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from __future__ import division, print_function, absolute_import
import warnings
import numpy as np
from numpy.testing import assert_almost_equal, assert_equal, run_module_suite, \
assert_raises
from scipy.signal.ltisys import ss2tf, lsim2, impulse2, step2, lti, bode, \
freqresp, impulse, step, abcd_normalize
from scipy.signal.filter_design import BadCoefficients
import scipy.linalg as linalg
class TestSS2TF:
def tst_matrix_shapes(self, p, q, r):
ss2tf(np.zeros((p, p)),
np.zeros((p, q)),
np.zeros((r, p)),
np.zeros((r, q)), 0)
def test_basic(self):
for p, q, r in [
(3, 3, 3),
(1, 3, 3),
(1, 1, 1)]:
yield self.tst_matrix_shapes, p, q, r
class Test_lsim2(object):
def test_01(self):
t = np.linspace(0,10,1001)
u = np.zeros_like(t)
# First order system: x'(t) + x(t) = u(t), x(0) = 1.
# Exact solution is x(t) = exp(-t).
system = ([1.0],[1.0,1.0])
tout, y, x = lsim2(system, u, t, X0=[1.0])
expected_x = np.exp(-tout)
assert_almost_equal(x[:,0], expected_x)
def test_02(self):
t = np.array([0.0, 1.0, 1.0, 3.0])
u = np.array([0.0, 0.0, 1.0, 1.0])
# Simple integrator: x'(t) = u(t)
system = ([1.0],[1.0,0.0])
tout, y, x = lsim2(system, u, t, X0=[1.0])
expected_x = np.maximum(1.0, tout)
assert_almost_equal(x[:,0], expected_x)
def test_03(self):
t = np.array([0.0, 1.0, 1.0, 1.1, 1.1, 2.0])
u = np.array([0.0, 0.0, 1.0, 1.0, 0.0, 0.0])
# Simple integrator: x'(t) = u(t)
system = ([1.0],[1.0, 0.0])
tout, y, x = lsim2(system, u, t, hmax=0.01)
expected_x = np.array([0.0, 0.0, 0.0, 0.1, 0.1, 0.1])
assert_almost_equal(x[:,0], expected_x)
def test_04(self):
t = np.linspace(0, 10, 1001)
u = np.zeros_like(t)
# Second order system with a repeated root: x''(t) + 2*x(t) + x(t) = 0.
# With initial conditions x(0)=1.0 and x'(t)=0.0, the exact solution
# is (1-t)*exp(-t).
system = ([1.0], [1.0, 2.0, 1.0])
tout, y, x = lsim2(system, u, t, X0=[1.0, 0.0])
expected_x = (1.0 - tout) * np.exp(-tout)
assert_almost_equal(x[:,0], expected_x)
def test_05(self):
# The call to lsim2 triggers a "BadCoefficients" warning from
# scipy.signal.filter_design, but the test passes. I think the warning
# is related to the incomplete handling of multi-input systems in
# scipy.signal.
# A system with two state variables, two inputs, and one output.
A = np.array([[-1.0, 0.0], [0.0, -2.0]])
B = np.array([[1.0, 0.0], [0.0, 1.0]])
C = np.array([1.0, 0.0])
D = np.zeros((1,2))
t = np.linspace(0, 10.0, 101)
with warnings.catch_warnings():
warnings.simplefilter("ignore", BadCoefficients)
tout, y, x = lsim2((A,B,C,D), T=t, X0=[1.0, 1.0])
expected_y = np.exp(-tout)
expected_x0 = np.exp(-tout)
expected_x1 = np.exp(-2.0*tout)
assert_almost_equal(y, expected_y)
assert_almost_equal(x[:,0], expected_x0)
assert_almost_equal(x[:,1], expected_x1)
def test_06(self):
"""Test use of the default values of the arguments `T` and `U`."""
