@c Copyright (C) 1996, 1997 John W. Eaton @c This is part of the Octave manual. @c For copying conditions, see the file gpl.texi. @node Control Theory, Signal Processing, Polynomial Manipulations, Top @chapter Control Theory The Octave Control Systems Toolbox (OCST) was initially developed by Dr.@: A. Scottedward Hodel @email{a.s.hodel@@eng.auburn.edu} with the assistance of his students @itemize @bullet @item R. Bruce Tenison @email{btenison@@dibbs.net}, @item David C. Clem, @item John E. Ingram @email{John.Ingram@@sea.siemans.com}, and @item Kristi McGowan. @end itemize This development was supported in part by NASA's Marshall Space Flight Center as part of an in-house CACSD environment. Additional important contributions were made by Dr. Kai Mueller @email{mueller@@ifr.ing.tu-bs.de} and Jose Daniel Munoz Frias (@code{place.m}). An on-line menu-driven tutorial is available via @ref{DEMOcontrol}; beginning OCST users should start with this program. @menu * OCST demonstration/tutorial:DEMOcontrol. * System Data Structure:sysstruct. * System Construction and Interface Functions:sysinterface. * System display functions:sysdisp. * Block Diagram Manipulations:blockdiag. * Numerical Functions:numerical. * System Analysis-Properties:sysprop. * System Analysis-Time Domain:systime. * System Analysis-Frequency Domain:sysfreq. * Controller Design:cacsd. * Miscellaneous Functions:misc. @end menu @node DEMOcontrol, sysstruct, Control Theory, Control Theory @unnumberedsec OCST demo program @deftypefn {Function File } { } DEMOcontrol Octave Control Systems Toolbox demo/tutorial program. The demo allows the user to select among several categories of OCST function: @example @group octave:1> DEMOcontrol O C T A V E C O N T R O L S Y S T E M S T O O L B O X Octave Controls System Toolbox Demo [ 1] System representation [ 2] Block diagram manipulations [ 3] Frequency response functions [ 4] State space analysis functions [ 5] Root locus functions [ 6] LQG/H2/Hinfinity functions [ 7] End @end group @end example Command examples are interactively run for users to observe the use of OCST functions. @end deftypefn @node sysstruct, sysinterface, DEMOcontrol, Control Theory @section System Data Structure @menu * Demo program:sysrepdemo. * Variables common to all OCST system formats:sysstructvars. * tf format variables:sysstructtf. * zp format variables:sysstructzp. * ss format variables:sysstructss. @end menu The OCST stores all dynamic systems in a single data structure format that can represent continuous systems, discrete-systems, and mixed (hybrid) systems in state-space form, and can also represent purely continuous/discrete systems in either transfer function or pole-zero form. In order to provide more flexibility in treatment of discrete/hybrid systems, the OCST also keeps a record of which system outputs are sampled. Octave structures are accessed with a syntax much like that used by the C programming language. For consistency in use of the data structure used in the OCST, it is recommended that the system structure access m-files be used (@xref{sysinterface}). Some elements of the data structure are absent depending on the internal system representation(s) used. More than one system representation can be used for SISO systems; the OCST m-files ensure that all representations used are consistent with one another. @node sysrepdemo, sysstructvars, sysstruct, sysstruct @unnumberedsec System representation demo program @deftypefn {Function File } {} sysrepdemo Tutorial for the use of the system data structure functions. @end deftypefn @node sysstructvars, sysstructtf, sysrepdemo, sysstruct @subsection Variables common to all OCST system formats The data structure elements (and variable types) common to all system representations are listed below; examples of the initialization and use of the system data structures are given in subsequent sections and in the online demo @code{DEMOcontrol}. @table @var @item n,nz The respective number of continuous and discrete states in the system (scalar) @item inname, outname list of name(s) of the system input, output signal(s). (list of strings) @item sys System status vector. (vector) This vector indicates both what representation was used to initialize the system data structure (called the primary system type) and which other representations are currently up-to-date with the primary system type (@xref{sysupdate}). @table @var @item sys(0) primary system type =0 for tf form (initialized with @code{tf2sys} or @code{fir2sys}) =1 for zp form (initialized with @code{zp2sys}) =2 for ss form (initialized with @code{ss2sys}) @item sys(1:3) boolean flags to indicate whether tf, zp, or ss, respectively, are ``up to date" (whether it is safe to use the variables associated with these representations). These flags are changed when calls are made to the @code{sysupdate} command. @end table @item tsam Discrete time sampling period (nonnegative scalar). @var{tsam} is set to 0 for continuous time systems. @item yd Discrete-time output list (vector) indicates which outputs are discrete time (i.e., produced by D/A converters) and which are continuous time. yd(ii) = 0 if output ii is continuous, = 1 if discrete. @end table The remaining variables of the system data structure are only present if the corresponding entry of the @code{sys} vector is true (=1). @node sysstructtf, sysstructzp, sysstructvars, sysstruct @subsection @code{tf} format variables @table @var @item num numerator coefficients (vector) @item den denominator coefficients (vector) @end table @node sysstructzp, sysstructss, sysstructtf, sysstruct @subsection @code{zp} format variables @table @var @item zer system zeros (vector) @item pol system poles (vector) @item k leading coefficient (scalar) @end table @node sysstructss, , sysstructzp, sysstruct @subsection @code{ss} format variables @table @var @item a,b,c,d The usual state-space matrices. If a system has both continuous and discrete states, they are sorted so that continuous states come first, then discrete states @strong{Note} some functions (e.g., @code{bode}, @code{hinfsyn}) will not accept systems with both discrete and continuous states/outputs @item stname names of system states (list of strings) @end table @node sysinterface, sysdisp, sysstruct, Control Theory @section System Construction and Interface Functions Construction and manipulations of the OCST system data structure (@xref{sysstruct}) requires attention to many details in order to ensure that data structure contents remain consistent. Users are strongly encouraged to use the system interface functions in this section. Functions for the formatted display in of system data structures are given in @ref{sysdisp}. @menu * Finite impulse response system interface functions:fir2sys. * sys2fir:: * State space system interface functions:ss2sys. * sys2ss:: * Transfer function system interface functions:tf2sys. * sys2tf:: * Zero-pole system interface functions:zp2sys. * sys2zp:: * Data structure access functions:structaccess. * Data structure internal functions:structintern @end menu @node fir2sys,sys2fir,sysinterface,sysinterface @subsection Finite impulse response system interface functions @deftypefn {Function File } { @var{sys} =} fir2sys ( @var{num}@{, @var{tsam}, @var{inname}, @var{outname} @} ) construct a system data structure from FIR description @strong{Inputs:} @table @var @item num vector of coefficients @math{[c_0 c_1 ... c_n]} of the SISO FIR transfer function @ifinfo C(z) = c0 + c1*z^@{-1@} + c2*z^@{-2@} + ... + znz^@{-n@} @end ifinfo @iftex @tex $$C(z) = c0 + c1*z^{-1} + c2*z^{-2} + ... + znz^{-n}$$ @end tex @end iftex @item tsam sampling time (default: 1) @item inname name of input signal; may be a string or a list with a single entry. @item outname name of output signal; may be a string or a list with a single entry. @end table @strong{Outputs} @var{sys} (system data structure) @strong{Example} @example octave:1> sys = fir2sys([1 -1 2 4],0.342,"A/D input","filter output"); octave:2> sysout(sys) Input(s) 1: A/D input Output(s): 1: filter output (discrete) Sampling interval: 0.342 transfer function form: 1*z^3 - 1*z^2 + 2*z^1 + 4 ------------------------- 1*z^3 + 0*z^2 + 0*z^1 + 0 @end example @end deftypefn @node sys2fir,ss2sys,fir2sys, sysinterface @deftypefn {Function File } {[@var{c}, @var{tsam}, @var{input}, @var{output}] =} sys2fir (@var{sys}) Extract FIR data from system data structure; see @ref{fir2sys} for parameter descriptions. @end deftypefn @node ss2sys, sys2ss, sys2fir, sysinterface @subsection State space system interface functions @deftypefn {Function File } { @var{sys} =} ss2sys (@var{a},@var{b},@var{c}@{,@var{d}, @var{tsam}, @var{n}, @var{nz}, @var{stname}, @var{inname}, @var{outname}, @var{outlist}@}) Create system structure from state-space data. May be continous, discrete, or mixed (sampeld-data) @strong{Inputs} @table @var @item a, b, c, d usual state space matrices. default: @var{d} = zero matrix @item tsam sampling rate. Default: @math{tsam = 0} (continuous system) @item n, nz number of continuous, discrete states in the system default: @table @var @item tsam = 0 @math{n = @code{rows}(@var{a})}, @math{nz = 0} @item tsam > 0 @math{ n = 0}, @math{nz = @code{rows}(@var{a})} see below for system partitioning @end table @item stname list of strings of state signal names default (@var{stname}=[] on input): @code{x_n} for continuous states, @code{xd_n} for discrete states @item inname list of strings of input signal names default (@var{inname} = [] on input): @code{u_n} @item outname list of strings of input signal names default (@var{outname} = [] on input): @code{y_n} @item outlist list of indices of outputs y that are sampled default: @table @var @item tsam = 0 @math{outlist = []} @item tsam > 0 @math{outlist = 1:@code{rows}(@var{c})} @end table Unlike states, discrete/continous outputs may appear in any order. @strong{Note} @code{sys2ss} returns a vector @var{yd} where @var{yd}(@var{outlist}) = 1; all other entries of @var{yd} are 0. @end table @strong{Outputs} @var{outsys} = system data structure @strong{System partitioning} Suppose for simplicity that outlist specified that the first several outputs were continuous and the remaining outputs were discrete. Then the system is partitioned as @example @group x = [ xc ] (n x 1) [ xd ] (nz x 1 discrete states) a = [ acc acd ] b = [ bc ] [ adc add ] [ bd ] c = [ ccc ccd ] d = [ dc ] [ cdc cdd ] [ dd ] (cdc = c(outlist,1:n), etc.) @end group @end example with dynamic equations: @ifinfo @math{ d/dt xc(t) = acc*xc(t) + acd*xd(k*tsam) + bc*u(t)} @math{ xd((k+1)*tsam) = adc*xc(k*tsam) + add*xd(k*tsam) + bd*u(k*tsam)} @math{ yc(t) = ccc*xc(t) + ccd*xd(k*tsam) + dc*u(t)} @math{ yd(k*tsam) = cdc*xc(k*tsam) + cdd*xd(k*tsam) + dd*u(k*tsam)} @end ifinfo @iftex @tex $$\eqalign{ {d \over dt} x_c(t) & = a_{cc} x_c(t) + a_{cd} x_d(k*t_{sam}) + bc*u(t) \cr x_d((k+1)*t_{sam}) & = a_{dc} x_c(k t_{sam}) + a_{dd} x_d(k t_{sam}) + b_d u(k t_{sam}) \cr y_c(t) & = c_{cc} x_c(t) + c_{cd} x_d(k t_{sam}) + d_c u(t) \cr y_d(k t_{sam}) & = c_{dc} x_c(k t_{sam}) + c_{dd} x_d(k t_{sam}) + d_d u(k t_{sam}) }$$ @end tex @end iftex @strong{Signal partitions} @example @group | continuous | discrete | ---------------------------------------------------- states | stname(1:n,:) | stname((n+1):(n+nz),:) | ---------------------------------------------------- outputs | outname(cout,:) | outname(outlist,:) | ---------------------------------------------------- @end group @end example where @math{cout} is the list of in 1:@code{rows}(@var{p}) that are