6c9db2abc7a3290f8e2bb851683d7a0" args="" -->
158mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#ae6c9db2abc7a3290f8e2bb851683d7a0">pre_qr</a></td></tr>
159<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">pre qr matrix <br/></td></tr>
160<tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="a13eb495eb5e3c3477e2ebaa4640a642e"></a><!-- doxytag: member="bdm::LQG::post_qr" ref="a13eb495eb5e3c3477e2ebaa4640a642e" args="" -->
161mat&nbsp;</td><td class="memItemRight" valign="bottom"><a class="el" href="classbdm_1_1LQG.html#a13eb495eb5e3c3477e2ebaa4640a642e">post_qr</a></td></tr>
162<tr><td class="mdescLeft">&nbsp;</td><td class="mdescRight">post qr matrix <br/></td></tr>
[538]163</table>
[591]164<hr/><a name="_details"></a><h2>Detailed Description</h2>
165<p>Linear 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 </p>
166<hr/><h2>Member Function Documentation</h2>
167<a class="anchor" id="aec1a44c57a4569335a943462b35c3156"></a><!-- doxytag: member="bdm::LQG::initialize" ref="aec1a44c57a4569335a943462b35c3156" args="()" -->
[538]168<div class="memitem">
169<div class="memproto">
170      <table class="memname">
171        <tr>
[591]172          <td class="memname">void bdm::LQG::initialize </td>
[538]173          <td>(</td>
[591]174          <td class="paramname"></td>
[538]175          <td>&nbsp;)&nbsp;</td>
176          <td></td>
177        </tr>
178      </table>
179</div>
180<div class="memdoc">
181
[591]182<p>set system parameters from <a class="el" href="classbdm_1_1Kalman.html" title="Common abstract base for Kalman filters.">Kalman</a> filter </p>
183<p>refresh temporary storage - inefficient can be improved </p>
[538]184
[591]185<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]186
[591]187<p>Referenced by <a class="el" href="ctrlbase_8cpp_source.html#l00014">set_control_parameters()</a>.</p>
188
[538]189</div>
190</div>
[591]191<hr/>The documentation for this class was generated from the following files:<ul>
192<li><a class="el" href="ctrlbase_8h_source.html">ctrlbase.h</a></li>
193<li>ctrlbase.cpp</li>
194</ul>
195</div>
[614]196<hr size="1"/><address style="text-align: right;"><small>Generated on Sun Sep 13 22:40:43 2009 for mixpp by&nbsp;
[538]197<a href="http://www.doxygen.org/index.html">
[591]198<img class="footer" src="doxygen.png" alt="doxygen"/></a> 1.6.1 </small></address>
[538]199</body>
200</html>
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