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    r538 r590  
    6464<h1>ctrlbase.h</h1><a href="ctrlbase_8h.html">Go to the documentation of this file.</a><div class="fragment"><pre class="fragment"><a name="l00001"></a>00001  
    6565<a name="l00013"></a>00013 <span class="preprocessor">#include "../base/bdmbase.h"</span> 
    66 <a name="l00014"></a>00014  
    67 <a name="l00015"></a>00015 <span class="keyword">namespace </span>bdm{ 
    68 <a name="l00016"></a>00016  
    69 <a name="l00018"></a><a class="code" href="classbdm_1_1Designer.html">00018</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1Designer.html" title="Base class of designers of control strategy.">Designer</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { 
    70 <a name="l00019"></a>00019         <span class="keyword">public</span>: 
    71 <a name="l00021"></a><a class="code" href="classbdm_1_1Designer.html#c2855e3a554af0221401626a2904ef22">00021</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1Designer.html#c2855e3a554af0221401626a2904ef22" title="Redesign control strategy.">redesign</a>(){it_error(<span class="stringliteral">"Not implemented"</span>); }; 
    72 <a name="l00023"></a><a class="code" href="classbdm_1_1Designer.html#334668204e01d468fe107780d10d2bd8">00023</a>                 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1Designer.html#334668204e01d468fe107780d10d2bd8" title="apply control strategy to obtain control input">apply</a>(<span class="keyword">const</span> vec &amp;cond){it_error(<span class="stringliteral">"Not implemented"</span>); <span class="keywordflow">return</span> vec(0);} 
    73 <a name="l00024"></a>00024 }; 
    74 <a name="l00025"></a>00025  
    75 <a name="l00028"></a><a class="code" href="classbdm_1_1LQG.html">00028</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1LQG.html">LQG</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1Designer.html" title="Base class of designers of control strategy.">Designer</a> { 
    76 <a name="l00029"></a>00029         <span class="keyword">protected</span>: 
    77 <a name="l00031"></a><a class="code" href="classbdm_1_1LQG.html#ce3c087c11fa4d50f63d2027be572394">00031</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#ce3c087c11fa4d50f63d2027be572394" title="dimension of state">dimx</a>; 
    78 <a name="l00033"></a><a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969">00033</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>; 
    79 <a name="l00035"></a><a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09">00035</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="dimension of output">dimy</a>; 
    80 <a name="l00036"></a>00036  
    81 <a name="l00038"></a><a class="code" href="classbdm_1_1LQG.html#ffc0d99976377c584afd5717440a7e61">00038</a>                 mat <a class="code" href="classbdm_1_1LQG.html#ffc0d99976377c584afd5717440a7e61" title="matrix A of the linear system">A</a>; 
    82 <a name="l00040"></a><a class="code" href="classbdm_1_1LQG.html#3093b0597585914ed7ed8c7bc3f2073f">00040</a>                 mat <a class="code" href="classbdm_1_1LQG.html#3093b0597585914ed7ed8c7bc3f2073f" title="matrix B of the linear system">B</a>; 
    83 <a name="l00042"></a><a class="code" href="classbdm_1_1LQG.html#fc2b09d6ff3fd8a7dd6ed8ecf2fb3376">00042</a>                 mat <a class="code" href="classbdm_1_1LQG.html#fc2b09d6ff3fd8a7dd6ed8ecf2fb3376" title="matrix C of the linear system">C</a>; 
    84 <a name="l00044"></a><a class="code" href="classbdm_1_1LQG.html#ad002e3dc31c59db7f286b00a8e2fc65">00044</a>                 vec <a class="code" href="classbdm_1_1LQG.html#ad002e3dc31c59db7f286b00a8e2fc65" title="required value of the output y at time t (assumed constant)">y_req</a>; 
    85 <a name="l00045"></a>00045                  
    86 <a name="l00047"></a><a class="code" href="classbdm_1_1LQG.html#e770d283502cf4da978d1d8523309869">00047</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#e770d283502cf4da978d1d8523309869" title="Control horizon, set to maxint for infinite horizons.">horizon</a>; 
    87 <a name="l00049"></a><a class="code" href="classbdm_1_1LQG.html#484963959d51059d73d9c6174782cc2f">00049</a>                 mat <a class="code" href="classbdm_1_1LQG.html#484963959d51059d73d9c6174782cc2f" title="penalization matrix Qy">Qy</a>; 