# Second order system with a repeated root: x''(t) + 2*x(t) + x(t) = 0.
# With initial conditions x(0)=1.0 and x'(t)=0.0, the exact solution
# is (1-t)*exp(-t).
system = ([1.0], [1.0, 2.0, 1.0])
tout, y, x = lsim2(system, X0=[1.0, 0.0])
expected_x = (1.0 - tout) * np.exp(-tout)
assert_almost_equal(x[:,0], expected_x)
class _TestImpulseFuncs(object):
# Common tests for impulse/impulse2 (= self.func)
def test_01(self):
# First order system: x'(t) + x(t) = u(t)
# Exact impulse response is x(t) = exp(-t).
system = ([1.0],[1.0,1.0])
tout, y = self.func(system)
expected_y = np.exp(-tout)
assert_almost_equal(y, expected_y)
def test_02(self):
# Specify the desired time values for the output.
# First order system: x'(t) + x(t) = u(t)
# Exact impulse response is x(t) = exp(-t).
system = ([1.0],[1.0,1.0])
n = 21
t = np.linspace(0, 2.0, n)
tout, y = self.func(system, T=t)
assert_equal(tout.shape, (n,))
assert_almost_equal(tout, t)
expected_y = np.exp(-t)
assert_almost_equal(y, expected_y)
def test_03(self):
# Specify an initial condition as a scalar.
# First order system: x'(t) + x(t) = u(t), x(0)=3.0
# Exact impulse response is x(t) = 4*exp(-t).
system = ([1.0],[1.0,1.0])
tout, y = self.func(system, X0=3.0)
expected_y = 4.0*np.exp(-tout)
assert_almost_equal(y, expected_y)
def test_04(self):
# Specify an initial condition as a list.
# First order system: x'(t) + x(t) = u(t), x(0)=3.0
# Exact impulse response is x(t) = 4*exp(-t).
system = ([1.0],[1.0,1.0])
tout, y = self.func(system, X0=[3.0])
expected_y = 4.0*np.exp(-tout)
assert_almost_equal(y, expected_y)
def test_05(self):
# Simple integrator: x'(t) = u(t)
system = ([1.0],[1.0,0.0])
tout, y = self.func(system)
expected_y = np.ones_like(tout)
assert_almost_equal(y, expected_y)
def test_array_like(self):
# Test that function can accept sequences, scalars.
system = ([1.0], [1.0, 2.0, 1.0])
# TODO: add meaningful test where X0 is a list
tout, y = self.func(system, X0=[3], T=[5, 6])
tout, y = self.func(system, X0=[3], T=[5])
class TestImpulse2(_TestImpulseFuncs):
def setup(self):
self.func = impulse2
def test_array_like2(self):
system = ([1.0], [1.0, 2.0, 1.0])
tout, y = self.func(system, X0=3, T=5)
def test_06(self):
# Second order system with a repeated root:
# x''(t) + 2*x(t) + x(t) = u(t)
# The exact impulse response is t*exp(-t).
# Doesn't pass for `impulse` (on some systems, see gh-2654)
system = ([1.0], [1.0, 2.0, 1.0])
tout, y = self.func(system)
expected_y = tout * np.exp(-tout)
assert_almost_equal(y, expected_y)
class TestImpulse(_TestImpulseFuncs):
def setup(self):
self.func = impulse
class _TestStepFuncs(object):
def test_01(self):
# First order system: x'(t) + x(t) = u(t)
# Exact step response is x(t) = 1 - exp(-t).
system = ([1.0],[1.0,1.0])
tout, y = self.func(system)
expected_y = 1.0 - np.exp(-tout)
assert_almost_equal(y, expected_y)
def test_02(self):
# Specify the desired time values for the output.
# First order system: x'(t) + x(t) = u(t)
# Exact step response is x(t) = 1 - exp(-t).
system = ([1.0],[1.0,1.0])
n = 21
t = np.linspace(0, 2.0, n)
tout, y = self.func(system, T=t)
assert_equal(tout.shape, (n,))
assert_almost_equal(tout, t)
expected_y = 1 - np.exp(-t)
assert_almost_equal(y, expected_y)
def test_03(self):
