bdm::LQG Class Reference

#include <ctrlbase.h>

Inheritance diagram for bdm::LQG:

List of all members.

Public Member Functions
void	set_system (shared_ptr< StateSpace< chmat > > S0)
	set system parameters from given matrices
void	update_system ()
	update internal whan system has changed
void	set_control_parameters (const mat &Qy0, const mat &Qu0, const vec &y_req0, int horizon0)
	set penalization matrices and control horizon
void	set_control_Qy (const mat &Qy0)
	set penalization matrices and control horizon
void	initial_belmann ()
	refresh temporary storage - inefficient can be improved
void	validate ()
	validation procedure
void	ricatti_step ()
void	redesign ()
vec	ctrlaction (const vec &state, const vec &ukm)
	compute control action
mat	_L () const
	access function
Protected Attributes
shared_ptr< StateSpace< chmat > >	S
	StateSpace model from which we read data.
vec	y_req
	required value of the output y at time t (assumed constant)
vec	u_req
	required value of the output y at time t (assumed constant)
int	horizon
	Control horizon, set to maxint for infinite horizons.
chmat	Qy
	penalization matrix Qy
chmat	Qu
	penalization matrix Qu
int	td
	time of the design step - from horizon->0
mat	L
	controller parameters
temporary storage for ricatti - use initialize
convenience parameters
int	dimx
int	dimy
	convenience parameters
int	dimu
	convenience parameters
mat	pr
	parameters
mat	qux
	penalization
mat	qyx
	penalization
mat	s
	internal quadratic form
mat	qy
	penalization
mat	hqy
	pre_qr part
mat	pre_qr
	pre qr matrix
mat	post_qr
	post qr matrix

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Detailed Description

Linear Quadratic Gaussian designer for constant penalizations and constant target Its internals are very close to Kalman estimator

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Member Function Documentation

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The documentation for this class was generated from the following files:

• ctrlbase.h
• ctrlbase.cpp

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Generated on 2 Dec 2013 for mixpp by  1.4.7