not contained in outlist. (Discrete/continuous outputs may be entered in any order desired by the user.) @strong{Example} @example octave:1> a = [1 2 3; 4 5 6; 7 8 10]; octave:2> b = [0 0 ; 0 1 ; 1 0]; octave:3> c = eye(3); octave:4> sys = ss2sys(a,b,c,[],0,3,0,list("volts","amps","joules")); octave:5> sysout(sys); Input(s) 1: u_1 2: u_2 Output(s): 1: y_1 2: y_2 3: y_3 state-space form: 3 continuous states, 0 discrete states State(s): 1: volts 2: amps 3: joules A matrix: 3 x 3 1 2 3 4 5 6 7 8 10 B matrix: 3 x 2 0 0 0 1 1 0 C matrix: 3 x 3 1 0 0 0 1 0 0 0 1 D matrix: 3 x 3 0 0 0 0 0 0 @end example Notice that the @var{D} matrix is constructed by default to the correct dimensions. Default input and output signals names were assigned since none were given. @end deftypefn @node sys2ss,tf2sys,ss2sys,sysinterface @deftypefn {Function File } {[@var{a},@var{b},@var{c},@var{d},@var{tsam},@var{n},@var{nz},@var{stname},@var{inname},@var{outname},@var{yd}] =} sys2ss (@var{sys}) Extract state space representation from system data structure. @strong{Inputs} @var{sys} system data structure (@xref{sysstruct}) @strong{Outputs} @table @var @item a,b,c,d state space matrices for sys @item tsam sampling time of sys (0 if continuous) @item n, nz number of continuous, discrete states (discrete states come last in state vector @var{x}) @item stname, inname, outname signal names (lists of strings); names of states, inputs, and outputs, respectively @item yd binary vector; @var{yd}(@var{ii}) is 1 if output @var{y}(@var{ii})$ is discrete (sampled); otherwise @var{yd}(@var{ii}) 0. @end table @strong{Example} @example octave:1> sys=tf2sys([1 2],[3 4 5]); octave:2> [a,b,c,d] = sys2ss(sys) a = 0.00000 1.00000 -1.66667 -1.33333 b = 0 1 c = 0.66667 0.33333 d = 0 @end example @end deftypefn @node tf2sys,sys2tf,sys2ss,sysinterface @subsection Transfer function system interface functions @deftypefn {Function File } { @var{sys} = } tf2sys( @var{num}, @var{den} @{, @var{tsam}, @var{inname}, @var{outname} @}) build system data structure from transfer function format data @strong{Inputs} @table @var @item num, den coefficients of numerator/denominator polynomials @item tsam sampling interval. default: 0 (continuous time) @item inname, outname input/output signal names; may be a string or list with a single string entry. @end table @strong{Outputs} @var{sys} = system data structure @strong{Example} @example octave:1> sys=tf2sys([2 1],[1 2 1],0.1); octave:2> sysout(sys) Input(s) 1: u_1 Output(s): 1: y_1 (discrete) Sampling interval: 0.1 transfer function form: 2*z^1 + 1 ----------------- 1*z^2 + 2*z^1 + 1 @end example @end deftypefn @node sys2tf,zp2sys,tf2sys,sysinterface @deftypefn {Function File } {[@var{num},@var{den},@var{tsam},@var{inname},@var{outname}] =} sys2tf (@var{sys}) Extract transfer function data from a system data structure See @ref{tf2sys} for parameter descriptions. @strong{Example} @example octave:1> sys=ss2sys([1 -2; -1.1,-2.1],[0;1],[1 1]); octave:2> [num,den] = sys2tf(sys) num = 1.0000 -3.0000 den = 1.0000 1.1000 -4.3000 @end example @end deftypefn @node zp2sys,sys2zp,sys2tf,sysinterface @subsection Zero-pole system interface functions @deftypefn {Function File } { @var{sys} =} zp2sys (@var{zer},@var{pol},@var{k}@{,@var{tsam},@var{inname},@var{outname}@}) Create system data structure from zero-pole data @strong{Inputs} @table @var @item zer vector of system zeros @item pol vector of system poles @item k scalar leading coefficient @item tsam sampling period. default: 0 (continuous system) @item inname, outname input/output signal names (lists of strings) @end table @strong{Outputs} sys: system data structure @strong{Example} @example octave:1> sys=zp2sys([1 -1],[-2 -2 0],1); octave:2> sysout(sys) Input(s) 1: u_1 Output(s): 1: y_1 zero-pole form: 1 (s - 1) (s + 1) ----------------- s (s + 2) (s + 2) @end example @end deftypefn @node sys2zp, structaccess, zp2sys, sysinterface @deftypefn {Function File } {[@var{zer}, @var{pol}, @var{k}, @var{tsam}, @var{inname}, @var{outname}] =} sys2zp (@var{sys}) Extract zero/pole/leading coefficient information from a system data structure See @ref{zp2sys} for parameter descriptions. @strong{Example} @example octave:1> sys=ss2sys([1 -2; -1.1,-2.1],[0;1],[1 1]); octave:2> [zer,pol,k] = sys2zp(sys) zer = 3.0000 pol = -2.6953 1.5953 k = 1 @end example @end deftypefn @node structaccess, structintern, sys2zp, sysinterface @subsection Data structure access functions @menu * syschnames:: * syschtsam:: * sysdimensions:: * sysgetsignals:: * sysgettsam:: * sysgettype:: * syssetsignals:: * sysupdate:: @end menu @node syschnames, syschtsam, structaccess, structaccess @deftypefn {Function File } {@var{retsys} =} syschnames (@var{sys}, @var{opt}, @var{list}, @var{names}) Superseded by @code{syssetsignals} @end deftypefn @node syschtsam, sysdimensions, syschnames, structaccess @deftypefn {Function File } { retsys =} syschtsam ( sys,tsam ) This function changes the sampling time (tsam) of the system. Exits with an error if sys is purely continuous time. @end deftypefn @node sysdimensions, sysgetsignals, syschtsam, structaccess @deftypefn {Function File } { [@var{n}, @var{nz}, @var{m}, @var{p},@var{yd}] =} sysdimensions (@var{sys}@{, @var{opt}@}) return the number of states, inputs, and/or outputs in the system @var{sys}. @strong{Inputs} @table @var @item sys system data structure @item opt String indicating which dimensions are desired. Values: @table @code @item "all" (default) return all parameters as specified under Outputs below. @item "cst" return @var{n}= number of continuous states @item "dst" return @var{n}= number of discrete states @item "in" return @var{n}= number of inputs @item "out" return @var{n}= number of outputs @end table @end table @strong{Outputs} @table @var @item n number of continuous states (or individual requested dimension as specified by @var{opt}). @item nz number of discrete states @item m number of system inputs @item p number of system outputs @item yd binary vector; @var{yd}(@var{ii}) is nonzero if output @var{ii} is discrete. @math{yd(ii) = 0} if output @var{ii} is continous @end table @end deftypefn @node sysgetsignals, sysgettsam, sysdimensions, structaccess @deftypefn {Function File } {[@var{stname}, @var{inname}, @var{outname}, @var{yd}] =} sysgetsignals (@var{sys}) @deftypefnx{Function File } { @var{siglist} =} sysgetsignals (@var{sys},@var{sigid}) @deftypefnx{Function File } { @var{signame} =} sysgetsignals (@var{sys},@var{sigid},@var{signum}@{, @var{strflg}@}) Get signal names from a system @strong{Inputs} @table @var @item sys system data structure for the state space system @item sigid signal id. String. Must be one of @table @code @item "in" input signals @item "out" output signals @item "st" stage signals @item "yd" value of logical vector @var{yd} @end table @item signum Index of signal (or indices of signals if signum is a vector) @item strflg flag to return a string instead of a list; Values: @table @code @item 0 (default) return a list (even if signum is a scalar) @item 1 return a string. Exits with an error if signum is not a scalar. @end table @end table @strong{Outputs} @table @bullet @item If @var{sigid} is not specified @table @var @item stname, inname, outname signal names (lists of strings); names of states, inputs, and outputs, respectively @item yd binary vector; @var{yd}(@var{ii}) is nonzero if output @var{ii} is discrete. @end table @item If @var{sigid} is specified but @var{signum} is not specified, then @table @code @item sigid="in" @var{siglist} is set to the list of input names @item sigid="out" @var{siglist} is set to the list of output names @item sigid="st" @var{siglist} is set to the list of state names stage signals @item sigid="yd" @var{siglist} is set to logical vector indicating discrete outputs; @var{siglist(ii) = 0} indicates that output @var{ii} is continuous (unsampled), otherwise it is discrete. @end table @item if the first three input arguments are specified, then @var{signame} is a list of the specified signal names (@var{sigid} is @code{"in"}, @code{"out"}, or @code{"st"}), or else the logical flag indicating whether output(s) @var{signum} is(are) discrete (@var{sigval}=1) or continuous (@var{sigval}=0). @end table @strong{Examples} (From @code{sysrepdemo}) @example octave> sys=ss2sys(rand(4),rand(4,2),rand(3,4)); octave> [Ast,Ain,Aout,Ayd] = sysgetsignals(sys) i # get all signal names Ast = ( [1] = x_1 [2] = x_2 [3] = x_3 [4] = x_4 ) Ain = ( [1] = u_1 [2] = u_2 ) Aout = ( [1] = y_1 [2] = y_2 [3] = y_3 ) Ayd = 0 0 0 octave> Ain = sysgetsignals(sys,"in") # get only input signal names Ain = ( [1] = u_1 [2] = u_2 ) octave> Aout = sysgetsignals(sys,"out",2) # get name of output 2 (in list) Aout = ( [1] = y_2 ) octave> Aout = sysgetsignals(sys,"out",2,1) # get name of output 2 (as string) Aout = y_2 @end example @end deftypefn @node sysgettsam, sysgettype, sysgetsignals, structaccess @deftypefn {Function File } { Tsam =} sysgettsam ( sys ) return the sampling time of the system @end deftypefn @node sysgettype, syssetsignals, sysgettsam, structaccess @deftypefn {Function File } { @var{systype} =} sysgettype ( @var{sys} ) return the initial system type of the system @strong{Inputs} @var{sys}: system data structure @strong{Outputs} @var{systype}: string indicating how the structure was initially constructed: values: @code{"ss"}, @code{"zp"}, or @code{"tf"} @strong{Note} FIR initialized systems return @code{systype="tf"}. @end deftypefn @node syssetsignals, sysupdate, sysgettype, structaccess @deftypefn {Function File } {@var{retsys} =} syssetsignals (@var{sys}, @var{opt}, @var{names}@{, @var{sig_idx}@}) change the names of selected inputs, outputs and states. @strong{Inputs} @table @var @item sys system data structure @item opt change default name (output) @table @code @item "out" change selected output names @item "in" change selected input names @item "st" change selected state names @item "yd" change selected outputs from discrete to continuous or from continuous to discrete. @end table @item names @table @code @item opt = "out", "in", or "st" string or string array containing desired signal names or values. @item opt = "yd" To desired output continuous/discrete flag. Set name to 0 for continuous, or 1 for discrete. @end table @item list vector of indices of outputs, yd, inputs, or states whose respective names should be changed. Default: replace entire list of names/entire yd vector. @end table @strong{Outputs} @var{retsys=sys} with appropriate signal names changed (or yd values, where appropriate) @strong{Example} @example octave:1> sys=ss2sys([1 2; 3 4],[5;6],[7 8]); octave:2> sys = syssetsignals(sys,"st",str2mat("Posx","Velx")); octave:3> sysout(sys) Input(s) 1: u_1 Output(s): 1: y_1 state-space form: 2 continuous states, 0 discrete states State(s): 1: Posx 2: Velx A matrix: 2 x 2 1 2 3 4 B matrix: 2 x 1 5 6 C matrix: 1 x 2 7 8 D matrix: 1 x 1 0 @end example @end deftypefn @node sysupdate, , syssetsignals, structaccess @deftypefn {Function File } { @var{sys} =} sysupdate ( @var{sys}, @var{opt} ) Update the internal representation of a system. @strong{Inputs} @table @var @item sys: system data structure @item opt string: @table @code @item "tf" update transfer function form @item "zp" update zero-pole form @item "ss" update state space form @item "all" all of the above @end table @end table @strong{Outputs} @var{retsys}: contains union of data in sys and requested data. If requested data in sys is already up to date then retsys=sys. Conversion to @code{tf} or @code{zp} exits with an error if