# Specify an initial condition as a scalar.
# First order system: x'(t) + x(t) = u(t), x(0)=3.0
# Exact step response is x(t) = 1 + 2*exp(-t).
system = ([1.0],[1.0,1.0])
tout, y = self.func(system, X0=3.0)
expected_y = 1 + 2.0*np.exp(-tout)
assert_almost_equal(y, expected_y)
def test_04(self):
# Specify an initial condition as a list.
# First order system: x'(t) + x(t) = u(t), x(0)=3.0
# Exact step response is x(t) = 1 + 2*exp(-t).
system = ([1.0],[1.0,1.0])
tout, y = self.func(system, X0=[3.0])
expected_y = 1 + 2.0*np.exp(-tout)
assert_almost_equal(y, expected_y)
def test_array_like(self):
# Test that function can accept sequences, scalars.
system = ([1.0], [1.0, 2.0, 1.0])
# TODO: add meaningful test where X0 is a list
tout, y = self.func(system, T=[5, 6])
class TestStep2(_TestStepFuncs):
def setup(self):
self.func = step2
def test_05(self):
# Simple integrator: x'(t) = u(t)
# Exact step response is x(t) = t.
system = ([1.0],[1.0,0.0])
tout, y = self.func(system, atol=1e-10, rtol=1e-8)
expected_y = tout
assert_almost_equal(y, expected_y)
def test_06(self):
# Second order system with a repeated root:
# x''(t) + 2*x(t) + x(t) = u(t)
# The exact step response is 1 - (1 + t)*exp(-t).
system = ([1.0], [1.0, 2.0, 1.0])
tout, y = self.func(system, atol=1e-10, rtol=1e-8)
expected_y = 1 - (1 + tout) * np.exp(-tout)
assert_almost_equal(y, expected_y)
class TestStep(_TestStepFuncs):
def setup(self):
self.func = step
def test_complex_input(self):
# Test that complex input doesn't raise an error.
# `step` doesn't seem to have been designed for complex input, but this
# works and may be used, so add regression test. See gh-2654.
step(([], [-1], 1+0j))
def test_lti_instantiation():
# Test that lti can be instantiated with sequences, scalars. See PR-225.
s = lti([1], [-1])
s = lti(np.array([]), np.array([-1]), 1)
s = lti([], [-1], 1)
s = lti([1], [-1], 1, 3)
class Test_abcd_normalize(object):
def setup(self):
self.A = np.array([[1.0, 2.0], [3.0, 4.0]])
self.B = np.array([[-1.0], [5.0]])
self.C = np.array([[4.0, 5.0]])
self.D = np.array([[2.5]])
def test_no_matrix_fails(self):
assert_raises(ValueError, abcd_normalize)
def test_A_nosquare_fails(self):
assert_raises(ValueError, abcd_normalize, [1, -1],
self.B, self.C, self.D)
def test_AB_mismatch_fails(self):
assert_raises(ValueError, abcd_normalize, self.A, [-1, 5],
self.C, self.D)
def test_AC_mismatch_fails(self):
assert_raises(ValueError, abcd_normalize, self.A, self.B,
[[4.0], [5.0]], self.D)
def test_CD_mismatch_fails(self):
assert_raises(ValueError, abcd_normalize, self.A, self.B,
self.C, [2.5, 0])
def test_BD_mismatch_fails(self):
assert_raises(ValueError, abcd_normalize, self.A, [-1, 5],
self.C, self.D)
def test_normalized_matrices_unchanged(self):
A, B, C, D = abcd_normalize(self.A, self.B, self.C, self.D)
assert_equal(A, self.A)
assert_equal(B, self.B)
assert_equal(C, self.C)
assert_equal(D, self.D)
def test_shapes(self):
A, B, C, D = abcd_normalize(self.A, self.B, [1, 0], 0)
assert_equal(A.shape[0], A.shape[1])
assert_equal(A.shape[0], B.shape[0])
assert_equal(A.shape[0], C.shape[1])
assert_equal(C.shape[0], D.shape[0])
assert_equal(B.shape[1], D.shape[1])
