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#
# Author: Travis Oliphant 2001
#
from filter_design import tf2zpk, zpk2tf, normalize
import numpy
from numpy import product, zeros, array, dot, transpose, arange, ones, \
nan_to_num
import scipy.interpolate as interpolate
import scipy.integrate as integrate
import scipy.linalg as linalg
from numpy import r_, eye, real, atleast_1d, atleast_2d, poly, \
squeeze, diag, asarray
def tf2ss(num, den):
"""Transfer function to state-space representation.
Inputs:
num, den -- sequences representing the numerator and denominator polynomials.
Outputs:
A, B, C, D -- state space representation of the system.
"""
# Controller canonical state-space representation.
# if M+1 = len(num) and K+1 = len(den) then we must have M <= K
# states are found by asserting that X(s) = U(s) / D(s)
# then Y(s) = N(s) * X(s)
#
# A, B, C, and D follow quite naturally.
#
num, den = normalize(num, den) # Strips zeros, checks arrays
nn = len(num.shape)
if nn == 1:
num = asarray([num], num.dtype)
M = num.shape[1]
K = len(den)
if (M > K):
raise ValueError, "Improper transfer function."
if (M == 0 or K == 0): # Null system
return array([],float), array([], float), array([], float), \
array([], float)
# pad numerator to have same number of columns has denominator
num = r_['-1',zeros((num.shape[0],K-M), num.dtype), num]
if num.shape[-1] > 0:
D = num[:,0]
else:
D = array([],float)
if K == 1:
return array([], float), array([], float), array([], float), D
frow = -array([den[1:]])
A = r_[frow, eye(K-2, K-1)]
B = eye(K-1, 1)
C = num[:,1:] - num[:,0] * den[1:]
return A, B, C, D
def none_to_empty(arg):
if arg is None:
return []
else:
return arg
def abcd_normalize(A=None, B=None, C=None, D=None):
"""Check state-space matrices and ensure they are rank-2.
"""
A, B, C, D = map(none_to_empty, (A, B, C, D))
A, B, C, D = map(atleast_2d, (A, B, C, D))
if ((len(A.shape) > 2) or (len(B.shape) > 2) or \
(len(C.shape) > 2) or (len(D.shape) > 2)):
raise ValueError, "A, B, C, D arrays can be no larger than rank-2."
MA, NA = A.shape
MB, NB = B.shape
MC, NC = C.shape
MD, ND = D.shape
if (MC == 0) and (NC == 0) and (MD != 0) and (NA != 0):
MC, NC = MD, NA
C = zeros((MC, NC))
if (MB == 0) and (NB == 0) and (MA != 0) and (ND != 0):
MB, NB = MA, ND
B = zeros(MB, NB)
if (MD == 0) and (ND == 0) and (MC != 0) and (NB != 0):
MD, ND = MC, NB
D = zeros(MD, ND)
if (MA == 0) and (NA == 0) and (MB != 0) and (NC != 0):
MA, NA = MB, NC
A = zeros(MA, NA)
if MA != NA:
raise ValueError, "A must be square."
if MA != MB:
raise ValueError, "A and B must have the same number of rows."
if NA != NC:
raise ValueError, "A and C must have the same number of columns."
if MD != MC:
raise ValueError, "C and D must have the same number of rows."
if ND != NB:
raise ValueError, "B and D must have the same number of columns."
return A, B, C, D
def ss2tf(A, B, C, D, input=0):
"""State-space to transfer function.
Inputs:
A, B, C, D -- state-space representation of linear system.
input -- For multiple-input systems, the input to use.
Outputs:
num, den -- Numerator and denominator polynomials (as sequences)
respectively.
"""
# transfer function is C (sI - A)**(-1) B + D
A, B, C, D = map(asarray, (A, B, C, D))
# Check consistency and
# make them all rank-2 arrays
A, B, C, D = abcd_normalize(A, B, C, D)
nout, nin = D.shape
if input >= nin:
raise ValueError, "System does not have the input specified."