the system is mixed continuous/digital. @end deftypefn @node structintern, , structaccess, sysinterface @subsection Data structure internal functions @deftypefn {Function File } { } syschnamesl used internally in syschnames @end deftypefn @deftypefn {Function File } { @var{ioname} =} sysdefioname (@var{n},@var{str} @{,@var{m}@}) return default input or output names given @var{n}, @var{str}, @var{m}. @var{n} is the final value, @var{str} is the string prefix, and @var{m} is start value used internally, minimal argument checking @strong{Example} @code{ioname = sysdefioname(5,"u",3)} returns the list: @example ioname = ( [1] = u_3 [2] = u_4 [3] = u_5 ) @end example @end deftypefn @deftypefn {Function File } { @var{stname} =} sysdefstname (@var{n}, @var{nz}) return default state names given @var{n}, @var{nz} used internally, minimal argument checking @end deftypefn @deftypefn {Function File } { @var{vec} = } tf2sysl (@var{vec}) used internally in @ref{tf2sys}. strip leading zero coefficients to get the true polynomial length @end deftypefn @node sysdisp, blockdiag, sysinterface, Control Theory @section System display functions @deftypefn {Function File } { } sysout ( @var{sys}@{, @var{opt}@}) print out a system data structure in desired format @table @var @item sys system data structure @item opt Display option @table @code @item [] primary system form (default); see @ref{sysgettype}. @item "ss" state space form @item "tf" transfer function form @item "zp" zero-pole form @item "all" all of the above @end table @end table @end deftypefn @deftypefn {Function File } { @var{y} =} polyout ( @var{c}@{, @var{x}@}) write formatted polynomial @example c(x) = c(1) * x^n + ... + c(n) x + c(n+1) @end example to string @var{y} or to the screen (if @var{y} is omitted) @var{x} defaults to the string @code{"s"} @end deftypefn @deftypefn {Function File } { } tfout (@var{num}, @var{denom}@{, @var{x}@}) print formatted transfer function @math{n(s)/d(s) } to the screen @var{x} defaults to the string @code{"s"} @end deftypefn @deftypefn {Function File } { } zpout (@var{zer}, @var{pol}, @var{k}@{, @var{x}@}) print formatted zero-pole form to the screen. @var{x} defaults to the string @code{"s"} @end deftypefn @deftypefn {Function File } { } outlist (@var{lmat}@{, @var{tabchar}, @var{yd}, @var{ilist} @}) Prints an enumerated list of strings. internal use only; minimal argument checking performed @strong{Inputs} @table @var @item lmat list of strings @item tabchar tab character (default: none) @item yd indices of strings to append with the string "(discrete)" (used by @var{sysout}; minimal checking of this argument) @math{yd = [] } indicates all outputs are continuous @item ilist index numbers to print with names. default: @code{1:rows(lmat)} @end table @strong{Outputs} prints the list to the screen, numbering each string in order. @end deftypefn @node blockdiag, numerical, sysdisp, Control Theory @section Block Diagram Manipulations @xref{systime} Unless otherwise noted, all parameters (input,output) are system data structures. @menu * buildssic:: * jet707:: * ord2:: * parallel:: * sysadd:: * sysappend:: * sysconnect:: * syscont:: * syscont_disc:: * sysdisc:: * sysdup:: * sysgroup:: * sysgroupn:: * sysmult:: * sysprune:: * sysreorder:: * sysscale:: * syssub:: @end menu @deftypefn {Function File } { outputs =} bddemo ( inputs ) Octave Controls toolbox demo: Block Diagram Manipulations demo @end deftypefn @node buildssic, jet707, blockdiag, blockdiag @deftypefn {Function File } {[@var{sys}] =} buildssic(@var{Clst}, @var{Ulst}, @var{Olst}, @var{Ilst}, @var{s1}, @var{s2}, @var{s3}, @var{s4}, @var{s5}, @var{s6}, @var{s7}, @var{s8}) Contributed by Kai Mueller. Form an arbitrary complex (open or closed loop) system in state-space form from several systems. "@code{buildssic}" can easily (despite it's cryptic syntax) integrate transfer functions from a complex block diagram into a single system with one call. This function is especially useful for building open loop interconnections for H_infinity and H2 designs or for closing loops with these controllers. Although this function is general purpose, the use of "@code{sysgroup}" "@code{sysmult}", "@code{sysconnect}" and the like is recommended for standard operations since they can handle mixed discrete and continuous systems and also the names of inputs, outputs, and states. The parameters consist of 4 lists that describe the connections outputs and inputs and up to 8 systems s1-s8. Format of the lists: @table @var @item Clst connection list, describes the input signal of each system. The maximum number of rows of Clst is equal to the sum of all inputs of s1-s8. Example: @code{[1 2 -1; 2 1 0]} ==> new input 1 is old inpout 1 + output 2 - output 1, new input 2 is old input 2 + output 1. The order of rows is arbitrary. @item Ulst if not empty the old inputs in vector Ulst will be appended to the outputs. You need this if you want to "pull out" the input of a system. Elements are input numbers of s1-s8. @item Olst output list, specifiy the outputs of the resulting systems. Elements are output numbers of s1-s8. The numbers are alowed to be negative and may appear in any order. An empty matrix means all outputs. @item Ilst input list, specifiy the inputs of the resulting systems. Elements are input numbers of s1-s8. The numbers are alowed to be negative and may appear in any order. An empty matrix means all inputs. @end table Example: Very simple closed loop system. @example @group w e +-----+ u +-----+ --->o--*-->| K |--*-->| G |--*---> y ^ | +-----+ | +-----+ | - | | | | | | +----------------> u | | | | +-------------------------|---> e | | +----------------------------+ @end group @end example The closed loop system GW can be optained by @example GW = buildssic([1 2; 2 -1], [2], [1 2 3], [2], G, K); @end example @table @var @item Clst (1. row) connect input 1 (G) with output 2 (K). (2. row) connect input 2 (K) with neg. output 1 (G). @item Ulst append input of (2) K to the number of outputs. @item Olst Outputs are output of 1 (G), 2 (K) and appended output 3 (from Ulst). @item Ilst the only input is 2 (K). @end table Here is a real example: @example @group +----+ -------------------->| W1 |---> v1 z | +----+ ----|-------------+ || GW || => min. | | vz infty | +---+ v +----+ *--->| G |--->O--*-->| W2 |---> v2 | +---+ | +----+ | | | v u y @end group @end example The closed loop system GW from [z; u]' to [v1; v2; y]' can be obtained by (all SISO systems): @example GW = buildssic([1 4;2 4;3 1],[3],[2 3 5],[3 4],G,W1,W2,One); @end example where "One" is a unity gain (auxillary) function with order 0. (e.g. @code{One = ugain(1);}) @end deftypefn @node jet707, ord2, buildssic, blockdiag @deftypefn {Function File } { @var{outsys} =} jet707 ( ) Creates linearized state space model of a Boeing 707-321 aircraft at v=80m/s. (M = 0.26, Ga0 = -3 deg, alpha0 = 4 deg, kappa = 50 deg) System inputs: (1) thrust and (2) elevator angle System outputs: (1) airspeed and (2) pitch angle Ref: R. Brockhaus: Flugregelung (Flight Control), Springer, 1994 see also: ord2 Contributed by Kai Mueller @end deftypefn @node ord2, parallel, jet707, blockdiag @deftypefn {Function File } { @var{outsys} =} ord2 (@var{nfreq}, @var{damp}@{[, @var{gain}@}) Creates a continuous 2nd order system with parameters: @strong{Inputs} @table @var @item nfreq: natural frequency [Hz]. (not in rad/s) @item damp: damping coefficient @item gain: dc-gain This is steady state value only for damp > 0. gain is assumed to be 1.0 if ommitted. @end table @strong{Outputs} @var{outsys} system data structure has representation with @math{w = 2 * pi * nfreq}: @example / \ | / -2w*damp -w \ / w \ | G = | | |, | |, [ 0 gain ], 0 | | \ w 0 / \ 0 / | \ / @end example @strong{See also} @code{jet707} (MIMO example, Boeing 707-321 aircraft model) @end deftypefn @node parallel, sysadd, ord2, blockdiag @deftypefn {Function File } { @var{sysp} =} parallel(@var{Asys}, @var{Bsys}) Forms the parallel connection of two systems. @example ____________________ | ________ | u ----->|----> | Asys |--->|----> y1 | | -------- | | | ________ | |--->|----> | Bsys |--->|----> y2 | -------- | -------------------- Ksys @end example @end deftypefn @node sysadd, sysappend, parallel, blockdiag @deftypefn {Function File } { @var{sys} =} sysadd ( @var{Gsys},@var{Hsys}) returns @var{sys} = @var{Gsys} + @var{Hsys}. @itemize @bullet @item Exits with an error if @var{Gsys} and @var{Hsys} are not compatibly dimensioned. @item Prints a warning message is system states have identical names; duplicate names are given a suffix to make them unique. @item @var{sys} input/output names are taken from @var{Gsys}. @end itemize @example @group ________ ----| Gsys |--- u | ---------- +| ----- (_)----> y | ________ +| ----| Hsys |--- -------- @end group @end example @end deftypefn @node sysappend, sysconnect, sysadd, blockdiag @deftypefn {Function File } {@var{retsys} =} sysappend (@var{sys},@var{b}@{, @var{c}, @var{d}, @var{outname}, @var{inname}, @var{yd}@}) appends new inputs and/or outputs to a system @strong{Inputs} @table @var @item sys system data structure @item b matrix to be appended to sys "B" matrix (empty if none) @item c matrix to be appended to sys "C" matrix (empty if none) @item d revised sys d matrix (can be passed as [] if the revised d is all zeros) @item outname list of names for new outputs @item inname list of names for new inputs @item yd binary vector; @math{yd(ii)=0} indicates a continuous output; @math{yd(ii)=1} indicates a discrete output. @end table @strong{Outputs} @var{sys} @example @group sys.b := [sys.b , b] sys.c := [sys.c ] [ c ] sys.d := [sys.d | D12 ] [D21 | D22 ] @end group @end example where @var{D12}, @var{D21}, and @var{D22} are the appropriate dimensioned blocks of the input parameter @var{d}. @itemize @bullet @item The leading block @var{D11} of @var{d} is ignored. @item If @var{inname} and @var{outname} are not given as arguments, the new inputs and outputs are be assigned default names. @item @var{yd} is a binary vector of length rows(c) that indicates continuous/sampled outputs. Default value for @var{yd} is: @item @var{sys} = continuous or mixed @var{yd} = @code{zeros(1,rows(c))} @item @var{sys} = discrete @var{yd} = @code{ones(1,rows(c))} @end itemize @end deftypefn @node sysconnect, syscont, sysappend, blockdiag @deftypefn {Function File } {@var{retsys} =} sysconnect (@var{sys}, @var{out_idx},@var{in_idx}@{,@var{order}, @var{tol}@}) Close the loop from specified outputs to respective specified inputs @strong{Inputs} @table @var @item sys system data structure @item out_idx, in_idx list of connections indices; @math{y(out_idx(ii))} is connected to @math{u(in_idx(ii))}. @item order logical flag (default = 0) @table @code @item 0 leave inputs and outputs in their original order @item 1 permute inputs and outputs to the order shown in the diagram below @end table @item tol tolerance for singularities in algebraic loops default: 200@var{eps} @end table @strong{Outputs} @var{sys}: resulting closed loop system. @strong{Method} @code{sysconnect} internally permutes selected inputs, outputs as shown below, closes the loop, and then permutes inputs and outputs back to their original order @example @group ____________________ u_1 ----->| |----> y_1 | sys | old u_2 | | u_2* ---->(+)--->| |----->y_2 (in_idx) ^ -------------------| | (out_idx) | | ------------------------------- @end group @end example The input that has the summing junction added to it has an * added to the end of the input name. @end deftypefn @node