def test_zero_dimension_is_not_none1(self):
B_ = np.zeros((2, 0))
D_ = np.zeros((0, 0))
A, B, C, D = abcd_normalize(A=self.A, B=B_, D=D_)
assert_equal(A, self.A)
assert_equal(B, B_)
assert_equal(D, D_)
assert_equal(C.shape[0], D_.shape[0])
assert_equal(C.shape[1], self.A.shape[0])
def test_zero_dimension_is_not_none2(self):
B_ = np.zeros((2, 0))
C_ = np.zeros((0, 2))
A, B, C, D = abcd_normalize(A=self.A, B=B_, C=C_)
assert_equal(A, self.A)
assert_equal(B, B_)
assert_equal(C, C_)
assert_equal(D.shape[0], C_.shape[0])
assert_equal(D.shape[1], B_.shape[1])
def test_missing_A(self):
A, B, C, D = abcd_normalize(B=self.B, C=self.C, D=self.D)
assert_equal(A.shape[0], A.shape[1])
assert_equal(A.shape[0], B.shape[0])
assert_equal(A.shape, (self.B.shape[0], self.B.shape[0]))
def test_missing_B(self):
A, B, C, D = abcd_normalize(A=self.A, C=self.C, D=self.D)
assert_equal(B.shape[0], A.shape[0])
assert_equal(B.shape[1], D.shape[1])
assert_equal(B.shape, (self.A.shape[0], self.D.shape[1]))
def test_missing_C(self):
A, B, C, D = abcd_normalize(A=self.A, B=self.B, D=self.D)
assert_equal(C.shape[0], D.shape[0])
assert_equal(C.shape[1], A.shape[0])
assert_equal(C.shape, (self.D.shape[0], self.A.shape[0]))
def test_missing_D(self):
A, B, C, D = abcd_normalize(A=self.A, B=self.B, C=self.C)
assert_equal(D.shape[0], C.shape[0])
assert_equal(D.shape[1], B.shape[1])
assert_equal(D.shape, (self.C.shape[0], self.B.shape[1]))
def test_missing_AB(self):
A, B, C, D = abcd_normalize(C=self.C, D=self.D)
assert_equal(A.shape[0], A.shape[1])
assert_equal(A.shape[0], B.shape[0])
assert_equal(B.shape[1], D.shape[1])
assert_equal(A.shape, (self.C.shape[1], self.C.shape[1]))
assert_equal(B.shape, (self.C.shape[1], self.D.shape[1]))
def test_missing_AC(self):
A, B, C, D = abcd_normalize(B=self.B, D=self.D)
assert_equal(A.shape[0], A.shape[1])
assert_equal(A.shape[0], B.shape[0])
assert_equal(C.shape[0], D.shape[0])
assert_equal(C.shape[1], A.shape[0])
assert_equal(A.shape, (self.B.shape[0], self.B.shape[0]))
assert_equal(C.shape, (self.D.shape[0], self.B.shape[0]))
def test_missing_AD(self):
A, B, C, D = abcd_normalize(B=self.B, C=self.C)
assert_equal(A.shape[0], A.shape[1])
assert_equal(A.shape[0], B.shape[0])
assert_equal(D.shape[0], C.shape[0])
assert_equal(D.shape[1], B.shape[1])
assert_equal(A.shape, (self.B.shape[0], self.B.shape[0]))
assert_equal(D.shape, (self.C.shape[0], self.B.shape[1]))
def test_missing_BC(self):
A, B, C, D = abcd_normalize(A=self.A, D=self.D)
assert_equal(B.shape[0], A.shape[0])
assert_equal(B.shape[1], D.shape[1])
assert_equal(C.shape[0], D.shape[0])
assert_equal(C.shape[1], A.shape[0])
assert_equal(B.shape, (self.A.shape[0], self.D.shape[1]))
assert_equal(C.shape, (self.D.shape[0], self.A.shape[0]))
def test_missing_ABC_fails(self):
assert_raises(ValueError, abcd_normalize, D=self.D)
def test_missing_BD_fails(self):
assert_raises(ValueError, abcd_normalize, A=self.A, C=self.C)
def test_missing_CD_fails(self):
assert_raises(ValueError, abcd_normalize, A=self.A, B=self.B)
class Test_bode(object):
def test_01(self):
"""Test bode() magnitude calculation (manual sanity check)."""
