Mercurial > hg > octave-nkf
view scripts/control/hinf/hinfnorm.m @ 5815:dc52b0e520f1
[project @ 2006-05-11 22:00:09 by jwe]
author | jwe |
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date | Thu, 11 May 2006 22:01:03 +0000 |
parents | 4c8a2e4e0717 |
children | 34f96dd5441b |
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## Copyright (C) 1996, 1998 Auburn University. All rights reserved. ## ## This file is part of Octave. ## ## Octave is free software; you can redistribute it and/or modify it ## under the terms of the GNU General Public License as published by the ## Free Software Foundation; either version 2, or (at your option) any ## later version. ## ## Octave is distributed in the hope that it will be useful, but WITHOUT ## ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or ## FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License ## for more details. ## ## You should have received a copy of the GNU General Public License ## along with Octave; see the file COPYING. If not, write to the Free ## Software Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA ## 02110-1301 USA. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{g}, @var{gmin}, @var{gmax}] =} hinfnorm (@var{sys}, @var{tol}, @var{gmin}, @var{gmax}, @var{ptol}) ## Computes the ## @iftex ## @tex ## $ { \cal H }_\infty $ ## @end tex ## @end iftex ## @ifinfo ## H-infinity ## @end ifinfo ## norm of a system data structure. ## ## @strong{Inputs} ## @table @var ## @item sys ## system data structure ## @item tol ## @iftex ## @tex ## $ { \cal H }_\infty $ ## @end tex ## @end iftex ## @ifinfo ## H-infinity ## @end ifinfo ## norm search tolerance (default: 0.001) ## @item gmin ## minimum value for norm search (default: 1e-9) ## @item gmax ## maximum value for norm search (default: 1e+9) ## @item ptol ## pole tolerance: ## @itemize @bullet ## @item if sys is continuous, poles with ## @iftex ## @tex ## $ \vert {\rm real}(pole) \vert < ptol \Vert H \Vert $ ## @end tex ## @end iftex ## @ifinfo ## @math{ |real(pole))| < ptol*||H|| } ## @end ifinfo ## (@var{H} is appropriate Hamiltonian) ## are considered to be on the imaginary axis. ## ## @item if sys is discrete, poles with ## @iftex ## @tex ## $ \vert { \rm pole } - 1 \vert < ptol \Vert [ s_1 s_2 ] \Vert $ ## @end tex ## @end iftex ## @ifinfo ## @math{|abs(pole)-1| < ptol*||[s1,s2]||} ## @end ifinfo ## (appropriate symplectic pencil) ## are considered to be on the unit circle. ## ## @item Default value: 1e-9 ## @end itemize ## @end table ## ## @strong{Outputs} ## @table @var ## @item g ## Computed gain, within @var{tol} of actual gain. @var{g} is returned as Inf ## if the system is unstable. ## @item gmin ## @itemx gmax ## Actual system gain lies in the interval [@var{gmin}, @var{gmax}]. ## @end table ## ## References: ## Doyle, Glover, Khargonekar, Francis, @cite{State-space solutions to standard} ## @iftex ## @tex ## $ { \cal H }_2 $ @cite{and} $ { \cal H }_\infty $ ## @end tex ## @end iftex ## @ifinfo ## @cite{H-2 and H-infinity} ## @end ifinfo ## @cite{control problems}, @acronym{IEEE} @acronym{TAC} August 1989; ## Iglesias and Glover, @cite{State-Space approach to discrete-time} ## @iftex ## @tex ## $ { \cal H }_\infty $ ## @end tex ## @end iftex ## @ifinfo ## @cite{H-infinity} ## @end ifinfo ## @cite{control}, Int. J. Control, vol 54, no. 5, 1991; ## Zhou, Doyle, Glover, @cite{Robust and Optimal Control}, Prentice-Hall, 1996. ## @end deftypefn function [g, gmin, gmax] = hinfnorm (sys, tol, gmin, gmax, ptol) if((nargin == 0) || (nargin > 4)) usage("[g gmin gmax] = hinfnorm(sys[,tol,gmin,gmax,ptol])"); elseif(!isstruct(sys)) error("Sys must be a system data structure"); endif ## set defaults where applicable if(nargin < 5) ptol = 1e-9; # pole tolerance endif if(nargin < 4) gmax = 1e9; # max gain value endif dflg = is_digital(sys); sys = sysupdate(sys,"ss"); [A,B,C,D] = sys2ss(sys); [n,nz,m,p] = sysdimensions(sys); ## eigenvalues of A must all be stable if(!is_stable(sys)) warning(["hinfnorm: unstable system (is_stable, ptol=",num2str(ptol), ... "), returning Inf"]); g = Inf; endif Dnrm = norm(D); if(nargin < 3) gmin = max(1e-9,Dnrm); # min gain value elseif(gmin < Dnrm) warning(["hinfnorm: setting Gmin=||D||=",num2str(Dnrm)]); endif if(nargin < 2) tol = 0.001; # convergence measure for gmin, gmax endif ## check for scalar input arguments 2...5 if( ! (isscalar(tol) && isscalar(gmin) && isscalar(gmax) && isscalar(ptol)) ) error("hinfnorm: tol, gmin, gmax, ptol must be scalars"); endif In = eye(n+nz); Im = eye(m); Ip = eye(p); ## find the Hinf norm via binary search while((gmax/gmin - 1) > tol) g = (gmax+gmin)/2; if(dflg) ## multiply g's through in formulas to avoid extreme magnitudes... Rg = g^2*Im - D'*D; Ak = A + (B/Rg)*D'*C; Ck = g^2*C'*((g^2*Ip-D*D')\C); ## set up symplectic generalized eigenvalue problem per Iglesias & Glover s1 = [Ak , zeros(nz) ; -Ck, In ]; s2 = [In, -(B/Rg)*B' ; zeros(nz) , Ak' ]; ## guard against roundoff again: zero out extremely small values ## prior to balancing s1 = s1 .* (abs(s1) > ptol*norm(s1,"inf")); s2 = s2 .* (abs(s2) > ptol*norm(s2,"inf")); [cc,dd,s1,s2] = balance(s1,s2); [qza,qzb,zz,pls] = qz(s1,s2,"S"); # ordered qz decomposition eigerr = abs(abs(pls)-1); normH = norm([s1,s2]); Hb = [s1, s2]; ## check R - B' X B condition (Iglesias and Glover's paper) X = zz((nz+1):(2*nz),1:nz)/zz(1:nz,1:nz); dcondfailed = min(real( eig(Rg - B'*X*B)) < ptol); else Rinv = inv(g*g*Im - (D' * D)); H = [A + B*Rinv*D'*C, B*Rinv*B'; ... -C'*(Ip + D*Rinv*D')*C, -(A + B*Rinv*D'*C)']; ## guard against roundoff: zero out extremely small values prior ## to balancing H = H .* (abs(H) > ptol*norm(H,"inf")); [DD,Hb] = balance(H); pls = eig(Hb); eigerr = abs(real(pls)); normH = norm(H); dcondfailed = 0; # digital condition; doesn't apply here endif if( (min(eigerr) <= ptol * normH) | dcondfailed) gmin = g; else gmax = g; endif endwhile endfunction