syscont, syscont_disc, sysconnect, blockdiag @deftypefn {Function File} { [@var{csys}, @var{Acd}, @var{Ccd}] = } syscont (@var{sys}) Extract the purely continuous subsystem of an input system. @strong{Inputs} @var{sys} is a system data structure @strong{Outputs} @table @var @item csys is the purely continuous input/output connections of @var{sys} @item Acd, Ccd: connections from discrete states to continuous states, discrete states to continuous outputs, respectively. returns @var{csys} empty if no continuous/continous path exists @end table @end deftypefn @node syscont_disc, sysdisc, syscont, blockdiag @deftypefn {Function File } { [@var{n_tot}, @var{st_c}, @var{st_d}, @var{y_c}, @var{y_d}] =} syscont_disc(@var{sys}) Used internally in syscont and sysdisc. @strong{Inputs} @var{ sys} is a system data structure. @strong{Outputs} @table @var @item n_tot total number of states @item st_c vector of continuous state indices (empty if none) @item st_d vector of discrete state indices (empty if none) @item y_c vector of continuous output indices @item y_d vector of discrete output indices @end table @end deftypefn @node sysdisc, sysdup, syscont_disc, blockdiag @deftypefn {Function File } { [@var{dsys}, @var{Adc}, @var{Cdc}] =} sysdisc (@var{sys}) @strong{Inputs} @var{sys} = system data structure @strong{Outputs} @table @var @item dsys purely discrete portion of sys (returned empty if there is no purely discrete path from inputs to outputs) @item Adc, Cdc connections from continuous states to discrete states and discrete outputs, respectively. @end table @end deftypefn @node sysdup, sysgroup, sysdisc, blockdiag @deftypefn {Function File } { @var{retsys} =} sysdup (@var{Asys}, @var{out_idx}, @var{in_idx}) Duplicate specified input/output connections of a system @strong{Inputs} @table @var @item Asys system data structure (@xref{ss2sys}) @item out_idx,in_idx list of connections indices; duplicates are made of @var{y(out_idx(ii))} and @var{u(in_idx(ii))}. @end table @strong{Outputs} @var{retsys}: resulting closed loop system: duplicated i/o names are appended with a @code{"+"} suffix. @strong{Method} @code{sysdup} creates copies of selected inputs and outputs as shown below. u1/y1 is the set of original inputs/outputs, and u2,y2 is the set of duplicated inputs/outputs in the order specified in @var{in_idx}, @var{out_idx}, respectively @example @group ____________________ u1 ----->| |----> y1 | Asys | u2 ------>| |----->y2 (in_idx) -------------------| (out_idx) @end group @end example @end deftypefn @node sysgroup, sysgroupn, sysdup, blockdiag @deftypefn {Function File } { @var{sys} =} sysgroup ( @var{Asys}, @var{Bsys}) Combines two systems into a single system @strong{Inputs} @var{Asys}, @var{Bsys}: system data structures @strong{Outputs} @math{sys = @r{block diag}(Asys,Bsys)} @example @group __________________ | ________ | u1 ----->|--> | Asys |--->|----> y1 | -------- | | ________ | u2 ----->|--> | Bsys |--->|----> y2 | -------- | ------------------ Ksys @end group @end example The function also rearranges the internal state-space realization of @var{sys} so that the continuous states come first and the discrete states come last. If there are duplicate names, the second name has a unique suffix appended on to the end of the name. @end deftypefn @node sysgroupn, sysmult, sysgroup, blockdiag @deftypefn {Function File } { @var{names} =} sysgroupn (@var{names}) Locate and mark duplicate names. Used internally in sysgroup (and elsewhere). @end deftypefn @node sysmult, sysprune, sysgroupn, blockdiag @deftypefn {Function File } { @var{sys} =} sysmult( @var{Asys}, @var{Bsys}) Compute @math{sys = Asys*Bsys} (series connection): @example @group u ---------- ---------- --->| Bsys |---->| Asys |---> ---------- ---------- @end group @end example A warning occurs if there is direct feed-through from an input of Bsys or a continuous state of Bsys through a discrete output of Bsys to a continuous state or output in Asys (system data structure does not recognize discrete inputs). @end deftypefn @node sysprune, sysreorder, sysmult, blockdiag @deftypefn {Function File } { @var{retsys} =} sysprune ( @var{Asys}, @var{out_idx}, @var{in_idx}) Extract specified inputs/outputs from a system @strong{Inputs} @table @var @item Asys system data structure @item out_idx,in_idx list of connections indices; the new system has outputs y(out_idx(ii)) and inputs u(in_idx(ii)). May select as [] (empty matrix) to specify all outputs/inputs. @end table @strong{Outputs} @var{retsys}: resulting system @example @group ____________________ u1 ------->| |----> y1 (in_idx) | Asys | (out_idx) u2 ------->| |----| y2 (deleted)-------------------- (deleted) @end group @end example @end deftypefn @node sysreorder, sysscale, sysprune, blockdiag @deftypefn {Function File } { @var{pv} =} sysreorder( @var{vlen}, @{var{list}) @strong{Inputs} @var{vlen}=vector length, @var{list}= a subset of @code{[1:vlen]}, @strong{Outputs} @var{pv}: a permutation vector to order elements of @code{[1:vlen]} in @code{list} to the end of a vector. Used internally by @code{sysconnect} to permute vector elements to their desired locations. @end deftypefn @node sysscale, syssub, sysreorder, blockdiag @deftypefn {Function File } {@var{sys} =} sysscale (@var{sys}, @var{outscale}, @var{inscale}@{, @var{outname}, @var{inname}@}) scale inputs/outputs of a system. @strong{Inputs} sys: structured system outscale, inscale: constant matrices of appropriate dimension @strong{Outputs} @var{sys}: resulting open loop system: @example ----------- ------- ----------- u --->| inscale |--->| sys |--->| outscale |---> y ----------- ------- ----------- @end example If the input names and output names (each a list of strings) are not given and the scaling matrices are not square, then default names will be given to the inputs and/or outputs. A warning message is printed if outscale attempts to add continuous system outputs to discrete system outputs; otherwise @var{yd} is set appropriately in the returned value of @var{sys}. @end deftypefn @node syssub, , sysscale, blockdiag @deftypefn {Function File } { @var{sys} =} syssub (@var{Gsys}, @var{Hsys}) returns @math{sys = Gsys - Hsys} Method: @var{Gsys} and @var{Hsys} are connected in parallel The input vector is connected to both systems; the outputs are subtracted. Returned system names are those of @var{Gsys}. @example @group ________ ----| Gsys |--- u | ---------- +| ----- (_)----> y | ________ -| ----| Hsys |--- -------- @end group @end example @end deftypefn @deftypefn {Function File } { @var{outsys} =} ugain(n) Creates a system with unity gain, no states. This trivial system is sometimes needed to create arbitrary complex systems from simple systems with buildssic. Watch out if you are forming sampled systems since "ugain" does not contain a sampling period. See also: hinfdemo (MIMO H_infinty example, Boeing 707-321 aircraft model) @end deftypefn @deftypefn {Function File } { @var{wsys} =} wgt1o (@var{vl}, @var{vh}, @var{fc}) State space description of a first order weighting function. Weighting function are needed by the H2/H_infinity design procedure. These function are part of thye augmented plant P (see hinfdemo for an applicattion example). vl = Gain @@ low frequencies vh = Gain @@ high frequencies fc = Corner frequency (in Hz, *not* in rad/sec) @end deftypefn @node numerical, sysprop, blockdiag, Control Theory @section Numerical Functions @deftypefn {Function File} {} are (@var{a}, @var{b}, @var{c}, @var{opt}) Solve the algebraic Riccati equation @iftex @tex $$ A^TX + XA - XBX + C = 0 $$ @end tex @end iftex @ifinfo @example a' * x + x * a - x * b * x + c = 0 @end example @end ifinfo @strong{Inputs} @noindent for identically dimensioned square matrices @table @var @item a @var{n}x@var{n} matrix. @item b @var{n}x@var{n} matrix or @var{n}x@var{m} matrix; in the latter case @var{b} is replaced by @math{b:=b*b'}. @item c @var{n}x@var{n} matrix or @var{p}x@var{m} matrix; in the latter case @var{c} is replaced by @math{c:=c'*c}. @item opt (optional argument; default = @code{"B"}): String option passed to @code{balance} prior to ordered Schur decomposition. @end table @strong{Outputs} @var{x}: solution of the ARE. @strong{Method} Laub's Schur method (IEEE Transactions on Automatic Control, 1979) is applied to the appropriate Hamiltonian matrix. @end deftypefn @deftypefn {Function File} {} dare (@var{a}, @var{b}, @var{c}, @var{r}, @var{opt}) Return the solution, @var{x} of the discrete-time algebraic Riccati equation @iftex @tex $$ A^TXA - X + A^TXB (R + B^TXB)^{-1} B^TXA + C = 0 $$ @end tex @end iftex @ifinfo @example a' x a - x + a' x b (r + b' x b)^(-1) b' x a + c = 0 @end example @end ifinfo @noindent @strong{Inputs} @table @var @item a @var{n} by @var{n}. @item b @var{n} by @var{m}. @item c @var{n} by @var{n}, symmetric positive semidefinite, or @var{p} by @var{n}. In the latter case @math{c:=c'*c} is used. @item r @var{m} by @var{m}, symmetric positive definite (invertible). @item opt (optional argument; default = @code{"B"}): String option passed to @code{balance} prior to ordered @var{QZ} decomposition. @end table @strong{Outputs} @var{x} solution of DARE. @strong{Method} Generalized eigenvalue approach (Van Dooren; SIAM J. Sci. Stat. Comput., Vol 2) applied to the appropriate symplectic pencil. See also: Ran and Rodman, "Stable Hermitian Solutions of Discrete Algebraic Riccati Equations," Mathematics of Control, Signals and Systems, Vol 5, no 2 (1992) pp 165-194. @end deftypefn @deftypefn {Function File } { @var{m} =} dgram ( @var{a}, @var{b}) Return controllability grammian of discrete time system @example x(k+1) = a x(k) + b u(k) @end example @strong{Inputs} @table @var @item a @var{n} by @var{n} matrix @item b @var{n} by @var{m} matrix @end table @strong{Outputs} @var{m} (@var{n} by @var{n}) satisfies @example a m a' - m + b*b' = 0 @end example @end deftypefn @deftypefn {Function File} {@var{x} = } dlyap (@var{a}, @var{b}) Solve the discrete-time Lyapunov equation @strong{Inputs} @table @var @item a @var{n} by @var{n} matrix @item b Matrix: @var{n} by @var{n}, @var{n} by @var{m}, or @var{p} by @var{n}. @end table @strong{Outputs} @var{x}: matrix satisfying appropriate discrete time Lyapunov equation. Options: @itemize @bullet @item @var{b} is square: solve @code{a x a' - x + b = 0} @item @var{b} is not square: @var{x} satisfies either @example a x a' - x + b b' = 0 @end example @noindent or @example a' x a - x + b' b = 0, @end example @noindent whichever is appropriate. @end itemize @strong{Method} Uses Schur decomposition method as in Kitagawa, @cite{An Algorithm for Solving the Matrix Equation @var{X} = @var{F}@var{X}@var{F}' + @var{S}}, International Journal of Control, Volume 25, Number 5, pages 745--753 (1977). Column-by-column solution method as suggested in Hammarling, @cite{Numerical Solution of the Stable, Non-Negative Definite Lyapunov Equation}, IMA Journal of Numerical Analysis, Volume 2, pages 303--323 (1982). @end deftypefn @deftypefn {Function File } { @var{m} =} gram (@var{a}, @var{b}) Return controllability grammian @var{m} of the continuous time system @math{ dx/dt = a x + b u}. @var{m} satisfies @math{ a m + m a' + b b' = 0 }. @end deftypefn @deftypefn {Function File} {} lyap (@var{a}, @var{b}, @var{c}) @deftypefnx {Function File} {} lyap (@var{a}, @var{b}) Solve the Lyapunov (or Sylvester) equation via the Bartels-Stewart algorithm (Communications of the ACM, 1972). If @var{a}, @var{b}, and @var{c} are specified, then @code{lyap} returns the solution of the Sylvester equation @iftex @tex $$ A X + X B + C = 0 $$ @end tex @end iftex @ifinfo @example a x + x b + c = 0 @end example @end ifinfo If only @code{(a, b)} are specified, then @code{lyap} returns the solution of the Lyapunov equation @iftex @tex $$ A^T X + X A + B = 0 $$ @end tex @end iftex @ifinfo @example a' x + x a + b = 0 @end example @end ifinfo If @var{b} is not square, then @code{lyap} returns the solution of either @iftex @tex $$ A^T X + X A + B^T B = 0 $$ @end tex @end iftex @ifinfo @example a' x + x a + b' b = 0 @end example @end ifinfo @noindent or @iftex @tex $$ A X + X A^T + B B^T = 0 $$ @end tex @end iftex @ifinfo @example a x + x a' + b b' = 0 @end example @end ifinfo @noindent whichever is appropriate. @end deftypefn @deftypefn {Function File } { } pinv ( @var{X}@{,@var{tol}@} ) Returns the pseudoinverse of X; singular values less than tol are ignored. @end deftypefn @deftypefn {Function File } { @var{x} =} qzval (@var{A}, @var{B}) Compute generalized eigenvalues of the matrix pencil @ifinfo @example (A - lambda B). @end example @end ifinfo @iftex @tex $(A - \lambda B)$. @end tex @end iftex @var{A} and @var{B} must be real matrices. @strong{Note} @code{qzval} is obsolete; use @code{qz} instead. @end deftypefn @deftypefn {Function File } { } zgfmul @deftypefnx {Function File } { } zgfslv @deftypefnx {Function File } { } zginit @deftypefnx {Function File } {@var{retsys} =} zgpbal (@var{Asys}) @deftypefnx {Function File } {} zgreduce @deftypefnx {Function File } { [@var{nonz}, @var{zer}] =} zgrownorm (@var{mat}, @var{meps}) @deftypefnx {Function File } { x =} zgscal (@var{f}, @var{z}, @var{n}, @var{m}, @var{p}) @deftypefnx {Function File } { } zgsgiv ( ) @deftypefnx {Function File } { @var{x} =} zgshsr( @var{y}) Used internally by @code{tzero}. Minimal argument checking performed. Details involving major subroutines: @table @code @item zgpbal Implementation of zero computation generalized eigenvalue problem balancing method. @code{zgpbal} computes a state/input/output weighting that attempts to reduced the range of the magnitudes of the nonzero elements of [a,b,c,d] The weighting uses scalar multiplication by powers of 2, so no roundoff will occur. @code{zgpbal} should be followed by @code{zgpred} @item zgreduce Implementation of procedure REDUCE in (Emami-Naeini and Van Dooren, Automatica, 1982). @item zgrownorm Returns @var{nonz} = number of rows of @var{mat} whose two norm exceeds @var{meps}, @var{zer} = number of rows of mat whose two norm is less than meps @item zgscal Generalized conjugate gradient iteration to solve zero-computation generalized eigenvalue problem balancing equation @math{fx=z}; called by @code{zgepbal} @item zgsgiv apply givens rotation c,s to column vector a,b @item zgshsr Apply Householder vector based on @code{e^(m)} (all ones) to (column vector) @var{y}. Called by @code{zgfslv}. @end table References: @table @strong @item ZGEP Hodel, "Computation of Zeros with Balancing," 1992, Linear Algebra and its Applications @item @strong{Generalized CG} Golub and Van Loan, "Matrix Computations, 2nd ed" 1989 @end table @end deftypefn @node sysprop, systime, numerical, Control Theory @section System Analysis-Properties @deftypefn {Function File } { } analdemo ( ) Octave Controls toolbox demo: State Space analysis demo @end deftypefn @deftypefn {Function File} {[@var{n}, @var{m}, @var{p}] =} abcddim (@var{a}, @var{b}, @var{c}, @var{d}) Check for compatibility of the dimensions of the matrices defining the linear system @iftex @tex $[A, B, C, D]$ corresponding to $$ \eqalign{ {dx\over dt} &= A x + B u\cr y &= C x + D u} $$ @end tex @end iftex @ifinfo [A, B, C, D] corresponding to @example dx/dt = a x + b u y = c x + d u @end example @end ifinfo or a similar discrete-time system. If the matrices are compatibly dimensioned, then @code{abcddim} returns @table @var @item n The number of system states. @item m The number of system inputs. @item p The number of system outputs. @end table Otherwise @code{abcddim} returns @var{n} = @var{m} = @var{p} = @minus{}1. Note: n = 0 (pure gain block) is returned without warning. See also: is_abcd @end deftypefn @deftypefn {Function File } {[@var{y}, @var{my}, @var{ny}] =} abcddims (@var{x}) Used internally in @code{abcddim}. If @var{x} is a zero-size matrix, both dimensions are set to 0 in @var{y}. @var{my} and @var{ny} are the row and column dimensions of the result. @end deftypefn @deftypefn {Function File } {@var{Qs} =} ctrb(@var{sys} @{, @var{b}@}) @deftypefnx {Function File } {@var{Qs} =} ctrb(@var{A}, @var{B}) Build controllability matrix @example 2 n-1 Qs = [ B AB A B ... A B ] @end example of a system data structure or the pair (@var{A}, @var{B}). @strong{Note} @code{ctrb} forms the controllability matrix. The numerical properties of @code{is_controllable} are much better for controllability tests. @end deftypefn @deftypefn {Function File } {@var{retval} =} h2norm(@var{sys}) Computes the H2 norm of a system data structure (continuous time only) Reference: Doyle, Glover, Khargonekar, Francis, ``State Space Solutions to Standard H2 and Hinf Control Problems", IEEE TAC August 1989 @end deftypefn @deftypefn {Function File } {[@var{g}, @var{gmin}, @var{gmax}] =} hinfnorm(@var{sys}@{, @var{tol}, @var{gmin}, @var{gmax}, @var{ptol}@}) Computes the H infinity norm of a system data structure. @strong{Inputs} @table @var @item sys system data structure @item tol H infinity 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 |real(pole)| < ptol*||H|| (H is appropriate Hamiltonian) are considered to be on the imaginary axis. @item if sys is discrete, poles with |abs(pole)-1| < ptol*||[s1,s2]|| (appropriate symplectic pencil) are considered to be on the unit circle @item Default: 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, gmax Actual system gain lies in the interval [@var{gmin}, @var{gmax}] @end table 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 $Revision: 1.9 $ @end deftypefn @deftypefn {Function File } { @var{Qb} =} obsv (@var{sys}@{, @var{c}@}) Build observability matrix @example @group | C | | CA | Qb = | CA^2 | | ... | | CA^(n-1) | @end group @end example of a system data structure or the pair (A, C). Note: @code{obsv()} forms the observability matrix. The numerical properties of is_observable() are much better for observability tests. @end deftypefn @deftypefn {Function File } {[@var{zer}, @var{pol}]=} pzmap (@var{sys}) Plots the zeros and poles of a system in the complex plane. @strong{Inputs} @var{sys} system data structure @strong{Outputs} if omitted, the poles and zeros are plotted on the screen. otherwise, pol, zer are returned as the system poles and zeros. (see sys2zp for a preferable function call) @end deftypefn @deftypefn{Function File} {outputs = } synKnames (inputs) Return controller signal names based in plant signal names and dimensions @end deftypefn @deftypefn {Function File } { @var{retval} =} is_abcd( @var{a}@{, @var{b}, @var{c}, @var{d}@}) Returns @var{retval} = 1 if the dimensions of @var{a}, @var{b}, @var{c}, @var{d} are compatible, otherwise @var{retval} = 0 with an appropriate diagnostic message printed to the screen. @end deftypefn @deftypefn {Function File } {[@var{retval}, @var{U}] =} is_controllable (@var{sys}@{, @var{tol}@}) @deftypefnx {Function File } {[@var{retval}, @var{U}] =} is_controllable (@var{a}@{, @var{b} ,@var{tol}@}) Logical check for system controllability. @strong{Inputs} @table @var @item sys system data structure @item a, b @var{n} by @var{n}, @var{n} by @var{m} matrices, respectively @item tol optional roundoff paramter. default value: @code{10*eps} @end table @strong{Outputs} @table @var @item retval Logical flag; returns true (1) if the system @var{sys} or the pair (@var{a},@var{b}) is controllable, whichever was passed as input arguments. @item U U is an orthogonal basis of the controllable subspace. @end table @strong{Method} Controllability is determined by applying Arnoldi iteration with complete re-orthogonalization to obtain an orthogonal basis of the Krylov subspace @example span ([b,a*b,...,a^@{n-1@}*b]). @end example The Arnoldi iteration is executed with @code{krylov} if the system has a single input; otherwise a block Arnoldi iteration is performed with @code{krylovb}. @strong{See also} @code{is_observable}, @code{is_stabilizable}, @code{is_detectable}, @code{krylov}, @code{krylovb} @end deftypefn @deftypefn {Function File } { [@var{retval}, @var{U}] =} is_detectable (@var{a}, @var{c}@{, @var{tol}@}) @deftypefnx {Function File } { [@var{retval}, @var{U}] =} is_detectable (@var{sys}@{, @var{tol}@}) Test for detactability (observability of unstable modes) of (@var{a},@var{c}). Returns 1 if the system @var{a} or the pair (@var{a},@var{c})is detectable, 0 if not. @strong{See} @code{is_stabilizable} for detailed description of arguments and computational method. @end deftypefn @deftypefn {Function File } { [@var{retval}, @var{dgkf_struct} ] =} is_dgkf (@var{Asys}, @var{nu}, @var{ny}, @var{tol} ) Determine whether a continuous time state space system meets assumptions of DGKF algorithm. Partitions system into: @example [dx/dt] = [A | Bw Bu ][w] [ z ] [Cz | Dzw Dzu ][u] [ y ] [Cy | Dyw Dyu ] @end example or similar discrete-time system. If necessary, orthogonal transformations @var{Qw}, @var{Qz} and nonsingular transformations @var{Ru}, @var{Ry} are applied to respective vectors @var{w}, @var{z}, @var{u}, @var{y} in order to satisfy DGKF assumptions. Loop shifting is used if @var{Dyu} block is nonzero. @strong{Inputs} @table @var @item Asys system data structure @item nu number of controlled inputs @item ny number of measured outputs @item tol threshhold for 0. Default: 200@var{eps} @end table @strong{Outputs} @table @var @item retval true(1) if system passes check, false(0) otherwise @item dgkf_struct data structure of @code{is_dgkf} results. Entries: @table @var @item nw, nz dimensions of @var{w}, @var{z} @item A system @var{A} matrix @item Bw (@var{n} x @var{nw}) @var{Qw}-transformed disturbance input matrix @item Bu (@var{n} x @var{nu}) @var{Ru}-transformed controlled input matrix; @strong{Note} @math{B = [Bw Bu] } @item Cz (@var{nz} x @var{n}) Qz-transformed error output matrix @item Cy (@var{ny} x @var{n}) @var{Ry}-transformed measured output matrix @strong{Note} @math{C = [Cz; Cy] } @item Dzu, Dyw off-diagonal blocks of transformed @var{D} matrix that enter @var{z}, @var{y} from @var{u}, @var{w} respectively @item Ru controlled input transformation matrix @item Ry observed output transformation matrix @item Dyu_nz nonzero if the @var{Dyu} block is nonzero. @item Dyu untransformed @var{Dyu} block @item dflg nonzero if the system is discrete-time @end table @end table @code{is_dgkf} exits with an error if the system is mixed discrete/continuous @strong{References} @table @strong @item [1] Doyle, Glover, Khargonekar, Francis, "State Space Solutions to Standard H2 and Hinf Control Problems," IEEE TAC August 1989 @item [2] Maciejowksi, J.M.: "Multivariable feedback design," @end table @end deftypefn @deftypefn {Function File } { @var{retval} =} is_digital ( @var{sys}) Return nonzero if system is digital; Exits with an error of sys is a mixed (continuous and discrete) system @end deftypefn @deftypefn {Function File } { [@var{retval},@var{U}] =} is_observable (@var{a}, @var{c}@{,@var{tol}@}) @deftypefnx {Function File } { [@var{retval},@var{U}] =} is_observable (@var{sys}@{, @var{tol}@}) Logical check for system observability. Returns 1 if the system @var{sys} or the pair (@var{a},@var{c}) is observable, 0 if not. @strong{See} @code{is_controllable} for detailed description of arguments