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dgkfdemo.m
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1999-04-29
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# Copyright (C) 1996 A. Scottedward Hodel
#
# This file is part of Octave.
#
# Octave 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 2, or (at your option) any
# later version.
#
# Octave 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 Octave; see the file COPYING. If not, write to the Free
# Software Foundation, 675 Mass Ave, Cambridge, MA 02139, USA.
function dgkfdemo()
# Octave Controls toolbox demo: H2/Hinfinity options demos
# Written by A. S. Hodel June 1995
save_val = page_screen_output;
page_screen_output = 1;
while (1)
clc
menuopt=0;
while(menuopt > 10 || menuopt < 1)
menuopt = 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 (menuopt == 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 (menuopt == 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 (menuopt == 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 = ss2sys(A,[B G],C);
sys = syssetsg(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 = ss2sys(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 (menuopt == 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 = ss2sys(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 = ss2sys(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 (menuopt == 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 = ss2sys(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 = syscnct(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_contr, is_stabi,")
disp(" is_obsrv, is_detec")
elseif (menuopt == 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 = ss2sys(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 = ss2sys(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 (menuopt == 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 = ss2sys(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 = syscnct(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_contr, is_stabi,")
disp(" is_obsrv, is_detec, buildssc")
elseif (menuopt == 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 (menuopt == 9)
disp("Discrete time H-infinity control via bilinear transform");
prompt
dhinfdm
elseif (menuopt == 10)
return
endif
prompt
endwhile
page_screen_output = save_val;
endfunction