# 1st order low-pass filter: H(s) = 1 / (s + 1),
# cutoff: 1 rad/s, slope: -20 dB/decade
# H(s=0.1) ~= 0 dB
# H(s=1) ~= -3 dB
# H(s=10) ~= -20 dB
# H(s=100) ~= -40 dB
system = lti([1], [1, 1])
w = [0.1, 1, 10, 100]
w, mag, phase = bode(system, w=w)
expected_mag = [0, -3, -20, -40]
assert_almost_equal(mag, expected_mag, decimal=1)
def test_02(self):
"""Test bode() phase calculation (manual sanity check)."""
# 1st order low-pass filter: H(s) = 1 / (s + 1),
# angle(H(s=0.1)) ~= -5.7 deg
# angle(H(s=1)) ~= -45 deg
# angle(H(s=10)) ~= -84.3 deg
system = lti([1], [1, 1])
w = [0.1, 1, 10]
w, mag, phase = bode(system, w=w)
expected_phase = [-5.7, -45, -84.3]
assert_almost_equal(phase, expected_phase, decimal=1)
def test_03(self):
"""Test bode() magnitude calculation."""
# 1st order low-pass filter: H(s) = 1 / (s + 1)
system = lti([1], [1, 1])
w = [0.1, 1, 10, 100]
w, mag, phase = bode(system, w=w)
jw = w * 1j
y = np.polyval(system.num, jw) / np.polyval(system.den, jw)
expected_mag = 20.0 * np.log10(abs(y))
assert_almost_equal(mag, expected_mag)
def test_04(self):
"""Test bode() phase calculation."""
# 1st order low-pass filter: H(s) = 1 / (s + 1)
system = lti([1], [1, 1])
w = [0.1, 1, 10, 100]
w, mag, phase = bode(system, w=w)
jw = w * 1j
y = np.polyval(system.num, jw) / np.polyval(system.den, jw)
expected_phase = np.arctan2(y.imag, y.real) * 180.0 / np.pi
assert_almost_equal(phase, expected_phase)
def test_05(self):
"""Test that bode() finds a reasonable frequency range."""
# 1st order low-pass filter: H(s) = 1 / (s + 1)
system = lti([1], [1, 1])
n = 10
# Expected range is from 0.01 to 10.
expected_w = np.logspace(-2, 1, n)
w, mag, phase = bode(system, n=n)
assert_almost_equal(w, expected_w)
def test_06(self):
"""Test that bode() doesn't fail on a system with a pole at 0."""
# integrator, pole at zero: H(s) = 1 / s
system = lti([1], [1, 0])
w, mag, phase = bode(system, n=2)
assert_equal(w[0], 0.01) # a fail would give not-a-number
def test_07(self):
"""bode() should not fail on a system with pure imaginary poles."""
# The test passes if bode doesn't raise an exception.
system = lti([1], [1, 0, 100])
w, mag, phase = bode(system, n=2)
def test_08(self):
"""Test that bode() return continuous phase, issues/2331."""
system = lti([], [-10, -30, -40, -60, -70], 1)
w, mag, phase = system.bode(w=np.logspace(-3, 40, 100))
assert_almost_equal(min(phase), -450, decimal=15)
def test_from_state_space(self):