and default values. @end deftypefn @deftypefn {Function File } { @var{retval} =} is_sample (@var{Ts}) return true if @var{Ts} is a legal sampling time (real,scalar, > 0) @end deftypefn @deftypefn {Function File } { @var{retval} =} is_siso (@var{sys}) return nonzero if the system data structure @var{sys} is single-input, single-output. @end deftypefn @deftypefn {Function File } {[@var{retval}, @var{U}] =} is_stabilizable (@var{sys}@{, @var{tol}@}) @deftypefnx {Function File } {[@var{retval}, @var{U}] =} is_stabilizable (@var{a}@{, @var{b} ,@var{tol}@}) Logical check for system stabilizability (i.e., all unstable modes are controllable). @strong{See} @code{is_controllable} for description of inputs, outputs. Test for stabilizability is performed via an ordered Schur decomposition that reveals the unstable subspace of the system @var{A} matrix. @end deftypefn @deftypefn {Function File } {@var{flg} =} is_signal_list (@var{mylist}) returns true if mylist is a list of individual strings (legal for input to @var{syssetsignals}). @end deftypefn @deftypefn {Function File } { @var{retval} =} is_stable (@var{a}@{,@var{tol},@var{dflg}@}) @deftypefnx {Function File } { @var{retval} =} is_stable (@var{sys}@{,@var{tol}@}) Returns retval = 1 if the matrix @var{a} or the system @var{sys} is stable, or 0 if not. @strong{Inputs} @table @var @item tol is a roundoff paramter, set to 200*@var{eps} if omitted. @item dflg Digital system flag (not required for system data structure): @table @code @item @var{dflg} != 0 stable if eig(a) in unit circle @item @var{dflg} == 0 stable if eig(a) in open LHP (default) @end table @end table @end deftypefn @node systime, sysfreq, sysprop, Control Theory @section System Analysis-Time Domain @deftypefn {Function File } { @var{dsys} =} c2d (@var{sys}@{, @var{opt}, @var{T}@}) @deftypefnx {Function File } { @var{dsys} =} c2d (@var{sys}@{, @var{T}@}) @strong{Inputs} @table @var @item sys system data structure (may have both continuous time and discrete time subsystems) @item opt string argument; conversion option (optional argument; may be omitted as shown above) @table @code @item "ex" use the matrix exponential (default) @item "bi" use the bilinear transformation @end table @example 2(z-1) s = ----- T(z+1) @end example FIXME: This option exits with an error if @var{sys} is not purely continuous. (The @code{ex} option can handle mixed systems.) @item @var{T} sampling time; required if sys is purely continuous. @strong{Note} If the 2nd argument is not a string, @code{c2d} assumes that the 2nd argument is @var{T} and performs appropriate argument checks. @end table @strong{Outputs} @var{dsys} discrete time equivalent via zero-order hold, sample each @var{T} sec. converts the system data structure describing @example . x = Ac x + Bc u @end example into a discrete time equivalent model @example x[n+1] = Ad x[n] + Bd u[n] @end example via the matrix exponential or bilinear transform @strong{Note} This function adds the suffix @code{_d} to the names of the new discrete states. @end deftypefn @deftypefn {Function File } {@var{csys} =} d2c (@var{sys}@{,@var{tol}@}) @deftypefnx {Function File } {@var{csys} =} d2c (@var{sys}, @var{opt}) Convert discrete (sub)system to a purely continuous system. Sampling time used is @code{sysgettsam(@var{sys})} @strong{Inputs} @table @var @item sys system data structure with discrete components @item tol Scalar value. tolerance for convergence of default @code{"log"} option (see below) @item opt conversion option. Choose from: @table @code @item "log" (default) Conversion is performed via a matrix logarithm. Due to some problems with this computation, it is followed by a steepest descent algorithm to identify continuous time @var{A}, @var{B}, to get a better fit to the original data. If called as @code{d2c}(@var{sys},@var{tol}), @var{tol=}positive scalar, the @code{"log"} option is used. The default value for @var{tol} is @code{1e-8}. @item "bi" Conversion is performed via bilinear transform @math{z = (1 + s T / 2)/(1 - s T / 2)} where @var{T} is the system sampling time (see @code{sysgettsam}). FIXME: bilinear option exits with an error if @var{sys} is not purely discrete @end table @end table @strong{Outputs} @var{csys} continuous time system (same dimensions and signal names as in @var{sys}). @end deftypefn @deftypefn {Function File } {[@var{dsys}, @var{fidx}] =} dmr2d (@var{sys}, @var{idx}, @var{sprefix}, @var{Ts2} @{,@var{cuflg}@}) convert a multirate digital system to a single rate digital system states specified by @var{idx}, @var{sprefix} are sampled at @var{Ts2}, all others are assumed sampled at @var{Ts1} = @code{sysgettsam(@var{sys})}. @strong{Inputs} @table @var @item sys discrete time system; @code{dmr2d} exits with an error if @var{sys} is not discrete @item idx list of states with sampling time @code{sysgettsam(@var{sys})} (may be empty) @item sprefix list of string prefixes of states with sampling time @code{sysgettsam(@var{sys})} (may be empty) @item Ts2 sampling time of states not specified by @var{idx}, @var{sprefix} must be an integer multiple of @code{sysgettsam(@var{sys})} @item cuflg "constant u flag" if @var{cuflg} is nonzero then the system inputs are assumed to be constant over the revised sampling interval @var{Ts2}. Otherwise, since the inputs can change during the interval @var{t} in @math{[k Ts2, (k+1) Ts2]}, an additional set of inputs is included in the revised B matrix so that these intersample inputs may be included in the single-rate system. default @var{cuflg} = 1. @end table @strong{Outputs} @table @var @item dsys equivalent discrete time system with sampling time @var{Ts2}. The sampling time of sys is updated to @var{Ts2}. if @var{cuflg}=0 then a set of additional inputs is added to the system with suffixes _d1, ..., _dn to indicate their delay from the starting time k @var{Ts2}, i.e. u = [u_1; u_1_d1; ..., u_1_dn] where u_1_dk is the input k*Ts1 units of time after u_1 is sampled. (Ts1 is the original sampling time of discrete time sys and @var{Ts2} = (n+1)*Ts1) @item fidx indices of "formerly fast" states specified by @var{idx} and @var{sprefix}; these states are updated to the new (slower) sampling interval @var{Ts2}. @end table @strong{WARNING} Not thoroughly tested yet; especially when @var{cuflg} == 0. @end deftypefn @deftypefn {Function File } {} damp(@var{p}@{, @var{tsam}@}) Displays eigenvalues, natural frequencies and damping ratios of the eigenvalues of a matrix @var{p} or the @var{A}-matrix of a system @var{p}, respectively. If @var{p} is a system, @var{tsam} must not be specified. If @var{p} is a matrix and @var{tsam} is specified, eigenvalues of @var{p} are assumed to be in @var{z}-domain. See also: @code{eig} @end deftypefn @deftypefn {Function File } {@var{gm} =} dcgain(@var{sys}@{, tol@}) Returns dc-gain matrix. If dc-gain is infinite an empty matrix is returned. The argument @var{tol} is an optional tolerance for the condition number of @var{A}-Matrix in @var{sys} (default @var{tol} = 1.0e-10) @end deftypefn @deftypefn {Function File } {[@var{y}, @var{t}] =} impulse (@var{sys}@{, @var{inp},@var{tstop}, @var{n}@}) Impulse response for a linear system. The system can be discrete or multivariable (or both). If no output arguments are specified, @code{impulse} produces a plot or the step response data for system @var{sys}. @strong{Inputs} @table @var @item sys System data structure. @item inp Index of input being excited @item tstop The argument @var{tstop} (scalar value) denotes the time when the simulation should end. @item n the number of data values. Both parameters @var{tstop} and @var{n} can be omitted and will be computed from the eigenvalues of the A-Matrix. @end table @strong{Outputs} @var{y}, @var{t}: impulse response @end deftypefn @deftypefn {Function File } {[@var{y}, @var{t}] =} step (@var{sys}@{, @var{inp},@var{tstop}, @var{n}@}) Step response of a linear system; calling protocol is identical to @code{impulse}. @end deftypefn @deftypefn {Function File } { } stepimp ( ) Used internally in @code{impulse}, @code{step}. @end deftypefn @node sysfreq, cacsd, systime, Control Theory @section System Analysis-Frequency Domain @strong{Demonstration/tutorial script} @deftypefn {Function File } { } frdemo ( ) @end deftypefn @deftypefn {Function File } {[@var{mag}, @var{phase}, @var{w}] =} bode(@var{sys}@{,@var{w}, @var{out_idx}, @var{in_idx}@}) If no output arguments are given: produce Bode plots of a system; otherwise, compute the frequency response of a system data structure @strong{Inputs} @table @var @item sys a system data structure (must be either purely continuous or discrete; see is_digital) @item w frequency values for evaluation. if @var{sys} is continuous, then bode evaluates @math{G(jw)} where @math{G(s)} is the system transfer function. if @var{sys} is discrete, then bode evaluates G(@code{exp}(jwT)), where @itemize @bullet @item @var{T}=@code{sysgettsam(@var{sys})} (the system sampling time) and @item @math{G(z)} is the system transfer function. @end itemize @strong{ Default} the default frequency range is selected as follows: (These steps are NOT performed if @var{w} is specified) @enumerate @item via routine bodquist, isolate all poles and zeros away from @var{w}=0 (@var{jw}=0 or @math{@code{exp}(jwT)}=1) and select the frequency range based on the breakpoint locations of the frequencies. @item if @var{sys} is discrete time, the frequency range is limited to @math{jwT} in @ifinfo [0,2 pi /T] @end ifinfo @iftex @tex $[0,2\pi/T]$ @end tex @end iftex @item A "smoothing" routine is used to ensure that the plot phase does not change excessively from point to point and that singular points (e.g., crossovers from +/- 180) are accurately shown. @end enumerate @item out_idx, in_idx the indices of the output(s) and input(s) to be used in the frequency response; see @code{sysprune}. @end table @strong{Outputs} @table @var @item mag, phase the magnitude and phase of the frequency response @math{G(jw)} or @math{G(@code{exp}(jwT))} at the selected frequency values. @item w the vector of frequency values used @end table @strong{Notes} @enumerate @item If no output arguments are given, e.g., @example bode(sys); @end example bode plots the results to the screen. Descriptive labels are automatically placed. Failure to include a concluding semicolon will yield some garbage being printed to the screen (@code{ans = []}). @item If the requested plot is for an MIMO system, mag is set to @math{||G(jw)||} or @math{||G(@code{exp}(jwT))||} and phase information is not computed. @end enumerate @end deftypefn @deftypefn {Function File } {[@var{wmin}, @var{wmax}] =} bode_bounds (@var{zer}, @var{pol}, @var{dflg}@{, @var{tsam} @}) Get default range of frequencies based on cutoff frequencies of system poles and zeros. Frequency range is the interval [10^wmin,10^wmax] Used internally in freqresp (@code{bode}, @code{nyquist}) @end deftypefn @deftypefn {Function File } { [@var{f}, @var{w}] =} bodquist (@var{sys}, @var{w}, @var{out_idx}, @var{in_idx}) used internally by bode, nyquist; compute system frequency response. @strong{Inputs} @table @var @item sys input system structure @item w range of frequencies; empty if user wants default @item out_idx list of outputs; empty if user wants all @item in_idx list of inputs; empty if user wants all @item rname name of routine that called bodquist ("bode" or "nyquist") @end table @strong{Outputs} @table @var @item w list of frequencies @item f frequency response of sys; @math{f(ii) = f(omega(ii))} @end table @strong{Note} bodquist could easily be incorporated