    88 <a name="l00051"></a><a class="code" href="classbdm_1_1LQG.html#13f14aea28c7f7b074779ece7df5e748">00051</a>                 mat <a class="code" href="classbdm_1_1LQG.html#13f14aea28c7f7b074779ece7df5e748" title="penalization matrix Qu">Qu</a>; 
    89 <a name="l00053"></a><a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e">00053</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e" title="time of the design step - from horizon-&amp;gt;0">td</a>; 
    90 <a name="l00055"></a><a class="code" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80">00055</a>                 mat <a class="code" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80" title="controller parameters">L</a>; 
    91 <a name="l00056"></a>00056                  
    92 <a name="l00059"></a>00059                 mat pr; 
    93 <a name="l00061"></a><a class="code" href="classbdm_1_1LQG.html#98203a62e12acc13ced7ef22e4ac4255">00061</a>                 mat <a class="code" href="classbdm_1_1LQG.html#98203a62e12acc13ced7ef22e4ac4255" title="penalization">qux</a>; 
    94 <a name="l00063"></a><a class="code" href="classbdm_1_1LQG.html#0fc6ec35bd9e5f99192b5ff7b0257aef">00063</a>                 mat <a class="code" href="classbdm_1_1LQG.html#0fc6ec35bd9e5f99192b5ff7b0257aef" title="penalization">qyx</a>; 
    95 <a name="l00065"></a><a class="code" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b">00065</a>                 mat <a class="code" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b" title="internal quadratic form">s</a>; 
    96 <a name="l00067"></a><a class="code" href="classbdm_1_1LQG.html#b29c3dfff52b54e44a793d62afbb5a63">00067</a>                 mat <a class="code" href="classbdm_1_1LQG.html#b29c3dfff52b54e44a793d62afbb5a63" title="penalization">qy</a>; 
    97 <a name="l00069"></a><a class="code" href="classbdm_1_1LQG.html#0f20c8ff99875e3009f2e427247c4c78">00069</a>                 mat <a class="code" href="classbdm_1_1LQG.html#0f20c8ff99875e3009f2e427247c4c78" title="pre_qr part">hqy</a>; 
    98 <a name="l00071"></a><a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0">00071</a>                 mat <a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0" title="pre qr matrix">pre_qr</a>; 
    99 <a name="l00073"></a><a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e">00073</a>                 mat <a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>; 
    100 <a name="l00075"></a>00075                  
    101 <a name="l00076"></a>00076         <span class="keyword">public</span>: 
    102 <a name="l00078"></a>00078                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#50b5aee93427077a97d6640cc90e50e3" title="set system parameters from given matrices">set_system_parameters</a>(<span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1LQG.html#ffc0d99976377c584afd5717440a7e61" title="matrix A of the linear system">A</a>, <span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1LQG.html#3093b0597585914ed7ed8c7bc3f2073f" title="matrix B of the linear system">B</a>, <span class="keyword">const</span> mat &amp;<a class="code" href="classbdm_1_1LQG.html#fc2b09d6ff3fd8a7dd6ed8ecf2fb3376" title="matrix C of the linear system">C</a>); 
    103 <a name="l00080"></a>00080                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#13c39ce525ac7969777113abcad20729" title="set penalization matrices and control horizon">set_control_parameters</a>(<span class="keyword">const</span> mat &amp;Qy0, <span class="keyword">const</span> mat &amp;Qu0, <span class="keyword">const</span> vec y_req0, <span class="keywordtype">int</span> horizon0); 
    104 <a name="l00082"></a>00082 <span class="comment">//              void set_system_parameters(const Kalman &amp;K);</span> 
    105 <a name="l00084"></a>00084 <span class="comment"></span>                <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#3c85d71e15b469f608a8bee1f901264b" title="set system parameters from Kalman filter">prepare_qr</a>(); 
