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hnfsnchk.m
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1999-12-24
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## Copyright (C) 1996 Auburn University. All Rights Reserved
##
## 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, 59 Temple Place, Suite 330, Boston, MA 02111 USA.
## -*- texinfo -*-
## @deftypefn {Function File} {[@var{retval}, @var{Pc}, @var{Pf}] =} hnfsnchk(@var{A}, @var{B1}, @var{B2}, @var{C1}, @var{C2}, @var{D12}, @var{D21}, @var{g}, @var{ptol})
## Called by @code{hinfsyn} to see if gain @var{g} satisfies conditions in
## Theorem 3 of
## Doyle, Glover, Khargonekar, Francis, "State Space Solutions to Standard
## H2 and Hinf Control Problems", IEEE TAC August 1989
##
## @strong{Warning} Do not attempt to use this at home; no argument checking performed.
##
## @strong{Inputs} as returned by @code{is_dgkf}, except for:
## @table @var
## @item g
## candidate gain level
## @item ptol
## as in @code{hinfsyn}
## @end table
##
## @strong{Outputs}
## @table @var
## @item retval
## 1 if g exceeds optimal Hinf closed loop gain, else 0
## @item Pc
## solution of "regulator" H-inf ARE
## @item Pf
## solution of "filter" H-inf ARE
## @end table
## Do not attempt to use this at home; no argument checking performed.
## @end deftypefn
function [retval, Pc, Pf] = hnfsnchk (A, B1, B2, C1, C2, D12, D21, g, ptol)
## A. S. Hodel August 1995
Pc = Pf = [];
## Construct the two Hamiltonians
g2 = 1/(g*g);
Hc = [ A , g2*B1*B1' - B2*B2'; -C1'*C1 , -A'];
Hf = [ A' , g2*C1'*C1 - C2'*C2; -B1*B1' , -A];
## check if Hc, Hf are in dom(Ric)
Hcminval = min(abs(real(eig(Hc))));
Hfminval = min(abs(real(eig(Hf))));
if(Hcminval < ptol);
disp("hnfsnchk: Hc is not in dom(Ric)");
retval = 0;
return
endif
if(Hfminval < ptol)
disp("hnfsnchk: Hf is not in dom(Ric)");
retval = 0;
return
endif
## Solve ARE's
Pc = are(A, B2*B2'-g2*B1*B1',C1'*C1);
Pf = are(A',C2'*C2-g2*C1'*C1,B1*B1');
Pceig = eig(Pc);
Pfeig = eig(Pf);
Pcfeig = eig(Pc*Pf);
if(min(Pceig) < -ptol)
disp("hnfsnchk: Pc is not >= 0");
retval = 0;
return
endif
if(min(Pfeig) < -ptol)
disp("hnfsnchk: Pf is not >= 0");
retval = 0;
return
endif
if(max(abs(Pcfeig)) >= g*g)
disp("hnfsnchk: rho(Pf*Pc) is not < g^2");
retval = 0;
return
endif
## all conditions met.
retval = 1;
endfunction