# Ensure that bode works with a system that was created from the
# state space representation matrices A, B, C, D. In this case,
# system.num will be a 2-D array with shape (1, n+1), where (n,n)
# is the shape of A.
# A Butterworth lowpass filter is used, so we know the exact
# frequency response.
a = np.array([1.0, 2.0, 2.0, 1.0])
A = linalg.companion(a).T
B = np.array([[0.0],[0.0],[1.0]])
C = np.array([[1.0, 0.0, 0.0]])
D = np.array([[0.0]])
with warnings.catch_warnings():
warnings.simplefilter("ignore", BadCoefficients)
system = lti(A, B, C, D)
w, mag, phase = bode(system, n=100)
expected_magnitude = 20 * np.log10(np.sqrt(1.0 / (1.0 + w**6)))
assert_almost_equal(mag, expected_magnitude)
class Test_freqresp(object):
def test_real_part_manual(self):
# Test freqresp() real part calculation (manual sanity check).
# 1st order low-pass filter: H(s) = 1 / (s + 1),
# re(H(s=0.1)) ~= 0.99
# re(H(s=1)) ~= 0.5
# re(H(s=10)) ~= 0.0099
system = lti([1], [1, 1])
w = [0.1, 1, 10]
w, H = freqresp(system, w=w)
expected_re = [0.99, 0.5, 0.0099]
assert_almost_equal(H.real, expected_re, decimal=1)
def test_imag_part_manual(self):
# Test freqresp() imaginary part calculation (manual sanity check).
# 1st order low-pass filter: H(s) = 1 / (s + 1),
# im(H(s=0.1)) ~= -0.099
# im(H(s=1)) ~= -0.5
# im(H(s=10)) ~= -0.099
system = lti([1], [1, 1])
w = [0.1, 1, 10]
w, H = freqresp(system, w=w)
expected_im = [-0.099, -0.5, -0.099]
assert_almost_equal(H.imag, expected_im, decimal=1)
def test_real_part(self):
# Test freqresp() real part calculation.
# 1st order low-pass filter: H(s) = 1 / (s + 1)
system = lti([1], [1, 1])
w = [0.1, 1, 10, 100]
w, H = freqresp(system, w=w)
jw = w * 1j
y = np.polyval(system.num, jw) / np.polyval(system.den, jw)
expected_re = y.real
assert_almost_equal(H.real, expected_re)
def test_imag_part(self):
# Test freqresp() imaginary part calculation.
# 1st order low-pass filter: H(s) = 1 / (s + 1)
system = lti([1], [1, 1])
w = [0.1, 1, 10, 100]
w, H = freqresp(system, w=w)
jw = w * 1j
y = np.polyval(system.num, jw) / np.polyval(system.den, jw)
expected_im = y.imag
assert_almost_equal(H.imag, expected_im)
def test_freq_range(self):
# Test that freqresp() finds a reasonable frequency range.
# 1st order low-pass filter: H(s) = 1 / (s + 1)
# Expected range is from 0.01 to 10.
system = lti([1], [1, 1])
n = 10
expected_w = np.logspace(-2, 1, n)
w, H = freqresp(system, n=n)
assert_almost_equal(w, expected_w)
def test_pole_zero(self):
# Test that freqresp() doesn't fail on a system with a pole at 0.
# integrator, pole at zero: H(s) = 1 / s
system = lti([1], [1, 0])
w, H = freqresp(system, n=2)
assert_equal(w[0], 0.01) # a fail would give not-a-number
def test_from_state_space(self):
# Ensure that freqresp works with a system that was created from the
# state space representation matrices A, B, C, D. In this case,
# system.num will be a 2-D array with shape (1, n+1), where (n,n) is
# the shape of A.
# A Butterworth lowpass filter is used, so we know the exact
# frequency response.
a = np.array([1.0, 2.0, 2.0, 1.0])
A = linalg.companion(a).T
B = np.array([[0.0],[0.0],[1.0]])
C = np.array([[1.0, 0.0, 0.0]])
D = np.array([[0.0]])
with warnings.catch_warnings():
warnings.simplefilter("ignore", BadCoefficients)
system = lti(A, B, C, D)
w, H = freqresp(system, n=100)
expected_magnitude = np.sqrt(1.0 / (1.0 + w**6))
assert_almost_equal(np.abs(H), expected_magnitude)
if __name__ == "__main__":
run_module_suite()
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