    106 <a name="l00086"></a><a class="code" href="classbdm_1_1LQG.html#5016aebbb654a0e3d653b8485e0ea86c">00086</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#5016aebbb654a0e3d653b8485e0ea86c" title="function for future use which is called at each time td; Should call prepare_qr()!...">update_state</a>(){}; 
    107 <a name="l00088"></a><a class="code" href="classbdm_1_1LQG.html#ddc5444b092fdb36239f83ab1ae85805">00088</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#ddc5444b092fdb36239f83ab1ae85805" title="redesign one step of the">ricatti_step</a>(){ 
    108 <a name="l00089"></a>00089                         <a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0" title="pre qr matrix">pre_qr</a>.set_submatrix(0,0,<a class="code" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b" title="internal quadratic form">s</a>*pr); 
    109 <a name="l00090"></a>00090                         <a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0" title="pre qr matrix">pre_qr</a>.set_submatrix(<a class="code" href="classbdm_1_1LQG.html#ce3c087c11fa4d50f63d2027be572394" title="dimension of state">dimx</a>+<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>+<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="dimension of output">dimy</a>, <a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>+<a class="code" href="classbdm_1_1LQG.html#ce3c087c11fa4d50f63d2027be572394" title="dimension of state">dimx</a>, -<a class="code" href="classbdm_1_1LQG.html#484963959d51059d73d9c6174782cc2f" title="penalization matrix Qy">Qy</a>*<a class="code" href="classbdm_1_1LQG.html#ad002e3dc31c59db7f286b00a8e2fc65" title="required value of the output y at time t (assumed constant)">y_req</a>); 
    110 <a name="l00091"></a>00091                         <span class="keywordflow">if</span> (!qr(<a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0" title="pre qr matrix">pre_qr</a>,<a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>)) it_warning(<span class="stringliteral">"QR in LQG unstable"</span>); 
    111 <a name="l00092"></a>00092                         triu(<a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>); 
    112 <a name="l00093"></a>00093         <span class="comment">// hn(m+1:2*m+n+r,m+1:2*m+n+r);</span> 
    113 <a name="l00094"></a>00094                         <a class="code" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b" title="internal quadratic form">s</a>=<a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>.get(<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>, 2*<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>+<a class="code" href="classbdm_1_1LQG.html#ce3c087c11fa4d50f63d2027be572394" title="dimension of state">dimx</a>+<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="dimension of output">dimy</a>-1, <a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>, 2*<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>+<a class="code" href="classbdm_1_1LQG.html#ce3c087c11fa4d50f63d2027be572394" title="dimension of state">dimx</a>+<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="dimension of output">dimy</a>-1); 
    114 <a name="l00095"></a>00095                 }; 
    115 <a name="l00096"></a><a class="code" href="classbdm_1_1LQG.html#e8df589bbdbdd40515f837c9c9560ed8">00096</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#e8df589bbdbdd40515f837c9c9560ed8" title="Redesign control strategy.">redesign</a>(){ 
    116 <a name="l00097"></a>00097                         <span class="keywordflow">for</span>(<a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e" title="time of the design step - from horizon-&amp;gt;0">td</a>=<a class="code" href="classbdm_1_1LQG.html#e770d283502cf4da978d1d8523309869" title="Control horizon, set to maxint for infinite horizons.">horizon</a>; <a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e" title="time of the design step - from horizon-&amp;gt;0">td</a>&gt;0; <a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e" title="time of the design step - from horizon-&amp;gt;0">td</a>--){ 
    117 <a name="l00098"></a>00098                                 <a class="code" href="classbdm_1_1LQG.html#5016aebbb654a0e3d653b8485e0ea86c" title="function for future use which is called at each time td; Should call prepare_qr()!...">update_state</a>(); 
