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<HTML>
<HEAD><TITLE>SB10FD - SLICOT Library Routine Documentation</TITLE>
</HEAD>
<BODY>

<H2><A Name="SB10FD">SB10FD</A></H2>
<H3>
H-infinity (sub)optimal state controller for a continuous-time system
</H3>
<A HREF ="#Specification"><B>[Specification]</B></A>
<A HREF ="#Arguments"><B>[Arguments]</B></A>
<A HREF ="#Method"><B>[Method]</B></A>
<A HREF ="#References"><B>[References]</B></A>
<A HREF ="#Comments"><B>[Comments]</B></A>
<A HREF ="#Example"><B>[Example]</B></A>

<P>
<B><FONT SIZE="+1">Purpose</FONT></B>
<PRE>
  To compute the matrices of an H-infinity (sub)optimal n-state
  controller

           | AK | BK |
       K = |----|----|,
           | CK | DK |

  using modified Glover's and Doyle's 1988 formulas, for the system

                | A  | B1  B2  |   | A | B |
            P = |----|---------| = |---|---|
                | C1 | D11 D12 |   | C | D |
                | C2 | D21 D22 |

  and for a given value of gamma, where B2 has as column size the
  number of control inputs (NCON) and C2 has as row size the number
  of measurements (NMEAS) being provided to the controller.

  It is assumed that

  (A1) (A,B2) is stabilizable and (C2,A) is detectable,

  (A2) D12 is full column rank and D21 is full row rank,

  (A3) | A-j*omega*I  B2  | has full column rank for all omega,
       |    C1        D12 |

  (A4) | A-j*omega*I  B1  |  has full row rank for all omega.
       |    C2        D21 |

</PRE>
<A name="Specification"><B><FONT SIZE="+1">Specification</FONT></B></A>
<PRE>
      SUBROUTINE SB10FD( N, M, NP, NCON, NMEAS, GAMMA, A, LDA, B, LDB,
     $                   C, LDC, D, LDD, AK, LDAK, BK, LDBK, CK, LDCK,
     $                   DK, LDDK, RCOND, TOL, IWORK, DWORK, LDWORK,
     $                   BWORK, INFO )
C     .. Scalar Arguments ..
      INTEGER            INFO, LDA, LDAK, LDB, LDBK, LDC, LDCK, LDD,
     $                   LDDK, LDWORK, M, N, NCON, NMEAS, NP
      DOUBLE PRECISION   GAMMA, TOL
C     .. Array Arguments ..
      LOGICAL            BWORK( * )
      INTEGER            IWORK( * )
      DOUBLE PRECISION   A( LDA, * ), AK( LDAK, * ), B( LDB, * ),
     $                   BK( LDBK, * ), C( LDC, * ), CK( LDCK, * ),
     $                   D( LDD, * ), DK( LDDK, * ), DWORK( * ),
     $                   RCOND( 4 )

</PRE>
<A name="Arguments"><B><FONT SIZE="+1">Arguments</FONT></B></A>
<P>

</PRE>
<B>Input/Output Parameters</B>
<PRE>
  N       (input) INTEGER
          The order of the system.  N &gt;= 0.

  M       (input) INTEGER
          The column size of the matrix B.  M &gt;= 0.

  NP      (input) INTEGER
          The row size of the matrix C.  NP &gt;= 0.

  NCON    (input) INTEGER
          The number of control inputs (M2).  M &gt;= NCON &gt;= 0,
          NP-NMEAS &gt;= NCON.

  NMEAS   (input) INTEGER
          The number of measurements (NP2).  NP &gt;= NMEAS &gt;= 0,
          M-NCON &gt;= NMEAS.

  GAMMA   (input) DOUBLE PRECISION
          The value of gamma. It is assumed that gamma is
          sufficiently large so that the controller is admissible.
          GAMMA &gt;= 0.

  A       (input) DOUBLE PRECISION array, dimension (LDA,N)
          The leading N-by-N part of this array must contain the
          system state matrix A.

  LDA     INTEGER
          The leading dimension of the array A.  LDA &gt;= max(1,N).

