bdm::LQG Class Reference


Detailed Description

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

#include <ctrlbase.h>

List of all members.

Public Member Functions

void set_system (shared_ptr< StateSpace< fsqmat > > S0)
 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 initialize ()
 set system parameters from Kalman filter
void validate ()
virtual void update_state ()
 function for future use which is called at each time td; Should call initialize()!
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

Protected Attributes

shared_ptr< StateSpace< fsqmat > > 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.
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 - 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

Member Function Documentation

void bdm::LQG::initialize (  ) 

set system parameters from Kalman filter

refresh temporary storage - inefficient can be improved

References dimu, dimy, hqy, post_qr, pr, pre_qr, Qu, qux, Qy, qyx, s, and S.

Referenced by set_control_parameters().


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

Generated on Tue Sep 15 23:42:48 2009 for mixpp by  doxygen 1.6.1