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## Copyright (C) 1996, 2000, 2004, 2005, 2007
## Auburn University. All rights reserved.
##
##
## This program is free software; you can redistribute it and/or modify it
## under the terms of the GNU General Public License as published by
## the Free Software Foundation; either version 3 of the License, or (at
## your option) any later version.
##
## This program is distributed in the hope that it will be useful, but
## WITHOUT ANY WARRANTY; without even the implied warranty of
## MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
## General Public License for more details.
##
## You should have received a copy of the GNU General Public License
## along with this program; see the file COPYING. If not, see
## <http://www.gnu.org/licenses/>.
## -*- texinfo -*-
## @deftypefn {Function File} {} dgkfdemo ()
## Octave Controls toolbox demo:
## @iftex
## @tex
## $ { \cal H }_2 $/$ { \cal H }_\infty $
## @end tex
## @end iftex
## @ifinfo
## H-2/H-infinity
## @end ifinfo
## options demos.
## @end deftypefn
## Author: A. S. Hodel <a.s.hodel@eng.auburn.edu>
## Created: June 1995
function dgkfdemo ()
save_val = page_screen_output ();
page_screen_output (0);
while (1)
clc
sel = 0;
while (sel > 10 || sel < 1)
sel = menu ("Octave H2/Hinfinity options demo",
"LQ regulator",
"LG state estimator",
"LQG optimal control design",
"H2 gain of a system",
"H2 optimal controller of a system",
"Hinf gain of a system",
"Hinf optimal controller of a SISO system",
"Hinf optimal controller of a MIMO system",
"Discrete-time Hinf optimal control by bilinear transform",
"Return to main demo menu");
endwhile
if (sel == 1)
disp("Linear/Quadratic regulator design:")
disp("Compute optimal state feedback via the lqr command...")
help lqr
disp(" ")
disp("Example:")
A = [0, 1; -2, -1]
B = [0; 1]
Q = [1, 0; 0, 0]
R = 1
disp("Q = state penalty matrix; R = input penalty matrix")
prompt
disp("Compute state feedback gain k, ARE solution P, and closed-loop")
disp("poles as follows:");
cmd = "[k, p, e] = lqr(A,B,Q,R)";
run_cmd
prompt
disp("A similar approach can be used for LTI discrete-time systems")
disp("by using the dlqr command in place of lqr (see LQG example).")
elseif (sel == 2)
disp("Linear/Gaussian estimator design:")
disp("Compute optimal state estimator via the lqe command...")
help lqe
disp(" ")
disp("Example:")
A = [0, 1; -2, -1]
disp("disturbance entry matrix G")
G = eye(2)
disp("Output measurement matrix C")
C = [0, 1]
SigW = [1, 0; 0, 1]
SigV = 1
disp("SigW = input disturbance intensity matrix;")
disp("SigV = measurement noise intensity matrix")
prompt
disp("Compute estimator feedback gain k, ARE solution P, and estimator")
disp("poles via the command: ")
cmd = "[k, p, e] = lqe(A,G,C,SigW,SigV)";
run_cmd
disp("A similar approach can be used for LTI discrete-time systems")
disp("by using the dlqe command in place of lqe (see LQG example).")
elseif (sel == 3)
disp("LQG optimal controller of a system:")
disp("Input accepted as either A,B,C matrices or in system data structure form")
disp("in both discrete and continuous time.")
disp("Example 1: continuous time design:")
prompt
help lqg
disp("Example system")
A = [0, 1; .5, .5];
B = [0; 2];
G = eye(2)
C = [1, 1];
sys = ss(A, [B, G], C);
sys = syssetsignals(sys,"in", ...