  B       (input) DOUBLE PRECISION array, dimension (LDB,M)
          The leading N-by-M part of this array must contain the
          system input matrix B.

  LDB     INTEGER
          The leading dimension of the array B.  LDB &gt;= max(1,N).

  C       (input) DOUBLE PRECISION array, dimension (LDC,N)
          The leading NP-by-N part of this array must contain the
          system output matrix C.

  LDC     INTEGER
          The leading dimension of the array C.  LDC &gt;= max(1,NP).

  D       (input) DOUBLE PRECISION array, dimension (LDD,M)
          The leading NP-by-M part of this array must contain the
          system input/output matrix D.

  LDD     INTEGER
          The leading dimension of the array D.  LDD &gt;= max(1,NP).

  AK      (output) DOUBLE PRECISION array, dimension (LDAK,N)
          The leading N-by-N part of this array contains the
          controller state matrix AK.

  LDAK    INTEGER
          The leading dimension of the array AK.  LDAK &gt;= max(1,N).

  BK      (output) DOUBLE PRECISION array, dimension (LDBK,NMEAS)
          The leading N-by-NMEAS part of this array contains the
          controller input matrix BK.

  LDBK    INTEGER
          The leading dimension of the array BK.  LDBK &gt;= max(1,N).

  CK      (output) DOUBLE PRECISION array, dimension (LDCK,N)
          The leading NCON-by-N part of this array contains the
          controller output matrix CK.

  LDCK    INTEGER
          The leading dimension of the array CK.
          LDCK &gt;= max(1,NCON).

  DK      (output) DOUBLE PRECISION array, dimension (LDDK,NMEAS)
          The leading NCON-by-NMEAS part of this array contains the
          controller input/output matrix DK.

  LDDK    INTEGER
          The leading dimension of the array DK.
          LDDK &gt;= max(1,NCON).

  RCOND   (output) DOUBLE PRECISION array, dimension (4)
          RCOND(1) contains the reciprocal condition number of the
                   control transformation matrix;
          RCOND(2) contains the reciprocal condition number of the
                   measurement transformation matrix;
          RCOND(3) contains an estimate of the reciprocal condition
                   number of the X-Riccati equation;
          RCOND(4) contains an estimate of the reciprocal condition
                   number of the Y-Riccati equation.

</PRE>
<B>Tolerances</B>
<PRE>
  TOL     DOUBLE PRECISION
          Tolerance used for controlling the accuracy of the applied
          transformations for computing the normalized form in
          SLICOT Library routine SB10PD. Transformation matrices
          whose reciprocal condition numbers are less than TOL are
          not allowed. If TOL &lt;= 0, then a default value equal to
          sqrt(EPS) is used, where EPS is the relative machine
          precision.

</PRE>
<B>Workspace</B>
<PRE>
  IWORK   INTEGER array, dimension (LIWORK), where
          LIWORK = max(2*max(N,M-NCON,NP-NMEAS,NCON),N*N)

  DWORK   DOUBLE PRECISION array, dimension (LDWORK)
          On exit, if INFO = 0, DWORK(1) contains the optimal
          LDWORK.