    118 <a name="l00099"></a>00099                                 <a class="code" href="classbdm_1_1LQG.html#ddc5444b092fdb36239f83ab1ae85805" title="redesign one step of the">ricatti_step</a>(); 
    119 <a name="l00100"></a>00100                         } 
    120 <a name="l00101"></a>00101 <span class="comment">/*                      ws=hn(1:m,m+1:2*m+n+r);</span> 
    121 <a name="l00102"></a>00102 <span class="comment">                        wsd=hn(1:m,1:m);</span> 
    122 <a name="l00103"></a>00103 <span class="comment">                        Lklq=-inv(wsd)*ws;*/</span> 
    123 <a name="l00104"></a>00104                         <a class="code" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80" title="controller parameters">L</a> = -inv(<a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>.get(0,<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>-1, 0,<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>-1)) * <a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>.get(0,<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>-1, <a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>, 2*<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="dimension of inputs">dimu</a>+<a class="code" href="classbdm_1_1LQG.html#ce3c087c11fa4d50f63d2027be572394" title="dimension of state">dimx</a>+<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="dimension of output">dimy</a>-1); 
    124 <a name="l00105"></a>00105                 } 
    125 <a name="l00106"></a>00106                 vec apply(<span class="keyword">const</span> vec &amp;state, <span class="keyword">const</span> vec &amp;ukm){vec pom=concat(state, ones(<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="dimension of output">dimy</a>), ukm); <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80" title="controller parameters">L</a>*pom;} 
    126 <a name="l00107"></a>00107         } ; 
    127 <a name="l00108"></a>00108  
    128 <a name="l00109"></a>00109 } <span class="comment">// namespace</span> 
     66<a name="l00014"></a>00014 <span class="preprocessor">#include "../estim/kalman.h"</span> 
     67<a name="l00015"></a>00015  
     68<a name="l00016"></a>00016 <span class="keyword">namespace </span>bdm{ 
     69<a name="l00017"></a>00017  
     70<a name="l00019"></a><a class="code" href="classbdm_1_1Designer.html">00019</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1Designer.html" title="Low-level class for design of control strategy.">Designer</a>  { 
     71<a name="l00020"></a>00020          
     72<a name="l00021"></a>00021         <span class="keyword">public</span>: 
     73<a name="l00023"></a><a class="code" href="classbdm_1_1Designer.html#c2855e3a554af0221401626a2904ef22">00023</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1Designer.html#c2855e3a554af0221401626a2904ef22" title="Redesign control strategy.">redesign</a>() { 
     74<a name="l00024"></a>00024                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"Not implemented"</span>); 
     75<a name="l00025"></a>00025                 } 
     76<a name="l00026"></a>00026  
     77<a name="l00028"></a><a class="code" href="classbdm_1_1Designer.html#334668204e01d468fe107780d10d2bd8">00028</a>                 <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1Designer.html#334668204e01d468fe107780d10d2bd8" title="apply control strategy to obtain control input">apply</a>(<span class="keyword">const</span> vec &amp;cond) { 
     78<a name="l00029"></a>00029                         <a class="code" href="bdmerror_8h.html#7c43f3a72afe68ab0c85663a1bb3521a" title="Unconditionally throw std::runtime_error.">bdm_error</a>(<span class="stringliteral">"Not implemented"</span>); 
     79<a name="l00030"></a>00030                         <span class="keywordflow">return</span> vec(); 
     80<a name="l00031"></a>00031                 } 
     81<a name="l00032"></a>00032 }; 
     82<a name="l00033"></a>00033  
     83<a name="l00036"></a><a class="code" href="classbdm_1_1LQG.html">00036</a> <span class="keyword">class </span><a class="code" href="classbdm_1_1LQG.html">LQG</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1Designer.html" title="Low-level class for design of control strategy.">Designer</a> { 