# make MOSI from possibly MOMI system.
if B.shape[-1] != 0:
B = B[:,input]
B.shape = (B.shape[0],1)
if D.shape[-1] != 0:
D = D[:,input]
den = poly(A)
if (product(B.shape,axis=0) == 0) and (product(C.shape,axis=0) == 0):
num = numpy.ravel(D)
if (product(D.shape,axis=0) == 0) and (product(A.shape,axis=0) == 0):
den = []
end
return num, den
num_states = A.shape[0]
type_test = A[:,0] + B[:,0] + C[0,:] + D
num = numpy.zeros((nout, num_states+1), type_test.dtype)
for k in range(nout):
Ck = atleast_2d(C[k,:])
num[k] = poly(A - dot(B,Ck)) + (D[k]-1)*den
return num, den
def zpk2ss(z,p,k):
"""Zero-pole-gain representation to state-space representation
Inputs:
z, p, k -- zeros, poles (sequences), and gain of system
Outputs:
A, B, C, D -- state-space matrices.
"""
return tf2ss(*zpk2tf(z,p,k))
def ss2zpk(A,B,C,D,input=0):
"""State-space representation to zero-pole-gain representation.
Inputs:
A, B, C, D -- state-space matrices.
input -- for multiple-input systems, the input to use.
Outputs:
z, p, k -- zeros and poles in sequences and gain constant.
"""
return tf2zpk(*ss2tf(A,B,C,D,input=input))
class lti(object):
"""Linear Time Invariant class which simplifies representation.
"""
def __init__(self,*args,**kwords):
"""Initialize the LTI system using either:
(numerator, denominator)
(zeros, poles, gain)
(A, B, C, D) -- state-space.
"""
N = len(args)
if N == 2: # Numerator denominator transfer function input
self.__dict__['num'], self.__dict__['den'] = normalize(*args)
self.__dict__['zeros'], self.__dict__['poles'], \
self.__dict__['gain'] = tf2zpk(*args)
self.__dict__['A'], self.__dict__['B'], \
self.__dict__['C'], \
self.__dict__['D'] = tf2ss(*args)
self.inputs = 1
if len(self.num.shape) > 1:
self.outputs = self.num.shape[0]
else:
self.outputs = 1
elif N == 3: # Zero-pole-gain form
self.__dict__['zeros'], self.__dict__['poles'], \
self.__dict__['gain'] = args
self.__dict__['num'], self.__dict__['den'] = zpk2tf(*args)
self.__dict__['A'], self.__dict__['B'], \
self.__dict__['C'], \
self.__dict__['D'] = zpk2ss(*args)
self.inputs = 1
if len(self.zeros.shape) > 1:
self.outputs = self.zeros.shape[0]
else:
self.outputs = 1
elif N == 4: # State-space form
self.__dict__['A'], self.__dict__['B'], \
self.__dict__['C'], \
self.__dict__['D'] = abcd_normalize(*args)
self.__dict__['zeros'], self.__dict__['poles'], \
self.__dict__['gain'] = ss2zpk(*args)
self.__dict__['num'], self.__dict__['den'] = ss2tf(*args)
self.inputs = self.B.shape[-1]
self.outputs = self.C.shape[0]
else:
raise ValueError, "Needs 2, 3, or 4 arguments."
def __setattr__(self, attr, val):
if attr in ['num','den']:
self.__dict__[attr] = val
self.__dict__['zeros'], self.__dict__['poles'], \
self.__dict__['gain'] = \
tf2zpk(self.num, self.den)
self.__dict__['A'], self.__dict__['B'], \
self.__dict__['C'], \
self.__dict__['D'] = \
tf2ss(self.num, self.den)
elif attr in ['zeros', 'poles', 'gain']:
self.__dict__[attr] = val
self.__dict__['num'], self.__dict__['den'] = \
zpk2tf(self.zeros,
self.poles, self.gain)
self.__dict__['A'], self.__dict__['B'], \
self.__dict__['C'], \
self.__dict__['D'] = \
zpk2ss(self.zeros,
self.poles, self.gain)
elif attr in ['A', 'B', 'C', 'D']:
self.__dict__[attr] = val
self.__dict__['zeros'], self.__dict__['poles'], \
self.__dict__['gain'] = \
ss2zpk(self.A, self.B,
self.C, self.D)
self.__dict__['num'], self.__dict__['den'] = \
ss2tf(self.A, self.B,
self.C, self.D)
else:
self.__dict__[attr] = val
def impulse(self, X0=None, T=None, N=None):
return impulse(self, X0=X0, T=T, N=N)
def step(self, X0=None, T=None, N=None):
return step(self, X0=X0, T=T, N=N)
def output(self, U, T, X0=None):
return lsim(self, U, T, X0=X0)
def lsim2(system, U, T, X0=None):
"""Simulate output of a continuous-time linear system, using ODE solver.