  LDWORK  INTEGER
          The dimension of the array DWORK.
          LDWORK &gt;= N*M + NP*(N+M) + M2*M2 + NP2*NP2 +
                    max(1,LW1,LW2,LW3,LW4,LW5,LW6), where
          LW1 = (N+NP1+1)*(N+M2) + max(3*(N+M2)+N+NP1,5*(N+M2)),
          LW2 = (N+NP2)*(N+M1+1) + max(3*(N+NP2)+N+M1,5*(N+NP2)),
          LW3 = M2 + NP1*NP1 + max(NP1*max(N,M1),3*M2+NP1,5*M2),
          LW4 = NP2 + M1*M1 + max(max(N,NP1)*M1,3*NP2+M1,5*NP2),
          LW5 = 2*N*N + N*(M+NP) +
                max(1,M*M + max(2*M1,3*N*N+max(N*M,10*N*N+12*N+5)),
                    NP*NP + max(2*NP1,3*N*N +
                                max(N*NP,10*N*N+12*N+5))),
          LW6 = 2*N*N + N*(M+NP) +
                max(1, M2*NP2 + NP2*NP2 + M2*M2 +
                    max(D1*D1 + max(2*D1, (D1+D2)*NP2),
                        D2*D2 + max(2*D2, D2*M2), 3*N,
                        N*(2*NP2 + M2) +
                        max(2*N*M2, M2*NP2 +
                                    max(M2*M2+3*M2, NP2*(2*NP2+
                                           M2+max(NP2,N)))))),
          with D1 = NP1 - M2, D2 = M1 - NP2,
              NP1 = NP - NP2, M1 = M - M2.
          For good performance, LDWORK must generally be larger.
          Denoting Q = max(M1,M2,NP1,NP2), an upper bound is
          2*Q*(3*Q+2*N)+max(1,(N+Q)*(N+Q+6),Q*(Q+max(N,Q,5)+1),
            2*N*(N+2*Q)+max(1,4*Q*Q+
                            max(2*Q,3*N*N+max(2*N*Q,10*N*N+12*N+5)),
                              Q*(3*N+3*Q+max(2*N,4*Q+max(N,Q))))).

  BWORK   LOGICAL array, dimension (2*N)

</PRE>
<B>Error Indicator</B>
<PRE>
  INFO    INTEGER
          = 0:  successful exit;
          &lt; 0:  if INFO = -i, the i-th argument had an illegal
                value;
          = 1:  if the matrix | A-j*omega*I  B2  | had not full
                              |    C1        D12 |
                column rank in respect to the tolerance EPS;
          = 2:  if the matrix | A-j*omega*I  B1  |  had not full row
                              |    C2        D21 |
                rank in respect to the tolerance EPS;
          = 3:  if the matrix D12 had not full column rank in
                respect to the tolerance TOL;
          = 4:  if the matrix D21 had not full row rank in respect
                to the tolerance TOL;
          = 5:  if the singular value decomposition (SVD) algorithm
                did not converge (when computing the SVD of one of
                the matrices |A   B2 |, |A   B1 |, D12 or D21).
                             |C1  D12|  |C2  D21|
          = 6:  if the controller is not admissible (too small value
                of gamma);
          = 7:  if the X-Riccati equation was not solved
                successfully (the controller is not admissible or
                there are numerical difficulties);
          = 8:  if the Y-Riccati equation was not solved
                successfully (the controller is not admissible or
                there are numerical difficulties);
          = 9:  if the determinant of Im2 + Tu*D11HAT*Ty*D22 is
                zero [3].

</PRE>
<A name="Method"><B><FONT SIZE="+1">Method</FONT></B></A>
<PRE>
  The routine implements the Glover's and Doyle's 1988 formulas [1],
  [2] modified to improve the efficiency as described in [3].

</PRE>
<A name="References"><B><FONT SIZE="+1">References</FONT></B></A>
<PRE>
  [1] Glover, K. and Doyle, J.C.
      State-space formulae for all stabilizing controllers that
      satisfy an Hinf norm bound and relations to risk sensitivity.
      Systems and Control Letters, vol. 11, pp. 167-172, 1988.

  [2] Balas, G.J., Doyle, J.C., Glover, K., Packard, A., and
      Smith, R.
      mu-Analysis and Synthesis Toolbox.
      The MathWorks Inc., Natick, Mass., 1995.

  [3] Petkov, P.Hr., Gu, D.W., and Konstantinov, M.M.
      Fortran 77 routines for Hinf and H2 design of continuous-time
      linear control systems.
      Rep. 98-14, Department of Engineering, Leicester University,
      Leicester, U.K., 1998.

</PRE>
<A name="Numerical Aspects"><B><FONT SIZE="+1">Numerical Aspects</FONT></B></A>
<PRE>
  The accuracy of the result depends on the condition numbers of the
  input and output transformations and on the condition numbers of
  the two Riccati equations, as given by the values of RCOND(1),
  RCOND(2), RCOND(3) and RCOND(4), respectively.

