bdm::LQG Class Reference

#include <ctrlbase.h>

List of all members.

Public Member Functions

void set_system_parameters (const mat &A, const mat &B, const mat &C)
 set system parameters from given matrices
void set_control_parameters (const mat &Qy0, const mat &Qu0, const vec y_req0, int horizon0)
 set penalization matrices and control horizon
void prepare_qr ()
 set system parameters from Kalman filter
virtual void update_state ()
 function for future use which is called at each time td; Should call prepare_qr()!
void ricatti_step ()
 redesign one step of the
void redesign ()
 Redesign control strategy.
vec apply (const vec &state, const vec &ukm)
virtual vec apply (const vec &cond)
 apply control strategy to obtain control input
virtual string to_string ()
 This method returns a basic info about the current instance.
virtual void from_setting (const Setting &set)
 This method arrange instance properties according the data stored in the Setting structure.
virtual void to_setting (Setting &set) const
 This method save all the instance properties into the Setting structure.
virtual void validate ()
 This method TODO.

Protected Attributes

int dimx
 dimension of state
int dimu
 dimension of inputs
int dimy
 dimension of output
mat A
 matrix A of the linear system
mat B
 matrix B of the linear system
mat C
 matrix C of the linear system
vec y_req
 required value of the output y at time t (assumed constant)
int horizon
 Control horizon, set to maxint for infinite horizons.
mat Qy
 penalization matrix Qy
mat Qu
 penalization matrix Qu
int td
 time of the design step - from horizon->0
mat L
 controller parameters
temporary storage for ricatti
parameters

mat pr
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


Detailed Description

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

Member Function Documentation

void bdm::LQG::prepare_qr (  ) 

set system parameters from Kalman filter

refresh temporary storage - inefficient can be improved

References A, B, C, dimu, dimx, dimy, hqy, post_qr, pre_qr, Qu, qux, Qy, qyx, and s.

Referenced by set_control_parameters().


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

Generated on Sun Aug 16 17:58:19 2009 for mixpp by  doxygen 1.5.8