Inputs:
system -- an instance of the LTI class or a tuple describing the
system. The following gives the number of elements in
the tuple and the interpretation.
2 (num, den)
3 (zeros, poles, gain)
4 (A, B, C, D)
U -- an input array describing the input at each time T
(linear interpolation is assumed between given times).
If there are multiple inputs, then each column of the
rank-2 array represents an input.
T -- the time steps at which the input is defined and at which
the output is desired.
X0 -- (optional, default=0) the initial conditions on the state vector.
Outputs: (T, yout, xout)
T -- the time values for the output.
yout -- the response of the system.
xout -- the time-evolution of the state-vector.
"""
# system is an lti system or a sequence
# with 2 (num, den)
# 3 (zeros, poles, gain)
# 4 (A, B, C, D)
# describing the system
# U is an input vector at times T
# if system describes multiple outputs
# then U can be a rank-2 array with the number of columns
# being the number of inputs
# rather than use lsim, use direct integration and matrix-exponential.
if isinstance(system, lti):
sys = system
else:
sys = lti(*system)
U = atleast_1d(U)
T = atleast_1d(T)
if len(U.shape) == 1:
U = U.reshape((U.shape[0],1))
sU = U.shape
if len(T.shape) != 1:
raise ValueError, "T must be a rank-1 array."
if sU[0] != len(T):
raise ValueError, "U must have the same number of rows as elements in T."
if sU[1] != sys.inputs:
raise ValueError, "System does not define that many inputs."
if X0 is None:
X0 = zeros(sys.B.shape[0],sys.A.dtype)
# for each output point directly integrate assume zero-order hold
# or linear interpolation.
ufunc = interpolate.interp1d(T, U, kind='linear', axis=0, bounds_error=False)
def fprime(x, t, sys, ufunc):
return dot(sys.A,x) + squeeze(dot(sys.B,nan_to_num(ufunc([t]))))
xout = integrate.odeint(fprime, X0, T, args=(sys, ufunc))
yout = dot(sys.C,transpose(xout)) + dot(sys.D,transpose(U))
return T, squeeze(transpose(yout)), xout
def lsim(system, U, T, X0=None, interp=1):
"""Simulate output of a continuous-time linear system.
Inputs:
system -- an instance of the LTI class or a tuple describing the
system. The following gives the number of elements in
the tuple and the interpretation.
2 (num, den)
3 (zeros, poles, gain)
4 (A, B, C, D)
U -- an input array describing the input at each time T
(interpolation is assumed between given times).
If there are multiple inputs, then each column of the
rank-2 array represents an input.
T -- the time steps at which the input is defined and at which
the output is desired.
X0 -- (optional, default=0) the initial conditions on the state vector.
interp -- linear (1) or zero-order hold (0) interpolation
Outputs: (T, yout, xout)
T -- the time values for the output.
yout -- the response of the system.
xout -- the time-evolution of the state-vector.