["control input"; "disturbance 1"; "disturbance 2"]);
sysout(sys)
prompt
disp("Filtering/estimator parameters:")
SigW = eye(2)
SigV = 1
prompt
disp("State space (LQR) parameters Q and R are:")
Q = eye(2)
R = 1
cmd = "[K,Q1,P1,Ee,Er] = lqg(sys,SigW,SigV,Q,R,1);";
run_cmd
disp("Check: closed loop system A-matrix is")
disp(" [A, B*Cc]")
disp(" [Bc*C, Ac ]")
cmd = "[Ac, Bc, Cc] = sys2ss(K);";
run_cmd
cmd = "Acl = [A, B*Cc; Bc*C, Ac]";
run_cmd
disp("Check: poles of Acl:")
Acl_poles = sortcom(eig(Acl))
disp("Predicted poles from design = union(Er,Ee)")
cmd = "pred_poles = sortcom([Er; Ee])";
run_cmd
disp("Example 2: discrete-time example")
cmd1 = "Dsys = ss(A, [G, B], C, [0, 0, 0], 1);";
cmd2 = "[K,Q1,P1,Ee,Er] = lqg(Dsys,SigW, SigV,Q,R);";
disp("Run commands:")
cmd = cmd1;
run_cmd
cmd = cmd2;
run_cmd
prompt
disp("Check: closed loop system A-matrix is")
disp(" [A, B*Cc]")
disp(" [Bc*C, Ac ]")
[Ac,Bc,Cc] = sys2ss(K);
Acl = [A, B*Cc; Bc*C, Ac]
prompt
disp("Check: poles of Acl:")
Acl_poles = sortcom(eig(Acl))
disp("Predicted poles from design = union(Er,Ee)")
pred_poles = sortcom([Er;Ee])
elseif (sel == 4)
disp("H2 gain of a system: (Energy in impulse response)")
disp("Example 1: Stable plant:")
cmd = "A = [0, 1; -2, -1]; B = [0; 1]; C = [1, 0]; sys_poles = eig(A)";
run_cmd
disp("Put into Packed system form:")
cmd = "Asys = ss(A,B,C);";
run_cmd
disp("Evaluate system 2-norm (impulse response energy):");
cmd = "AsysH2 = h2norm(Asys)";
run_cmd
disp("Compare with a plot of the system impulse response:")
tt = 0:0.1:20;
for ii=1:length(tt)
ht(ii) = C*expm(A*tt(ii))*B;
endfor
plot(tt,ht)
title("impulse response of example plant")
prompt
disp("Example 2: unstable plant")
cmd = "A = [0, 1; 2, 1]";
eval(cmd);
cmd = "B = [0; 1]";
eval(cmd);
cmd = "C = [1, 0]";
eval(cmd);
cmd = "sys_poles = eig(A)";
run_cmd
prompt
disp("Put into system data structure form:")
cmd="Bsys = ss(A,B,C);";
run_cmd
disp("Evaluate 2-norm:")
cmd = "BsysH2 = h2norm(Bsys)";
run_cmd
disp(" ")
prompt("NOTICE: program returns a value without an error signal.")
disp("")
elseif (sel == 5)
disp("H2 optimal controller of a system: command = h2syn:")
prompt
help h2syn
prompt
disp("Example system: double integrator with output noise and")
disp("input disturbance:")
disp(" ");
disp(" -------------------->y2");
disp(" | _________");
disp("u(t)-->o-->| 1/s^2 |-->o-> y1");
disp(" ^ --------- ^");
disp(" | |");
disp(" w1(t) w2(t)");
disp(" ")
disp("w enters the system through B1, u through B2")
disp("z = [y1; y2] is obtained through C1, y=y1 through C2");
disp(" ")
cmd = "A = [0, 1; 0, 0]; B1 = [0, 0; 1, 0]; B2 = [0; 1];";
disp(cmd)
eval(cmd);
cmd = "C1 = [1, 0; 0, 0]; C2 = [1, 0]; D11 = zeros(2);";
disp(cmd)
eval(cmd);
cmd = "D12 = [0; 1]; D21 = [0, 1]; D22 = 0; D = [D11, D12; D21, D22];";
disp(cmd)
eval(cmd);
disp("Design objective: compute U(s)=K(s)Y1(s) to minimize the closed")
disp("loop impulse response from w(t) =[w1; w2] to z(t) = [y1; y2]");
prompt
disp("First: pack system:")
cmd="Asys = ss(A, [B1, B2], [C1; C2], D);";
run_cmd
disp("Open loop multivariable Bode plot: (will take a moment)")
cmd="bode(Asys);";
run_cmd
prompt("Press a key to close plot and continue");
closeplot
disp("Controller design command: (only need 1st two output arguments)")
cmd="[K,gain, Kc, Kf, Pc, Pf] = h2syn(Asys,1,1);";
run_cmd
disp("Controller is:")
cmd = "sysout(K)";
run_cmd
disp(["returned gain value is: ",num2str(gain)]);
disp("Check: close the loop and then compute h2norm:")
prompt
cmd="K_loop = sysgroup(Asys,K);";
run_cmd
cmd = "Kcl = sysconnect(K_loop,[3,4],[4,3]);";
run_cmd
cmd = "Kcl = sysprune(Kcl,[1,2],[1,2]);";
run_cmd
cmd="gain_Kcl = h2norm(Kcl)";
run_cmd
cmd="gain_err = gain_Kcl - gain";
run_cmd
disp("Check: multivarible bode plot:")
cmd="bode(Kcl);";
run_cmd
prompt
disp("Related functions: is_dgkf, is_controllable, is_stabilizable,")
disp(" is_observable, is_detectable")
elseif (sel == 6)
disp("Hinfinity gain of a system: (max gain over all j-omega)")
disp("Example 1: Stable plant:")
cmd = "A = [0, 1; -2, -1]; B = [0; 1]; C = [1, 0]; sys_poles = eig(A)";
run_cmd
disp("Pack into system format:")
cmd = "Asys = ss(A,B,C);";
run_cmd
disp("The infinity norm must be computed iteratively by")
disp("binary search. For this example, we select tolerance tol = 0.01, ")
disp("min gain gmin = 1e-2, max gain gmax=1e4.")