</PRE>

<A name="Comments"><B><FONT SIZE="+1">Further Comments</FONT></B></A>
<PRE>
  None
</PRE>

<A name="Example"><B><FONT SIZE="+1">Example</FONT></B></A>
<P>
<B>Program Text</B>
<PRE>
*     SB10FD EXAMPLE PROGRAM TEXT
*
*     .. Parameters ..
      INTEGER          NIN, NOUT
      PARAMETER        ( NIN = 5, NOUT = 6 )
      INTEGER          NMAX, MMAX, PMAX, N2MAX
      PARAMETER        ( NMAX = 10, MMAX = 10, PMAX = 10, N2MAX = 20 )
      INTEGER          LDA, LDB, LDC, LDD, LDAK, LDBK, LDCK, LDDK,
     $                 LDAC, LDBC, LDCC, LDDC
      PARAMETER        ( LDA = NMAX, LDB = NMAX, LDC = PMAX, LDD = PMAX,
     $                   LDAK = NMAX, LDBK = NMAX, LDCK = MMAX,
     $                   LDDK = MMAX, LDAC = 2*NMAX, LDBC = 2*NMAX,
     $                   LDCC = PMAX, LDDC = PMAX )
      INTEGER          LIWORK
      PARAMETER        ( LIWORK = MAX( 2*MAX( NMAX, MMAX, PMAX ),
     $                            NMAX*NMAX ) )
      INTEGER          MPMX
      PARAMETER        ( MPMX = MAX( MMAX, PMAX ) )
      INTEGER          LDWORK
      PARAMETER        ( LDWORK = 2*MPMX*( 3*MPMX + 2*NMAX ) +
     $                   MAX( ( NMAX + MPMX )*( NMAX + MPMX + 6 ),
     $                   MPMX*( MPMX + MAX( NMAX, MPMX, 5 ) + 1 ),
     $                   2*NMAX*( NMAX + 2*MPMX ) +
     $                   MAX( 4*MPMX*MPMX + MAX( 2*MPMX, 3*NMAX*NMAX +
     $                   MAX( 2*NMAX*MPMX, 10*NMAX*NMAX+12*NMAX+5 ) ),
     $                   MPMX*( 3*NMAX + 3*MPMX +
     $                          MAX( 2*NMAX, 4*MPMX +
     $                               MAX( NMAX, MPMX ) ) ) ) ) )
*     .. Local Scalars ..
      INTEGER SDIM
      LOGICAL SELECT
      DOUBLE PRECISION GAMMA, TOL
      INTEGER          I, INFO1, INFO2, INFO3, J, M, N, NCON, NMEAS, NP
*     .. Local Arrays ..
      LOGICAL          BWORK(N2MAX)
      INTEGER          IWORK(LIWORK)
      DOUBLE PRECISION A(LDA,NMAX), AK(LDAK,NMAX), AC(LDAC,N2MAX),
     $                 B(LDB,MMAX), BK(LDBK,PMAX), BC(LDBC,MMAX),
     $                 C(LDC,NMAX), CK(LDCK,NMAX), CC(LDCC,N2MAX),
     $                 D(LDD,MMAX), DK(LDDK,PMAX), DC(LDDC,MMAX),
     $                 DWORK(LDWORK), RCOND( 4 )
*     .. External Subroutines ..
      EXTERNAL         SB10FD, SB10LD
*     .. Intrinsic Functions ..
      INTRINSIC        MAX
*     .. Executable Statements ..
*
      WRITE ( NOUT, FMT = 99999 )
*     Skip the heading in the data file and read the data.
      READ ( NIN, FMT = '()' )
      READ ( NIN, FMT = * ) N, M, NP, NCON, NMEAS
      IF ( N.LT.0 .OR. N.GT.NMAX ) THEN
         WRITE ( NOUT, FMT = 99987 ) N
      ELSE IF ( M.LT.0 .OR. M.GT.MMAX ) THEN
         WRITE ( NOUT, FMT = 99986 ) M
      ELSE IF ( NP.LT.0 .OR. NP.GT.PMAX ) THEN
         WRITE ( NOUT, FMT = 99985 ) NP
      ELSE IF ( NCON.LT.0 .OR. NCON.GT.MMAX ) THEN
         WRITE ( NOUT, FMT = 99984 ) NCON
      ELSE IF ( NMEAS.LT.0 .OR. NMEAS.GT.PMAX ) THEN
         WRITE ( NOUT, FMT = 99983 ) NMEAS
      ELSE
         READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
         READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,M ), I = 1,N )
         READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,NP )
         READ ( NIN, FMT = * ) ( ( D(I,J), J = 1,M ), I = 1,NP )
         READ ( NIN, FMT = * ) GAMMA, TOL
*        Compute the suboptimal controller
         CALL SB10FD( N, M, NP, NCON, NMEAS, GAMMA, A, LDA, B, LDB,
     $                C, LDC, D, LDD, AK, LDAK, BK, LDBK, CK, LDCK,
     $                DK, LDDK, RCOND, TOL, IWORK, DWORK, LDWORK,
     $                BWORK, INFO1 )
*