into a Nichols plot function; this is in a "to do" list. @end deftypefn @deftypefn {Function File } { @var{retval} =} freqchkw ( @var{w} ) Used by @code{freqresp} to check that input frequency vector @var{w} is legal. Returns boolean value. @end deftypefn @deftypefn {Function File } { @var{out} =} freqresp (@var{sys},@var{USEW}@{,@var{w}@}); Frequency response function - used internally by @code{bode}, @code{nyquist}. minimal argument checking; "do not attempt to do this at home" @strong{Inputs} @table @var @item sys system data structure @item USEW returned by @code{freqchkw} @item optional must be present if @var{USEW} is true (nonzero) @end table @strong{Outputs} @table @var @item @var{out} vector of finite @math{G(j*w)} entries (or @math{||G(j*w)||} for MIMO) @item w vector of corresponding frequencies @end table @end deftypefn @deftypefn {Function File } {@var{out} =} ltifr (@var{A}, @var{B}, @var{w}) @deftypefnx {Function File } {@var{out} =} ltifr (@var{sys}, @var{w}) Linear time invariant frequency response of single input systems @strong{Inputs} @table @var @item A, B coefficient matrices of @math{dx/dt = A x + B u} @item sys system data structure @item w vector of frequencies @end table @strong{Outputs} @var{out} @example -1 G(s) = (jw I-A) B @end example for complex frequencies @math{s = jw}. @end deftypefn @deftypefn {Function File } {[@var{realp}, @var{imagp}, @var{w}] =} nyquist (@var{sys}@{, @var{w}, @var{out_idx}, @var{in_idx}, @var{atol}@}) @deftypefnx {Function File } {} nyquist (@var{sys}@{, @var{w}, @var{out_idx}, @var{in_idx}, @var{atol}@}) Produce Nyquist plots of a system; if no output arguments are given, Nyquist plot is printed to the screen. Arguments are identical to @code{bode} with exceptions as noted below: @strong{Inputs} (pass as empty to get default values) @table @var @item atol for interactive nyquist plots: atol is a change-in-slope tolerance for the of asymptotes (default = 0; 1e-2 is a good choice). This allows the user to ``zoom in'' on portions of the Nyquist plot too small to be seen with large asymptotes. @end table @strong{Outputs} @table @var @item realp, imagp the real and imaginary parts of the frequency response @math{G(jw)} or @math{G(exp(jwT))} at the selected frequency values. @item w the vector of frequency values used @end table If no output arguments are given, nyquist plots the results to the screen. If @var{atol} != 0 and asymptotes are detected then the user is asked interactively if they wish to zoom in (remove asymptotes) Descriptive labels are automatically placed. Note: if the requested plot is for an MIMO system, a warning message is presented; the returned information is of the magnitude ||G(jw)|| or ||G(exp(jwT))|| only; phase information is not computed. @end deftypefn @deftypefn {Function File} {} tzero (@var{a}, @var{b}, @var{c}, @var{d}@{, @var{opt}@}) @deftypefnx {Function File} {} tzero (@var{sys}@{,@var{opt}@}) Compute transmission zeros of a continuous @example . x = Ax + Bu y = Cx + Du @end example or discrete @example x(k+1) = A x(k) + B u(k) y(k) = C x(k) + D u(k) @end example system. @strong{Outputs} @table @var @item zer transmission zeros of the system @item gain leading coefficient (pole-zero form) of SISO transfer function returns gain=0 if system is multivariable @end table @strong{References} @enumerate @item Emami-Naeini and Van Dooren, Automatica, 1982. @item Hodel, "Computation of Zeros with Balancing," 1992 Lin. Alg. Appl. @end enumerate @end deftypefn @deftypefn {Function File } { @var{zr} =} tzero2 (@var{a}, @var{b}, @var{c}, @var{d}, @var{bal}) Compute the transmission zeros of a, b, c, d. bal = balancing option (see balance); default is "B". Needs to incorporate @code{mvzero} algorithm to isolate finite zeros; use @code{tzero} instead. @end deftypefn @node cacsd, misc, sysfreq, Control Theory @section Controller Design @deftypefn {Function File } { } dgkfdemo ( ) Octave Controls toolbox demo: H2/Hinfinity options demos @end deftypefn @deftypefn {Function File } { } hinfdemo ( ) Non-trivial H_infinity design demo. H_infinity optimal controller for the jet707 plant; Linearized state space model of a Boeing 707-321 aircraft at v=80m/s. (M = 0.26, Ga0 = -3 deg, alpha0 = 4 deg, kappa = 50 deg) inputs: (1) thrust and (2) elevator angle outputs: (1) airspeed and (2) pitch angle The optimal controller minimizes the H_infinity norm of the augmented plant P (mixed-sensitivity problem): @example @group w 1 -----------+ | +----+ +---------------------->| W1 |----> z1 w | | +----+ 2 ------------------------+ | | | | v +----+ v +----+ +--*-->o-->| G |-->o--*-->| W2 |---> z2 | +----+ | +----+ | | ^ v u (from y (to K) controller K) + + + + | z | | w | | 1 | | 1 | | z | = [ P ] * | w | | 2 | | 2 | | y | | u | + + + + @end group @end example @end deftypefn @deftypefn {Function File} {[@var{l}, @var{m}, @var{p}, @var{e}] =} dlqe (@var{a}, @var{g}, @var{c}, @var{sigw}, @var{sigv}, @var{z}) Construct the linear quadratic estimator (Kalman filter) for the discrete time system @iftex @tex $$ x_{k+1} = A x_k + B u_k + G w_k $$ $$ y_k = C x_k + D u_k + w_k $$ @end tex @end iftex @ifinfo @example x[k+1] = A x[k] + B u[k] + G w[k] y[k] = C x[k] + D u[k] + w[k] @end example @end ifinfo where @var{w}, @var{v} are zero-mean gaussian noise processes with respective intensities @code{@var{sigw} = cov (@var{w}, @var{w})} and @code{@var{sigv} = cov (@var{v}, @var{v})}. If specified, @var{z} is @code{cov (@var{w}, @var{v})}. Otherwise @code{cov (@var{w}, @var{v}) = 0}. The observer structure is @iftex @tex $$ z_{k+1} = A z_k + B u_k + k (y_k - C z_k - D u_k) $$ @end tex @end iftex @ifinfo @example z[k+1] = A z[k] + B u[k] + k (y[k] - C z[k] - D u[k]) @end example @end ifinfo @noindent The following values are returned: @table @var @item l The observer gain, @iftex @tex $(A - ALC)$. @end tex @end iftex @ifinfo (@var{a} - @var{a}@var{l}@var{c}). @end ifinfo is stable. @item m The Riccati equation solution. @item p The estimate error covariance after the measurement update. @item e The closed loop poles of @iftex @tex $(A - ALC)$. @end tex @end iftex @ifinfo (@var{a} - @var{a}@var{l}@var{c}). @end ifinfo @end table @end deftypefn @deftypefn {Function File} {[@var{k}, @var{p}, @var{e}] =} dlqr (@var{a}, @var{b}, @var{q}, @var{r}, @var{z}) Construct the linear quadratic regulator for the discrete time system @iftex @tex $$ x_{k+1} = A x_k + B u_k $$ @end tex @end iftex @ifinfo @example x[k+1] = A x[k] + B u[k] @end example @end ifinfo to minimize the cost functional @iftex @tex $$ J = \sum x^T Q x + u^T R u $$ @end tex @end iftex @ifinfo @example J = Sum (x' Q x + u' R u) @end example @end ifinfo @noindent @var{z} omitted or @iftex @tex $$ J = \sum x^T Q x + u^T R u + 2 x^T Z u $$ @end tex @end iftex @ifinfo @example J = Sum (x' Q x + u' R u + 2 x' Z u) @end example @end ifinfo @var{z} included. The following values are returned: @table @var @item k The state feedback gain, @iftex @tex $(A - B K)$ @end tex @end iftex @ifinfo (@var{a} - @var{b}@var{k}) @end ifinfo is stable. @item p The solution of algebraic Riccati equation. @item e The closed loop poles of @iftex @tex $(A - B K)$. @end tex @end iftex @ifinfo (@var{a} - @var{b}@var{k}). @end ifinfo @end table @strong{References} @enumerate @item Anderson and Moore, Optimal Control: Linear Quadratic Methods, Prentice-Hall, 1990, pp. 56-58 @item Kuo, Digital Control Systems, Harcourt Brace Jovanovich, 1992, section 11-5-2. @end enumerate @end deftypefn @deftypefn {Function File } {[K}, @var{gain}, @var{Kc}, @var{Kf}, @var{Pc}, @var{Pf}] = h2syn(@var{Asys}, @var{nu}, @var{ny}, @var{tol}) Design H2 optimal controller per procedure in Doyle, Glover, Khargonekar, Francis, "State Space Solutions to Standard H2 and Hinf Control Problems", IEEE TAC August 1989 @strong{Inputs} input system is passed as either @table @var @item Asys system data structure (see ss2sys, sys2ss) @itemize @bullet @item controller is implemented for continuous time systems @item controller is NOT implemented for discrete time systems @end itemize @item nu number of controlled inputs @item ny number of measured outputs @item tol threshhold for 0. Default: 200*eps @end table @strong{Outputs} @table @var @item K system controller @item gain optimal closed loop gain @item Kc full information control (packed) @item Kf state estimator (packed) @item Pc ARE solution matrix for regulator subproblem @item Pf ARE solution matrix for filter subproblem @end table @end deftypefn @deftypefn {Function File } {@var{K} =} hinf_ctr(@var{dgs}, @var{F}, @var{H}, @var{Z}, @var{g}) Called by @code{hinfsyn} to compute the H_inf optimal controller. @strong{Inputs} @table @var @item dgs data structure returned by @code{is_dgkf} @item F, H feedback and filter gain (not partitioned) @item g final gamma value @end table @strong{Outputs} controller K (system data structure) Do not attempt to use this at home; no argument checking performed. @end deftypefn @deftypefn {Function File } {[@var{K}, @var{g}, @var{GW}, @var{Xinf}, @var{Yinf}] =} hinfsyn(@var{Asys}, @var{nu}, @var{ny}, @var{gmin}, @var{gmax}, @var{gtol}@{, @var{ptol}, @var{tol}@}) @strong{Inputs} input system is passed as either @table @var @item Asys system data structure (see ss2sys, sys2ss) @itemize @bullet @item controller is implemented for continuous time systems @item controller is NOT implemented for discrete time systems (see bilinear transforms in @code{c2d}, @code{d2c}) @end itemize @item nu number of controlled inputs @item ny number of measured outputs @item gmin initial lower bound on H-infinity optimal gain @item gmax initial upper bound on H-infinity optimal gain @item gtol gain threshhold. Routine quits when gmax/gmin < 1+tol @item ptol poles with abs(real(pole)) < ptol*||H|| (H is appropriate Hamiltonian) are considered to be on the imaginary axis. Default: 1e-9 @item tol threshhold for 0. Default: 200*eps @var{gmax}, @var{min}, @var{tol}, and @var{tol} must all be postive scalars. @end table @strong{Outputs} @table @var @item K system controller @item g designed gain value @item GW closed loop system @item Xinf ARE solution matrix for regulator subproblem @item Yinf ARE solution matrix for filter subproblem @end table @enumerate @item Doyle, Glover, Khargonekar, Francis, "State Space Solutions to Standard H2 and Hinf Control Problems," IEEE TAC August 1989 @item Maciejowksi, J.M., "Multivariable feedback design," Addison-Wesley, 1989, ISBN 0-201-18243-2 @item Keith Glover and John C. Doyle, "State-space formulae for all stabilizing controllers that satisfy and h-infinity-norm bound and relations to risk sensitivity," Systems & Control Letters 11, Oct. 1988, pp 167-172. @end enumerate @end deftypefn @deftypefn {Function File } {[@var{xx}, @var{err}] =} hinfsyn_c (@var{nn}, @var{ptol}, @var{s1}@{, @var{s2}@}) used internally in hinfsyn to evaluate hamiltonian/symplectic eigenvalue problems. @strong{WARNING} Argument checking not performed. @strong{Inputs} @table @var @item s1 @r{(alone)} hamiltonian matrix @item (s1,s2) @r{ as a pair} symplectic matrix pencil @end table @strong{Outputs} @table @var @item xx: positive (semi-)definite solution of DARE (set to 0 if err <=2) @item code: error: @table @strong @item 0 no error @item 1 (s1): eigenvalues on imaginary axis (s1,s2): gen. eigenvalues on unit circle @item 2 unequal number of stable/antistable (generalized) eigenvalues @item 3 (s1): infinite entries in solution x (s1,s2): infinite entires in solution x or (I + R X) singular @item 4 x is not symmetric @item 5 x has negative eigenvalues @end table @end