Mercurial > hg > octave-thorsten
view scripts/control/hinfsyn_ric.m @ 3416:493df428100e
[project @ 2000-01-11 07:03:30 by jwe]
author | jwe |
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date | Tue, 11 Jan 2000 07:03:33 +0000 |
parents | 1a8e2c0d627a |
children | 8625164a0a39 |
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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, 59 Temple Place, Suite 330, Boston, MA 02111 USA. ## -*- texinfo -*- ## @deftypefn {Function File} {[@var{Xinf},@var{x_ha_err}] =} hinfsyn_ric(@var{A},@var{BB}.@var{C1},@var{d1dot},@var{R},@var{ptol}) ## @table ## @item forms ## xx = ([BB; -C1'*d1dot]/R) * [d1dot'*C1 BB']; ## Ha = [A 0*A; -C1'*C1 -A'] - xx; ## @end table ## and solves associated Riccati equation ## returns error code ## @table ## @item x_ha_err ## 0: successful ## 1: Xinf has imaginary eigenvalues ## 2: Hx not Hamiltonian ## 3: Xinf has inf. eigenvalues (numerical overflow) ## 4: Xinf not symmetric ## 5: Xinf not positive definite ## 6: R is singular ## @end table ## @end deftypefn function [Xinf, x_ha_err] = hinfsyn_ric (A, BB, C1, d1dot, R, ptol) x_ha_err = 0; # assume success Xinf = []; # default return value n = is_square(A); nw = is_square(R); if(rank(R) != nw) x_ha_err = 6; else # build hamiltonian Ha for X_inf xx = ([BB; -C1'*d1dot]/R) * [d1dot'*C1, BB']; Ha = [A, 0*A; -C1'*C1, -A'] - xx; x_ha_err = 0; [d, Ha] = balance(Ha); [u, s] = schur(Ha, "A"); rev = real(eig(s)); if (any(abs(rev) <= ptol)) # eigenvalues near the imaginary axis x_ha_err = 1; elseif (sum(rev > 0) != sum(rev < 0)) ## unequal number of positive and negative eigenvalues x_ha_err = 2; else ## compute positive Riccati equation solution u = d * u; Xinf = u(n+1:2*n,1:n) / u(1:n,1:n); if (!all(all(finite(Xinf)))) x_ha_err = 3; elseif (norm(Xinf-Xinf') >= 10*ptol) ## solution not symmetric x_ha_err = 4; else ## positive semidefinite? ## force symmetry (faster, avoids some convergence problems) Xinf = (Xinf + Xinf')/2; rev = eig(Xinf); if (any(rev <= -ptol)) x_ha_err = 5; endif endif endif endif endfunction