         IF ( INFO1.EQ.0 ) THEN
            WRITE ( NOUT, FMT = 99996 )
            DO 10 I = 1, N
               WRITE ( NOUT, FMT = 99989 ) ( AK(I,J), J = 1,N )
   10       CONTINUE
            WRITE ( NOUT, FMT = 99995 )
            DO 20 I = 1, N
               WRITE ( NOUT, FMT = 99989 ) ( BK(I,J), J = 1,NMEAS )
   20       CONTINUE
            WRITE ( NOUT, FMT = 99994 )
            DO 30 I = 1, NCON
               WRITE ( NOUT, FMT = 99989 ) ( CK(I,J), J = 1,N )
   30       CONTINUE
            WRITE ( NOUT, FMT = 99993 )
            DO 40 I = 1, NCON
               WRITE ( NOUT, FMT = 99989 ) ( DK(I,J), J = 1,NMEAS )
   40       CONTINUE
            WRITE( NOUT, FMT = 99992 )
            WRITE( NOUT, FMT = 99988 ) ( RCOND(I), I = 1, 4 )
*           Compute the closed-loop matrices
            CALL SB10LD(N, M, NP, NCON, NMEAS, A, LDA, B, LDB, C, LDC,
     $                  D, LDD, AK, LDAK, BK, LDBK, CK, LDCK, DK, LDDK,
     $                  AC, LDAC, BC, LDBC, CC, LDCC, DC, LDDC, IWORK,
     $                  DWORK, LDWORK, INFO2 )
*
            IF ( INFO2.EQ.0 ) THEN
*              Compute the closed-loop poles
               CALL DGEES( 'N','N', SELECT, 2*N, AC, LDAC, SDIM,
     $                     DWORK(1), DWORK(2*N+1), DWORK, 2*N,
     $                     DWORK(4*N+1), LDWORK-4*N, BWORK, INFO3)
*
               IF( INFO3.EQ.0 ) THEN
                  WRITE( NOUT, FMT = 99991 )
                  WRITE( NOUT, FMT = 99988 ) (DWORK(I), I =1, 2*N)
                  WRITE( NOUT, FMT = 99990 )
                  WRITE( NOUT, FMT = 99988 ) (DWORK(2*N+I), I =1, 2*N)
               ELSE
                  WRITE( NOUT, FMT = 99996 ) INFO3
               END IF
            ELSE
               WRITE( NOUT, FMT = 99997 ) INFO2
            END IF
         ELSE
            WRITE( NOUT, FMT = 99998 ) INFO1
         END IF
      END IF
      STOP
*
99999 FORMAT (' SB10FD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (/' INFO on exit from SB10FD =',I2)
99997 FORMAT (/' INFO on exit from SB10LD =',I2)
99996 FORMAT (' The controller state matrix AK is'/)
99995 FORMAT (/' The controller input matrix BK is'/)
99994 FORMAT (/' The controller output matrix CK is'/)
99993 FORMAT (/' The controller matrix DK is'/)
99992 FORMAT (/' The estimated condition numbers are'/)
99991 FORMAT (/' The real parts of the closed-loop system poles are'/)
99990 FORMAT (/' The imaginary parts of the closed-loop system',
     $           ' poles are'/)
99989 FORMAT (10(1X,F8.4))
99988 FORMAT ( 5(1X,D12.5))
99987 FORMAT (/' N is out of range.',/' N = ',I5)
99986 FORMAT (/' M is out of range.',/' M = ',I5)
99985 FORMAT (/' N is out of range.',/' N = ',I5)
99984 FORMAT (/' NCON is out of range.',/' NCON = ',I5)
99983 FORMAT (/' NMEAS is out of range.',/' NMEAS = ',I5)
      END
</PRE>
<B>Program Data</B>
<PRE>
 SB10FD EXAMPLE PROGRAM DATA
   6     5     5     2     2
  -1.0  0.0  4.0  5.0 -3.0 -2.0
  -2.0  4.0 -7.0 -2.0  0.0  3.0
  -6.0  9.0 -5.0  0.0  2.0 -1.0
  -8.0  4.0  7.0 -1.0 -3.0  0.0
   2.0  5.0  8.0 -9.0  1.0 -4.0
   3.0 -5.0  8.0  0.0  2.0 -6.0
  -3.0 -4.0 -2.0  1.0  0.0
   2.0  0.0  1.0 -5.0  2.0
  -5.0 -7.0  0.0  7.0 -2.0
   4.0 -6.0  1.0  1.0 -2.0
  -3.0  9.0 -8.0  0.0  5.0
   1.0 -2.0  3.0 -6.0 -2.0
   1.0 -1.0  2.0 -4.0  0.0 -3.0
  -3.0  0.0  5.0 -1.0  1.0  1.0
  -7.0  5.0  0.0 -8.0  2.0 -2.0
   9.0 -3.0  4.0  0.0  3.0  7.0
   0.0  1.0 -2.0  1.0 -6.0 -2.0
   1.0 -2.0 -3.0  0.0  0.0
   0.0  4.0  0.0  1.0  0.0
   5.0 -3.0 -4.0  0.0  1.0
   0.0  1.0  0.0  1.0 -3.0
   0.0  0.0  1.0  7.0  1.0
  15.0  0.00000001
</PRE>
<B>Program Results</B>
<PRE>
 SB10FD EXAMPLE PROGRAM RESULTS