disp("Search quits when upper bound <= (1+tol)*lower bound.")
cmd = "tol = 0.01; gmin = 1e-2; gmax = 1e+4;";
run_cmd
cmd = "[AsysHinf,gmin,gmax] = hinfnorm(Asys,tol,gmin,gmax)"
run_cmd
disp("Check: look at max value of magntude Bode plot of Asys:");
[M,P,w] = bode(Asys);
xlabel("Omega")
ylabel("|Asys(j omega)| ")
grid();
semilogx(w,M);
disp(["Max magnitude is ",num2str(max(M)), ...
", compared with gmin=",num2str(gmin)," and gmax=", ...
num2str(gmax),"."])
prompt
disp("Example 2: unstable plant")
cmd = "A = [0, 1; 2, 1]; B = [0; 1]; C = [1, 0]; sys_poles = eig(A)";
run_cmd
disp("Pack into system format:")
cmd = "Bsys = ss(A,B,C);";
run_cmd
disp("Evaluate with BsysH2 = hinfnorm(Bsys,tol,gmin,gmax)")
BsysH2 = hinfnorm(Bsys,tol,gmin,gmax)
disp(" ")
disp("NOTICE: program returns a value without an error signal.")
disp("")
elseif (sel == 7)
disp("Hinfinity optimal controller of a system: command = hinfsyn:")
prompt
help hinfsyn
prompt
disp("Example system: double integrator with output noise and")
disp("input disturbance:")
A = [0, 1; 0, 0]
B1 = [0, 0; 1, 0]
B2 = [0; 1]
C1 = [1, 0; 0, 0]
C2 = [1, 0]
D11 = zeros(2);
D12 = [0; 1];
D21 = [0, 1];
D22 = 0;
D = [D11, D12; D21, D22]
prompt
disp("First: pack system:")
cmd="Asys = ss(A, [B1, B2], [C1; C2], D);";
run_cmd
prompt
disp("Open loop multivariable Bode plot: (will take a moment)")
cmd="bode(Asys);";
run_cmd
prompt
disp("Controller design command: (only need 1st two output arguments)")
gmax = 1000
gmin = 0.1
gtol = 0.01
cmd="[K,gain] = hinfsyn(Asys,1,1,gmin,gmax,gtol);";
run_cmd
disp("Check: close the loop and then compute h2norm:")
prompt
cmd="K_loop = sysgroup(Asys,K);";
run_cmd
cmd = "Kcl = sysconnect(K_loop,[3,4],[4,3]);";
run_cmd
cmd = "Kcl = sysprune(Kcl,[1,2],[1,2]);";
run_cmd
cmd="gain_Kcl = hinfnorm(Kcl)";
run_cmd
cmd="gain_err = gain_Kcl - gain";
run_cmd
disp("Check: multivarible bode plot:")
cmd="bode(Kcl);";
run_cmd
prompt
disp("Related functions: is_dgkf, is_controllable, is_stabilizable,")
disp(" is_observable, is_detectable, buildssic")
elseif (sel == 8)
disp("Hinfinity optimal controller of MIMO system: command = hinfsyn:")
prompt
help hinfsyn
prompt
disp("Example system: Boeing 707-321 airspeed/pitch angle control")
disp(" ")
hinfdemo
elseif (sel == 9)
disp("Discrete time H-infinity control via bilinear transform");
prompt
dhinfdemo
elseif (sel == 10)
return
endif
prompt
endwhile
page_screen_output (save_val);
endfunction
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