18 | | //! Base class for adaptive controllers |
19 | | //! The base class is, however, non-adaptive, method \c adapt() is empty. |
20 | | //! \note advanced Controllers will probably include estimator as their internal attribute (e.g. dual controllers) |
21 | | class Controller : public root { |
22 | | protected: |
23 | | //! identifier of the designed action; |
24 | | RV rv; |
25 | | //! identifier of the conditioning variables; |
26 | | RV rvc; |
27 | | public: |
28 | | //! function processing new observations and adapting control strategy accordingly |
29 | | virtual void adapt(const vec &data){}; |
30 | | //! function redesigning the control strategy |
31 | | virtual void redesign(){}; |
32 | | //! returns designed control action |
33 | | virtual vec ctrlaction(const vec &cond){return vec(0);} |
34 | | |
35 | | void from_setting(const Setting &set){ |
36 | | UI::get(rv,set,"rv",UI::optional); |
37 | | UI::get(rvc,set,"rvc",UI::optional); |
38 | | } |
39 | | //! access function |
40 | | const RV& _rv() {return rv;} |
41 | | //! access function |
42 | | const RV& _rvc() {return rvc;} |
43 | | //! register this controller with given datasource under name "name" |
44 | | virtual void log_register (logger &L, const string &prefix ) { } |
45 | | //! write requested values into the logger |
46 | | virtual void log_write ( ) const { } |
47 | | |
48 | | }; |
49 | | |
| 18 | //! Base class for adaptive controllers |
| 19 | //! The base class is, however, non-adaptive, method \c adapt() is empty. |
| 20 | //! \note advanced Controllers will probably include estimator as their internal attribute (e.g. dual controllers) |
| 21 | class Controller : public root { |
| 22 | protected: |
| 23 | //! identifier of the designed action; |
| 24 | RV rv; |
| 25 | //! identifier of the conditioning variables - data needed ; |
| 26 | RV rvc; |
| 27 | public: |
| 28 | //! function processing new observations and adapting control strategy accordingly |
| 29 | virtual void adapt ( const vec &data ) {}; |
| 30 | //! function redesigning the control strategy |
| 31 | virtual void redesign() {}; |
| 32 | //! returns designed control action |
| 33 | virtual vec ctrlaction ( const vec &cond ) const {return vec ( 0 );} |
| 34 | |
| 35 | void from_setting ( const Setting &set ) { |
| 36 | UI::get ( rv,set,"rv",UI::optional ); |
| 37 | UI::get ( rvc,set,"rvc",UI::optional ); |
| 38 | } |
| 39 | //! access function |
| 40 | const RV& _rv() {return rv;} |
| 41 | //! access function |
| 42 | const RV& _rvc() {return rvc;} |
| 43 | //! register this controller with given datasource under name "name" |
| 44 | virtual void log_register ( logger &L, const string &prefix ) { } |
| 45 | //! write requested values into the logger |
| 46 | virtual void log_write ( ) const { } |
| 47 | |
| 48 | }; |
| 49 | |
53 | | protected: |
54 | | //! StateSpace model from which we read data |
55 | | shared_ptr<StateSpace<fsqmat> > S; |
56 | | //! required value of the output y at time t (assumed constant) |
57 | | vec y_req; |
58 | | //! required value of the output y at time t (assumed constant) |
59 | | vec u_req; |
60 | | |
61 | | //! Control horizon, set to maxint for infinite horizons |
62 | | int horizon; |
63 | | //! penalization matrix Qy |
64 | | mat Qy; |
65 | | //! penalization matrix Qu |
66 | | mat Qu; |
67 | | //! time of the design step - from horizon->0 |
68 | | int td; |
69 | | //! controller parameters |
70 | | mat L; |
71 | | |
72 | | //!@{ \name temporary storage for ricatti - use initialize |
73 | | //! convenience parameters |
74 | | int dimx; |
75 | | //! convenience parameters |
76 | | int dimy; |
77 | | //! convenience parameters |
78 | | int dimu; |
79 | | |
80 | | //! parameters |
81 | | mat pr; |
82 | | //! penalization |
83 | | mat qux; |
84 | | //! penalization |
85 | | mat qyx; |
86 | | //! internal quadratic form |
87 | | mat s; |
88 | | //! penalization |
89 | | mat qy; |
90 | | //! pre_qr part |
91 | | mat hqy; |
92 | | //! pre qr matrix |
93 | | mat pre_qr; |
94 | | //! post qr matrix |
95 | | mat post_qr; |
96 | | //!@} |
97 | | |
98 | | public: |
99 | | //! set system parameters from given matrices |
100 | | void set_system(shared_ptr<StateSpace<fsqmat> > S0); |
101 | | //! set penalization matrices and control horizon |
102 | | void set_control_parameters(const mat &Qy0, const mat &Qu0, const vec &y_req0, int horizon0); |