"""
# system is an lti system or a sequence
# with 2 (num, den)
# 3 (zeros, poles, gain)
# 4 (A, B, C, D)
# describing the system
# U is an input vector at times T
# if system describes multiple inputs
# then U can be a rank-2 array with the number of columns
# being the number of inputs
if isinstance(system, lti):
sys = system
else:
sys = lti(*system)
U = atleast_1d(U)
T = atleast_1d(T)
if len(U.shape) == 1:
U = U.reshape((U.shape[0],1))
sU = U.shape
if len(T.shape) != 1:
raise ValueError, "T must be a rank-1 array."
if sU[0] != len(T):
raise ValueError, "U must have the same number of rows as elements in T."
if sU[1] != sys.inputs:
raise ValueError, "System does not define that many inputs."
if X0 is None:
X0 = zeros(sys.B.shape[0], sys.A.dtype)
xout = zeros((len(T),sys.B.shape[0]), sys.A.dtype)
xout[0] = X0
A = sys.A
AT, BT = transpose(sys.A), transpose(sys.B)
dt = T[1]-T[0]
lam, v = linalg.eig(A)
vt = transpose(v)
vti = linalg.inv(vt)
GT = dot(dot(vti,diag(numpy.exp(dt*lam))),vt).astype(xout.dtype)
ATm1 = linalg.inv(AT)
ATm2 = dot(ATm1,ATm1)
I = eye(A.shape[0],dtype=A.dtype)
GTmI = GT-I
F1T = dot(dot(BT,GTmI),ATm1)
if interp:
F2T = dot(BT,dot(GTmI,ATm2)/dt - ATm1)
for k in xrange(1,len(T)):
dt1 = T[k] - T[k-1]
if dt1 != dt:
dt = dt1
GT = dot(dot(vti,diag(numpy.exp(dt*lam))),vt).astype(xout.dtype)
GTmI = GT-I
F1T = dot(dot(BT,GTmI),ATm1)
if interp:
F2T = dot(BT,dot(GTmI,ATm2)/dt - ATm1)
xout[k] = dot(xout[k-1],GT) + dot(U[k-1],F1T)
if interp:
xout[k] = xout[k] + dot((U[k]-U[k-1]),F2T)
yout = squeeze(dot(U,transpose(sys.D))) + squeeze(dot(xout,transpose(sys.C)))
return T, squeeze(yout), squeeze(xout)
def impulse(system, X0=None, T=None, N=None):
"""Impulse response of continuous-time system.
Inputs:
system -- an instance of the LTI class or a tuple with 2, 3, or 4
elements representing (num, den), (zero, pole, gain), or
(A, B, C, D) representation of the system.
X0 -- (optional, default = 0) inital state-vector.
T -- (optional) time points (autocomputed if not given).
N -- (optional) number of time points to autocompute (100 if not given).
Ouptuts: (T, yout)
T -- output time points,
yout -- impulse response of system (except possible singularities at 0).
"""
if isinstance(system, lti):
sys = system
else:
sys = lti(*system)
if X0 is None:
B = sys.B
else:
B = sys.B + X0
if N is None:
N = 100
if T is None:
vals = linalg.eigvals(sys.A)
tc = 1.0/min(abs(real(vals)))
T = arange(0,7*tc,7*tc / float(N))
h = zeros(T.shape, sys.A.dtype)
s,v = linalg.eig(sys.A)
vi = linalg.inv(v)
C = sys.C
for k in range(len(h)):
es = diag(numpy.exp(s*T[k]))
eA = (dot(dot(v,es),vi)).astype(h.dtype)
h[k] = squeeze(dot(dot(C,eA),B))
return T, h
def step(system, X0=None, T=None, N=None):
"""Step response of continuous-time system.
Inputs:
system -- an instance of the LTI class or a tuple with 2, 3, or 4
elements representing (num, den), (zero, pole, gain), or
(A, B, C, D) representation of the system.
X0 -- (optional, default = 0) inital state-vector.
T -- (optional) time points (autocomputed if not given).
N -- (optional) number of time points to autocompute (100 if not given).
Ouptuts: (T, yout)
T -- output time points,
yout -- step response of system.
"""
if isinstance(system, lti):
sys = system
else:
sys = lti(*system)
if N is None:
N = 100
if T is None:
vals = linalg.eigvals(sys.A)
tc = 1.0/min(abs(real(vals)))
T = arange(0,7*tc,7*tc / float(N))
U = ones(T.shape, sys.A.dtype)
vals = lsim(sys, U, T, X0=X0)
return vals[0], vals[1]
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