 The controller state matrix AK is

  -2.8043  14.7367   4.6658   8.1596   0.0848   2.5290
   4.6609   3.2756  -3.5754  -2.8941   0.2393   8.2920
 -15.3127  23.5592  -7.1229   2.7599   5.9775  -2.0285
 -22.0691  16.4758  12.5523 -16.3602   4.4300  -3.3168
  30.6789  -3.9026  -1.3868  26.2357  -8.8267  10.4860
  -5.7429   0.0577  10.8216 -11.2275   1.5074 -10.7244

 The controller input matrix BK is

  -0.1581  -0.0793
  -0.9237  -0.5718
   0.7984   0.6627
   0.1145   0.1496
  -0.6743  -0.2376
   0.0196  -0.7598

 The controller output matrix CK is

  -0.2480  -0.1713  -0.0880   0.1534   0.5016  -0.0730
   2.8810  -0.3658   1.3007   0.3945   1.2244   2.5690

 The controller matrix DK is

   0.0554   0.1334
  -0.3195   0.0333

 The estimated condition numbers are

  0.10000D+01  0.10000D+01  0.11241D-01  0.80492D-03

 The real parts of the closed-loop system poles are

 -0.10731D+03 -0.66556D+02 -0.38269D+02 -0.38269D+02 -0.20089D+02
 -0.62557D+01 -0.62557D+01 -0.32405D+01 -0.32405D+01 -0.17178D+01
 -0.41466D+01 -0.76437D+01

 The imaginary parts of the closed-loop system poles are

  0.00000D+00  0.00000D+00  0.13114D+02 -0.13114D+02  0.00000D+00
  0.12961D+02 -0.12961D+02  0.67998D+01 -0.67998D+01  0.00000D+00
  0.00000D+00  0.00000D+00
</PRE>

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