     84<a name="l00037"></a>00037         <span class="keyword">protected</span>: 
     85<a name="l00039"></a><a class="code" href="classbdm_1_1LQG.html#9575232a3b04933e6b4c4299bf1bfe15">00039</a>                 <a class="code" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1::shared_ptr spec.">shared_ptr&lt;StateSpace&lt;fsqmat&gt;</a> &gt; <a class="code" href="classbdm_1_1LQG.html#9575232a3b04933e6b4c4299bf1bfe15" title="StateSpace model from which we read data.">S</a>; 
     86<a name="l00041"></a><a class="code" href="classbdm_1_1LQG.html#ad002e3dc31c59db7f286b00a8e2fc65">00041</a>                 vec <a class="code" href="classbdm_1_1LQG.html#ad002e3dc31c59db7f286b00a8e2fc65" title="required value of the output y at time t (assumed constant)">y_req</a>; 
     87<a name="l00043"></a><a class="code" href="classbdm_1_1LQG.html#8dc7e6ca7949ded1d94ccd78cb8bb2da">00043</a>                 vec <a class="code" href="classbdm_1_1LQG.html#8dc7e6ca7949ded1d94ccd78cb8bb2da" title="required value of the output y at time t (assumed constant)">u_req</a>; 
     88<a name="l00044"></a>00044                  
     89<a name="l00046"></a><a class="code" href="classbdm_1_1LQG.html#e770d283502cf4da978d1d8523309869">00046</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#e770d283502cf4da978d1d8523309869" title="Control horizon, set to maxint for infinite horizons.">horizon</a>; 
     90<a name="l00048"></a><a class="code" href="classbdm_1_1LQG.html#484963959d51059d73d9c6174782cc2f">00048</a>                 mat <a class="code" href="classbdm_1_1LQG.html#484963959d51059d73d9c6174782cc2f" title="penalization matrix Qy">Qy</a>; 
     91<a name="l00050"></a><a class="code" href="classbdm_1_1LQG.html#13f14aea28c7f7b074779ece7df5e748">00050</a>                 mat <a class="code" href="classbdm_1_1LQG.html#13f14aea28c7f7b074779ece7df5e748" title="penalization matrix Qu">Qu</a>; 
     92<a name="l00052"></a><a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e">00052</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e" title="time of the design step - from horizon-&amp;gt;0">td</a>; 
     93<a name="l00054"></a><a class="code" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80">00054</a>                 mat <a class="code" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80" title="controller parameters">L</a>; 
     94<a name="l00055"></a>00055                  
     95<a name="l00058"></a>00058                 <span class="keywordtype">int</span> dimx; 
     96<a name="l00060"></a><a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09">00060</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="convenience parameters">dimy</a>; 
     97<a name="l00062"></a><a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969">00062</a>                 <span class="keywordtype">int</span> <a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>; 
     98<a name="l00063"></a>00063                  
     99<a name="l00065"></a><a class="code" href="classbdm_1_1LQG.html#3f7d31ad976ed1debeeda12949048909">00065</a>                 mat <a class="code" href="classbdm_1_1LQG.html#3f7d31ad976ed1debeeda12949048909" title="parameters">pr</a>; 
     100<a name="l00067"></a><a class="code" href="classbdm_1_1LQG.html#98203a62e12acc13ced7ef22e4ac4255">00067</a>                 mat <a class="code" href="classbdm_1_1LQG.html#98203a62e12acc13ced7ef22e4ac4255" title="penalization">qux</a>; 
     101<a name="l00069"></a><a class="code" href="classbdm_1_1LQG.html#0fc6ec35bd9e5f99192b5ff7b0257aef">00069</a>                 mat <a class="code" href="classbdm_1_1LQG.html#0fc6ec35bd9e5f99192b5ff7b0257aef" title="penalization">qyx</a>; 
     102<a name="l00071"></a><a class="code" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b">00071</a>                 mat <a class="code" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b" title="internal quadratic form">s</a>; 
     103<a name="l00073"></a><a class="code" href="classbdm_1_1LQG.html#b29c3dfff52b54e44a793d62afbb5a63">00073</a>                 mat <a class="code" href="classbdm_1_1LQG.html#b29c3dfff52b54e44a793d62afbb5a63" title="penalization">qy</a>; 