103 | | //! set system parameters from Kalman filter |
104 | | // void set_system_parameters(const Kalman &K); |
105 | | //! refresh temporary storage - inefficient can be improved |
106 | | void initialize(); |
107 | | //! validation procedure |
108 | | void validate(); |
109 | | //! function for future use which is called at each time td; Should call initialize()! |
110 | | virtual void update_state(){}; |
111 | | //! redesign one step of the |
112 | | void ricatti_step(){ |
113 | | pre_qr.set_submatrix(0,0,s*pr); |
114 | | pre_qr.set_submatrix(dimx+dimu+dimy, dimu+dimx, -Qy*y_req); |
115 | | if (!qr(pre_qr,post_qr)){ bdm_warning("QR in LQG unstable");} |
116 | | triu(post_qr); |
117 | | // hn(m+1:2*m+n+r,m+1:2*m+n+r); |
118 | | s=post_qr.get(dimu, 2*dimu+dimx+dimy-1, dimu, 2*dimu+dimx+dimy-1); |
119 | | }; |
120 | | void redesign(){ |
121 | | for(td=horizon; td>0; td--){ |
122 | | update_state(); |
123 | | ricatti_step(); |
124 | | } |
125 | | /* ws=hn(1:m,m+1:2*m+n+r); |
126 | | wsd=hn(1:m,1:m); |
127 | | Lklq=-inv(wsd)*ws;*/ |
128 | | L = -inv(post_qr.get(0,dimu-1, 0,dimu-1)) * post_qr.get(0,dimu-1, dimu, 2*dimu+dimx+dimy-1); |
| 53 | protected: |
| 54 | //! StateSpace model from which we read data |
| 55 | shared_ptr<StateSpace<chmat> > S; |
| 56 | //! required value of the output y at time t (assumed constant) |
| 57 | vec y_req; |
| 58 | //! required value of the output y at time t (assumed constant) |
| 59 | vec u_req; |
| 60 | |
| 61 | //! Control horizon, set to maxint for infinite horizons |
| 62 | int horizon; |
| 63 | //! penalization matrix Qy |
| 64 | chmat Qy; |
| 65 | //! penalization matrix Qu |
| 66 | chmat Qu; |
| 67 | //! time of the design step - from horizon->0 |
| 68 | int td; |
| 69 | //! controller parameters |
| 70 | mat L; |
| 71 | |
| 72 | //!@{ \name temporary storage for ricatti - use initialize |
| 73 | //! convenience parameters |
| 74 | int dimx; |
| 75 | //! convenience parameters |
| 76 | int dimy; |
| 77 | //! convenience parameters |
| 78 | int dimu; |
| 79 | |
| 80 | //! parameters |
| 81 | mat pr; |
| 82 | //! penalization |
| 83 | mat qux; |
| 84 | //! penalization |
| 85 | mat qyx; |
| 86 | //! internal quadratic form |
| 87 | mat s; |
| 88 | //! penalization |
| 89 | mat qy; |
| 90 | //! pre_qr part |
| 91 | mat hqy; |
| 92 | //! pre qr matrix |
| 93 | mat pre_qr; |
| 94 | //! post qr matrix |
| 95 | mat post_qr; |
| 96 | //!@} |
| 97 | |
| 98 | public: |
| 99 | //! set system parameters from given matrices |
| 100 | void set_system ( shared_ptr<StateSpace<chmat> > S0 ); |
| 101 | //! update internal whan system has changed |
| 102 | void update_system() { |
| 103 | pr.set_submatrix ( 0,0,S->_B() ); |
| 104 | pr.set_submatrix ( 0,dimu, S->_A() ); |
| 105 | |
| 106 | //penalization |
| 107 | qux.set_submatrix ( 0,0, Qu._Ch() ); |
| 108 | qux.set_submatrix ( 0,dimx+dimu+dimy,Qu._Ch() ); |
| 109 | |
| 110 | qyx.set_submatrix ( 0,0,S->_C() ); |
| 111 | qyx.set_submatrix ( 0,dimx,-eye ( dimy ) ); |
| 112 | |
| 113 | // parts of QR |
| 114 | hqy=Qy.to_mat()*qyx*pr; |
| 115 | |
| 116 | // pre_qr |
| 117 | pre_qr = concat_vertical ( s*pr, concat_vertical ( hqy, qux ) ); |
| 118 | } |
| 119 | //! set penalization matrices and control horizon |
| 120 | void set_control_parameters ( const mat &Qy0, const mat &Qu0, const vec &y_req0, int horizon0 ); |
| 121 | //! set penalization matrices and control horizon |
| 122 | void set_control_Qy ( const mat &Qy0 ) {Qy=Qy0;} |
| 123 | //! refresh temporary storage - inefficient can be improved |
| 124 | void initial_belmann() {s=1e-5*eye ( dimx+dimu+dimy );}; |
| 125 | //! validation procedure |
| 126 | void validate(); |
| 127 | //! function for future use which is called at each time td; Should call initialize()! |
| 128 | //! redesign one step of the |
| 129 | void ricatti_step() { |
| 130 | pre_qr.set_submatrix ( 0,0,s*pr ); |
| 131 | pre_qr.set_submatrix ( dimx+dimu+dimy, dimu+dimx, -Qy.to_mat()*y_req ); |
| 132 | if ( !qr ( pre_qr,post_qr ) ) { bdm_warning ( "QR in LQG unstable" );} |
| 133 | triu ( post_qr ); |
| 134 | // hn(m+1:2*m+n+r,m+1:2*m+n+r); |
| 135 | s=post_qr.get ( dimu, 2*dimu+dimx+dimy-1, dimu, 2*dimu+dimx+dimy-1 ); |
| 136 | }; |
| 137 | void redesign() { |
| 138 | for ( td=horizon; td>0; td-- ) { |
| 139 | update_system(); |
| 140 | ricatti_step(); |