Mercurial > hg > octave-lyh
view scripts/control/hinfnorm.m @ 3236:98e15955107e
[project @ 1999-03-05 07:17:10 by jwe]
author | jwe |
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date | Fri, 05 Mar 1999 07:19:35 +0000 |
parents | 28aba52a2368 |
children | 041ea33fbbf4 |
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# Copyright (C) 1996,1998 A. Scottedward Hodel # # 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, 675 Mass Ave, Cambridge, MA 02139, USA. function [g gmin gmax] = hinfnorm(sys,tol,gmin,gmax,ptol) # Usage: [g gmin gmax] = hinfnorm(sys[,tol,gmin,gmax,ptol]) # # Computes the H infinity norm of a system data structure # sys = system data structure # tol = H infinity norm search tolerance (default: 0.001) # gmin = minimum value for norm search (default: 1e-9) # gmax = maximum value for norm search (default: 1e+9) # ptol: pole tolerance: # if sys is continuous, poles with # |real(pole)| < ptol*||H|| (H is appropriate Hamiltonian) # are considered to be on the imaginary axis. # if sys is discrete, poles with # |abs(pole)-1| < ptol*||[s1,s2]|| (appropriate symplectic pencil) # are considered to be on the unit circle # Default: 1e-9 # # References: # Doyle, Glover, Khargonekar, Francis, "State space solutions to standard # H2 and Hinf control problems", IEEE TAC August 1989 # Iglesias and Glover, "State-Space approach to discrete-time Hinf control," # Int. J. Control, vol 54, #5, 1991 # Zhou, Doyle, Glover, "Robust and Optimal Control," Prentice-Hall, 1996 if((nargin == 0) || (nargin > 4)) usage("[g gmin gmax] = hinfnorm(sys[,tol,gmin,gmax,ptol])"); elseif(!is_struct(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( ! (is_scalar(tol) && is_scalar(gmin) && is_scalar(gmax) && is_scalar(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