     104<a name="l00075"></a><a class="code" href="classbdm_1_1LQG.html#0f20c8ff99875e3009f2e427247c4c78">00075</a>                 mat <a class="code" href="classbdm_1_1LQG.html#0f20c8ff99875e3009f2e427247c4c78" title="pre_qr part">hqy</a>; 
     105<a name="l00077"></a><a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0">00077</a>                 mat <a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0" title="pre qr matrix">pre_qr</a>; 
     106<a name="l00079"></a><a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e">00079</a>                 mat <a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>; 
     107<a name="l00081"></a>00081                  
     108<a name="l00082"></a>00082         <span class="keyword">public</span>: 
     109<a name="l00084"></a>00084                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#d70ccc26e555b7f96c778a08b0d2153e" title="set system parameters from given matrices">set_system</a>(<a class="code" href="classbdm_1_1shared__ptr.html" title="A naive implementation of roughly a subset of the std::tr1::shared_ptr spec.">shared_ptr</a>&lt;<a class="code" href="classbdm_1_1StateSpace.html">StateSpace&lt;fsqmat&gt;</a> &gt; S0); 
     110<a name="l00086"></a>00086                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#be34f68bc868096df1473487b920bae3" title="set penalization matrices and control horizon">set_control_parameters</a>(<span class="keyword">const</span> mat &amp;Qy0, <span class="keyword">const</span> mat &amp;Qu0, <span class="keyword">const</span> vec &amp;y_req0, <span class="keywordtype">int</span> horizon0); 
     111<a name="l00088"></a>00088 <span class="comment">//              void set_system_parameters(const Kalman &amp;K);</span> 
     112<a name="l00090"></a>00090 <span class="comment"></span>                <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#ec1a44c57a4569335a943462b35c3156" title="set system parameters from Kalman filter">initialize</a>(); 
     113<a name="l00091"></a>00091                 <span class="keywordtype">void</span> validate(); 
     114<a name="l00093"></a><a class="code" href="classbdm_1_1LQG.html#5016aebbb654a0e3d653b8485e0ea86c">00093</a>                 <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#5016aebbb654a0e3d653b8485e0ea86c" title="function for future use which is called at each time td; Should call initialize()!...">update_state</a>(){}; 
     115<a name="l00095"></a><a class="code" href="classbdm_1_1LQG.html#ddc5444b092fdb36239f83ab1ae85805">00095</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#ddc5444b092fdb36239f83ab1ae85805" title="redesign one step of the">ricatti_step</a>(){ 
     116<a name="l00096"></a>00096                         <a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0" title="pre qr matrix">pre_qr</a>.set_submatrix(0,0,<a class="code" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b" title="internal quadratic form">s</a>*<a class="code" href="classbdm_1_1LQG.html#3f7d31ad976ed1debeeda12949048909" title="parameters">pr</a>); 
     117<a name="l00097"></a>00097                         <a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0" title="pre qr matrix">pre_qr</a>.set_submatrix(dimx+<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>+<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="convenience parameters">dimy</a>, <a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>+dimx, -<a class="code" href="classbdm_1_1LQG.html#484963959d51059d73d9c6174782cc2f" title="penalization matrix Qy">Qy</a>*<a class="code" href="classbdm_1_1LQG.html#ad002e3dc31c59db7f286b00a8e2fc65" title="required value of the output y at time t (assumed constant)">y_req</a>); 
     118<a name="l00098"></a>00098                         <span class="keywordflow">if</span> (!qr(<a class="code" href="classbdm_1_1LQG.html#e6c9db2abc7a3290f8e2bb851683d7a0" title="pre qr matrix">pre_qr</a>,<a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>)) <a class="code" href="bdmerror_8h.html#59c5a63b3878ebcd6cc952fc2b47191c" title="Display a warning message.">bdm_warning</a>(<span class="stringliteral">"QR in LQG unstable"</span>); 
     119<a name="l00099"></a>00099                         triu(<a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>); 