table Solution method: Either Laub's schur method or Symplectic GEP approach; uses Van Dooren's code to re-order qz decompostion (www.netlib.com - toms/590) See also: Ran and Rodman, "Stable Hermitian Solutions of Discrete Algebraic Riccati Equations," Mathematics of Control, Signals and Systems, Vol 5, no 2 (1992) pp 165-194. @end deftypefn @deftypefn {Function File} {[@var{retval}, @var{Pc}, @var{Pf}] =} hinfsyn_chk(@var{A}, @var{B1}, @var{B2}, @var{C1}, @var{C2}, @var{D12}, @var{D21}, @var{g}, @var{ptol}) Called by @code{hinfsyn} to see if gain @var{g} satisfies conditions in Theorem 3 of Doyle, Glover, Khargonekar, Francis, "State Space Solutions to Standard H2 and Hinf Control Problems", IEEE TAC August 1989 @strong{Warning} Do not attempt to use this at home; no argument checking performed. @strong{Inputs} as returned by @code{is_dgkf}, except for: @table @var @item g candidate gain level @item ptol as in @code{hinfsyn} @end table Outputs: retval: = 1 if g exceeds optimal Hinf closed loop gain, else 0 Pc: solution of "regulator" H-inf ARE Pf: solution of "filter" H-inf ARE @end deftypefn @deftypefn {Function File} {[@var{k}, @var{p}, @var{e}] =} lqe (@var{a}, @var{g}, @var{c}, @var{sigw}, @var{sigv}, @var{z}) Construct the linear quadratic estimator (Kalman filter) for the continuous time system @iftex @tex $$ {dx\over dt} = A x + B u $$ $$ y = C x + D u $$ @end tex @end iftex @ifinfo @example dx -- = a x + b u dt y = c x + d u @end example @end ifinfo where @var{w} and @var{v} are zero-mean gaussian noise processes with respective intensities @example sigw = cov (w, w) sigv = cov (v, v) @end example The optional argument @var{z} is the cross-covariance @code{cov (@var{w}, @var{v})}. If it is omitted, @code{cov (@var{w}, @var{v}) = 0} is assumed. Observer structure is @code{dz/dt = A z + B u + k (y - C z - D u)} The following values are returned: @table @var @item k The observer gain, @iftex @tex $(A - K C)$ @end tex @end iftex @ifinfo (@var{a} - @var{k}@var{c}) @end ifinfo is stable. @item p The solution of algebraic Riccati equation. @item e The vector of closed loop poles of @iftex @tex $(A - K C)$. @end tex @end iftex @ifinfo (@var{a} - @var{k}@var{c}). @end ifinfo @end table @end deftypefn @deftypefn {Function File } {[@var{K}, @var{Q}, @var{P}, @var{Ee}, @var{Er}] =} lqg(@var{sys}, @var{Sigw}, @var{Sigv}, @var{Q}, @var{R}, @var{in_idx}) Design a linear-quadratic-gaussian optimal controller for the system @example dx/dt = A x + B u + G w [w]=N(0,[Sigw 0 ]) y = C x + v [v] ( 0 Sigv ]) @end example or @example x(k+1) = A x(k) + B u(k) + G w(k) [w]=N(0,[Sigw 0 ]) y(k) = C x(k) + v(k) [v] ( 0 Sigv ]) @end example @strong{Inputs} @table @var @item sys system data structure @item Sigw, Sigv intensities of independent Gaussian noise processes (as above) @item Q, R state, control weighting respectively. Control ARE is @item in_idx indices of controlled inputs default: last dim(R) inputs are assumed to be controlled inputs, all others are assumed to be noise inputs. @end table @strong{Outputs} @table @var @item K system data structure format LQG optimal controller (Obtain A,B,C matrices with @code{sys2ss}, @code{sys2tf}, or @code{sys2zp} as appropriate) @item P Solution of control (state feedback) algebraic Riccati equation @item Q Solution of estimation algebraic Riccati equation @item Ee estimator poles @item Es controller poles @end table @end deftypefn @deftypefn {Function File} {[@var{k}, @var{p}, @var{e}] =} lqr (@var{a}, @var{b}, @var{q}, @var{r}, @var{z}) construct the linear quadratic regulator for the continuous time system @iftex @tex $$ {dx\over dt} = A x + B u $$ @end tex @end iftex @ifinfo @example dx -- = A x + B u dt @end example @end ifinfo to minimize the cost functional @iftex @tex $$ J = \int_0^\infty x^T Q x + u^T R u $$ @end tex @end iftex @ifinfo @example infinity / J = | x' Q x + u' R u / t=0 @end example @end ifinfo @noindent @var{z} omitted or @iftex @tex $$ J = \int_0^\infty x^T Q x + u^T R u + 2 x^T Z u $$ @end tex @end iftex @ifinfo @example infinity / J = | x' Q x + u' R u + 2 x' Z u / t=0 @end example @end ifinfo @var{z} included. The following values are returned: @table @var @item k The state feedback gain, @iftex @tex $(A - B K)$ @end tex @end iftex @ifinfo (@var{a} - @var{b}@var{k}) @end ifinfo is stable. @item p The stabilizing solution of appropriate algebraic Riccati equation. @item e The vector of the closed loop poles of @iftex @tex $(A - B K)$. @end tex @end iftex @ifinfo (@var{a} - @var{b}@var{k}). @end ifinfo @end table @end deftypefn @deftypefn {Function File } { } lsim (@var{sys}, @var{u}, @var{t}@{,@var{x0}@}) Produce output for a linear simulation of a system Produces a plot for the output of the system, sys. U is an array that contains the system's inputs. Each column in u corresponds to a different time step. Each row in u corresponds to a different input. T is an array that contains the time index of the system. T should be regularly spaced. If initial conditions are required on the system, the x0 vector should be added to the argument list. When the lsim function is invoked with output parameters: [y,x] = lsim(sys,u,t,[x0]) a plot is not displayed, however, the data is returned in y = system output and x = system states. @end deftypefn @deftypefn {Function File } { @var{K} =} place (@var{sys}, @var{P}) Computes the matrix K such that if the state is feedback with gain K, then the eigenvalues of the closed loop system (i.e. A-BK) are those specified in the vector P. Version: Beta (May-1997): If you have any comments, please let me know. (see the file place.m for my address) Written by: Jose Daniel Munoz Frias. @end deftypefn @node misc, , cacsd, Control Theory @section Miscellaneous Functions (Not yet properly filed/documented) @deftypefn{Function File } { @var{axvec} =} axis2dlim (@var{axdata}) determine axis limits for 2-d data(column vectors); leaves a 10% margin around the plots. puts in margins of +/- 0.1 if data is one dimensional (or a single point) @strong{Inputs} @var{axdata} nx2 matrix of data [x,y] @strong{Outputs} @var{axvec} vector of axis limits appropriate for call to axis() function @end deftypefn @deftypefn {Function File } { outputs =} mb ( inputs ) @format $Revision: 1.9 $ @end format @end deftypefn @deftypefn {Function File } { outputs =} moddemo ( inputs ) @format Octave Controls toolbox demo: Model Manipulations demo Written by David Clem August 15, 1994 @end format @end deftypefn @deftypefn {Function File } { outputs =} prompt ( inputs ) @format function prompt([str]) Prompt user to continue str: input string. Default value: "\n ---- Press a key to continue ---" Written by David Clem August 15, 1994 Modified A. S. Hodel June 1995 @end format @end deftypefn @deftypefn {Function File } { outputs =} rldemo ( inputs ) @end deftypefn @deftypefn {Function File } { outputs =} rlocus ( inputs ) @format [rldata, k] = rlocus(sys[,increment,min_k,max_k]) Displays root locus plot of the specified SISO system. ----- --- -------- --->| + |---|k|---->| SISO |-----------> ----- --- -------- | - ^ | |_____________________________| inputs: sys = system data structure min_k, max_k,increment: minimum, maximum values of k and the increment used in computing gain values Outputs: plots the root locus to the screen. rldata: Data points plotted column 1: real values, column 2: imaginary values) k: gains for real axis break points. @end format @end deftypefn @deftypefn {Function File } { outputs =} sortcom ( inputs ) @format [yy,idx] = sortcom(xx[,opt]): sort a complex vector xx: complex vector opt: sorting option: "re": real part (default) "mag": by magnitude "im": by imaginary part if opt != "im" then complex conjugate pairs are grouped together, a - jb followed by a + jb. yy: sorted values idx: permutation vector: yy = xx(idx) @end format @end deftypefn @deftypefn {Function File } { outputs =} ss2tf ( inputs ) @format [num,den] = ss2tf(a,b,c,d) Conversion from tranfer function to state-space. The state space system . x = Ax + Bu y = Cx + Du is converted to a transfer function num(s) G(s)=------- den(s) used internally in system data structure format manipulations @end format @end deftypefn @deftypefn {Function File } { outputs =} ss2zp ( inputs ) @format Converts a state space representation to a set of poles and zeros. [pol,zer,k] = ss2zp(a,b,c,d) returns the poles and zeros of the state space system (a,b,c,d). K is a gain associated with the zeros. used internally in system data structure format manipulations @end format @end deftypefn @deftypefn {Function File } { outputs =} starp ( inputs ) @format [sys] = starp(P, K, ny, nu) Redheffer star product or upper/lower LFT, respectively. +-------+ --------->| |---------> | P | +--->| |---+ ny | +-------+ | +-------------------+ | | +----------------+ | | | | +-------+ | +--->| |------+ nu | K | --------->| |---------> +-------+ If ny and nu "consume" all inputs and outputs of K then the result is a lower fractional transformation. If ny and nu "consume" all inputs and outputs of P then the result is an upper fractional transformation. ny and/or nu may be negative (= negative feedback) @end format @end deftypefn @deftypefn {Function File } { outputs =} susball ( inputs ) @format @end format @end deftypefn @deftypefn {Function File } { outputs =} swap ( inputs ) @format [a1,b1] = swap(a,b) interchange a and b @end format @end deftypefn @deftypefn {Function File } { outputs =} swapcols ( inputs ) @format function B = swapcols(A) permute columns of A into reverse order @end format @end deftypefn @deftypefn {Function File } { outputs =} swaprows ( inputs ) @format function B = swaprows(A) permute rows of A into reverse order @end format @end deftypefn @deftypefn {Function File } { outputs =} tf2ss ( inputs ) @format Conversion from tranfer function to state-space. The state space system . x = Ax + Bu y = Cx + Du is obtained from a transfer function num(s) G(s)=------- den(s) via the function call [a,b,c,d] = tf2ss(num,den). The vector 'den' must contain only one row, whereas the vector 'num' may contain as many rows as there are outputs of the system 'y'. The state space system matrices obtained from this function will be in controllable canonical form as described in "Modern Control Theory", [Brogan, 1991]. @end format @end deftypefn @deftypefn {Function File } { outputs =} tf2zp ( inputs ) @format Converts transfer functions to poles / zeros. [zer,pol,k] = tf2zp(num,den) returns the zeros and poles of the SISO system defined by num/den. K is a gain associated with the system zeros. @end format @end deftypefn @deftypefn {Function File } { } zp2ss Conversion from zero / pole to state space. The state space system @example . x = Ax + Bu y = Cx + Du @end example is obtained from a vector of zeros and a vector of poles via the function call @code{[a,b,c,d] = zp2ss(zer,pol,k)}. The vectors @samp{zer} and @samp{pol} may either be row or column vectors. Each zero and pole that has an imaginary part must have a conjugate in the list. The number of zeros must not exceed the number of poles. @samp{k} is @code{zp}-form leading coefficient. @end deftypefn @deftypefn {Function File } { [@var{poly}, @var{rvals}] =} zp2ssg2 (@var{rvals}) Used internally in @code{zp2ss} Extract 2 values from @var{rvals} (if possible) and construct a polynomial with those roots. @end deftypefn @deftypefn {Function File } { } zp2tf Converts zeros / poles to a transfer function. @code{[num,den] = zp2tf(zer,pol,k)} forms the transfer function @code{num/den} from the vectors of poles and zeros. @end deftypefn