     120<a name="l00100"></a>00100         <span class="comment">// hn(m+1:2*m+n+r,m+1:2*m+n+r);</span> 
     121<a name="l00101"></a>00101                         <a class="code" href="classbdm_1_1LQG.html#5fc6fe8a5205a1698fb319b58315671b" title="internal quadratic form">s</a>=<a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>.get(<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>, 2*<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>+dimx+<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="convenience parameters">dimy</a>-1, <a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>, 2*<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>+dimx+<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="convenience parameters">dimy</a>-1); 
     122<a name="l00102"></a>00102                 }; 
     123<a name="l00103"></a><a class="code" href="classbdm_1_1LQG.html#e8df589bbdbdd40515f837c9c9560ed8">00103</a>                 <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1LQG.html#e8df589bbdbdd40515f837c9c9560ed8" title="Redesign control strategy.">redesign</a>(){ 
     124<a name="l00104"></a>00104                         <span class="keywordflow">for</span>(<a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e" title="time of the design step - from horizon-&amp;gt;0">td</a>=<a class="code" href="classbdm_1_1LQG.html#e770d283502cf4da978d1d8523309869" title="Control horizon, set to maxint for infinite horizons.">horizon</a>; <a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e" title="time of the design step - from horizon-&amp;gt;0">td</a>&gt;0; <a class="code" href="classbdm_1_1LQG.html#6c9fa6d9bb0be47ac5ed9183eb38562e" title="time of the design step - from horizon-&amp;gt;0">td</a>--){ 
     125<a name="l00105"></a>00105                                 <a class="code" href="classbdm_1_1LQG.html#5016aebbb654a0e3d653b8485e0ea86c" title="function for future use which is called at each time td; Should call initialize()!...">update_state</a>(); 
     126<a name="l00106"></a>00106                                 <a class="code" href="classbdm_1_1LQG.html#ddc5444b092fdb36239f83ab1ae85805" title="redesign one step of the">ricatti_step</a>(); 
     127<a name="l00107"></a>00107                         } 
     128<a name="l00108"></a>00108 <span class="comment">/*                      ws=hn(1:m,m+1:2*m+n+r);</span> 
     129<a name="l00109"></a>00109 <span class="comment">                        wsd=hn(1:m,1:m);</span> 
     130<a name="l00110"></a>00110 <span class="comment">                        Lklq=-inv(wsd)*ws;*/</span> 
     131<a name="l00111"></a>00111                         <a class="code" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80" title="controller parameters">L</a> = -inv(<a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>.get(0,<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>-1, 0,<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>-1)) * <a class="code" href="classbdm_1_1LQG.html#13eb495eb5e3c3477e2ebaa4640a642e" title="post qr matrix">post_qr</a>.get(0,<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>-1, <a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>, 2*<a class="code" href="classbdm_1_1LQG.html#ff701d81aa4f32e0a07a5910f06c8969" title="convenience parameters">dimu</a>+dimx+<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="convenience parameters">dimy</a>-1); 
     132<a name="l00112"></a>00112                 } 
     133<a name="l00113"></a>00113                 vec apply(<span class="keyword">const</span> vec &amp;state, <span class="keyword">const</span> vec &amp;ukm){vec pom=concat(state, ones(<a class="code" href="classbdm_1_1LQG.html#753e909ac3694cde54b4fc718e24fa09" title="convenience parameters">dimy</a>), ukm); <span class="keywordflow">return</span> <a class="code" href="classbdm_1_1LQG.html#d78bb29a213eef033a9657ec2f592e80" title="controller parameters">L</a>*pom;} 
     134<a name="l00114"></a>00114         } ; 
     135<a name="l00115"></a>00115  
     136<a name="l00119"></a><a class="code" href="classbdm_1_1Controller.html">00119</a>         <span class="keyword">class </span><a class="code" href="classbdm_1_1Controller.html">Controller</a> : <span class="keyword">public</span> <a class="code" href="classbdm_1_1root.html" title="Root class of BDM objects.">root</a> { 
     137<a name="l00121"></a>00121                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> yrv; 
     138<a name="l00123"></a>00123                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> urv; 
     139<a name="l00125"></a>00125                 <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a> drv; 
     140<a name="l00126"></a>00126                 <span class="keyword">public</span>: 
     141<a name="l00128"></a><a class="code" href="classbdm_1_1Controller.html#d8bf38082502020d56dbd48806018774">00128</a>                         <span class="keyword">virtual</span> <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1Controller.html#d8bf38082502020d56dbd48806018774" title="function processing new observations and adapting control strategy accordingly">adapt</a>(<span class="keyword">const</span> vec &amp;data){}; 
     142<a name="l00130"></a><a class="code" href="classbdm_1_1Controller.html#7103224088fcd72bc44eeb08ad5ce180">00130</a>                         <span class="keyword">virtual</span> vec <a class="code" href="classbdm_1_1Controller.html#7103224088fcd72bc44eeb08ad5ce180" title="returns designed control action">ctrlaction</a>(<span class="keyword">const</span> vec &amp;data){<span class="keywordflow">return</span> vec(0);} 
     143<a name="l00131"></a>00131                          
     144<a name="l00132"></a><a class="code" href="classbdm_1_1Controller.html#a8dfccd2b84552efcdc7f595c021ff77">00132</a>                         <span class="keywordtype">void</span> <a class="code" href="classbdm_1_1Controller.html#a8dfccd2b84552efcdc7f595c021ff77" title="This method arrange instance properties according the data stored in the Setting...">from_setting</a>(<span class="keyword">const</span> Setting &amp;<span class="keyword">set</span>){ 
     145<a name="l00133"></a>00133                                 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(yrv,<span class="keyword">set</span>,<span class="stringliteral">"yrv"</span>,UI::optional); 
     146<a name="l00134"></a>00134                                 <a class="code" href="classbdm_1_1UI.html#cd1667e6fec99ec64dabcb3ca2ff922d">UI::get</a>(yrv,<span class="keyword">set</span>,<span class="stringliteral">"urv"</span>,UI::optional); 
     147<a name="l00135"></a>00135                         } 
     148<a name="l00137"></a><a class="code" href="classbdm_1_1Controller.html#5c5b40a9e65abc1434c8a34c9752e25d">00137</a>                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1Controller.html#5c5b40a9e65abc1434c8a34c9752e25d" title="access function">_urv</a>() {<span class="keywordflow">return</span> urv;} 
     149<a name="l00139"></a><a class="code" href="classbdm_1_1Controller.html#258f7c6435343b088ed02a304cab99b0">00139</a>                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1Controller.html#258f7c6435343b088ed02a304cab99b0" title="access function">_yrv</a>() {<span class="keywordflow">return</span> yrv;} 
     150<a name="l00141"></a><a class="code" href="classbdm_1_1Controller.html#51e1fbd42ba80789f31b5bc14068f498">00141</a>                         <span class="keyword">const</span> <a class="code" href="classbdm_1_1RV.html" title="Class representing variables, most often random variables.">RV</a>&amp; <a class="code" href="classbdm_1_1Controller.html#51e1fbd42ba80789f31b5bc14068f498" title="access function">_drv</a>() {<span class="keywordflow">return</span> drv;} 
     151<a name="l00142"></a>00142         }; 
     152<a name="l00143"></a>00143                          
     153<a name="l00144"></a>00144 } <span class="comment">// namespace</span> 
    129154</pre></div></div> 
    130 <hr size="1"><address style="text-align: right;"><small>Generated on Sun Aug 16 17:58:18 2009 for mixpp by&nbsp; 
     155<hr size="1"><address style="text-align: right;"><small>Generated on Sat Aug 29 20:49:42 2009 for mixpp by&nbsp; 
    131156<a href="http://www.doxygen.org/index.html"> 
    132157<img src="doxygen.png" alt="doxygen" align="middle" border="0"></a> 1.5.8 </small></address>