Mercurial > octave-nkf
view scripts/control/hinfsyn_ric.m @ 3279:6dd06d525de6
[project @ 1999-10-12 16:52:40 by jwe]
author | jwe |
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date | Tue, 12 Oct 1999 16:53:06 +0000 |
parents | 041ea33fbbf4 |
children | f7e4a95916f2 |
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# Copyright (C) 1996,1998 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, 675 Mass Ave, Cambridge, MA 02139, USA. function [Xinf,x_ha_err] = hinfsyn_ric(A,BB,C1,d1dot,R,ptol) # # forms # xx = ([BB; -C1'*d1dot]/R) * [d1dot'*C1 BB']; # Ha = [A 0*A; -C1'*C1 -A'] - xx; # and solves associated Riccati equation # returns error code # x_ha_err: # 0: successful # 1: Xinf has imaginary eigenvalues # 2: Hx not Hamiltonian # 3: Xinf has inf. eigenvalues (numerical overflow) # 4: Xinf not symmetric # 5: Xinf not positive definite # 6: R is singular x_ha_err = 0; # assume success Xinf = []; # default return value n = is_square(A); nw = is_square(R); if(rank(R) != nw) x_ha_err = 6; else # build hamiltonian Ha for X_inf xx = ([BB; -C1'*d1dot]/R) * [d1dot'*C1, BB']; Ha = [A, 0*A; -C1'*C1, -A'] - xx; x_ha_err = 0; [d, Ha] = balance(Ha); [u, s] = schur(Ha, "A"); rev = real(eig(s)); if (any(abs(rev) <= ptol)) # eigenvalues near the imaginary axis x_ha_err = 1; elseif (sum(rev > 0) != sum(rev < 0)) # unequal number of positive and negative eigenvalues x_ha_err = 2; else # compute positive Riccati equation solution u = d * u; Xinf = u(n+1:2*n,1:n) / u(1:n,1:n); if (!all(all(finite(Xinf)))) x_ha_err = 3; elseif (norm(Xinf-Xinf') >= 10*ptol) # solution not symmetric x_ha_err = 4; else # positive semidefinite? # force symmetry (faster, avoids some convergence problems) Xinf = (Xinf + Xinf')/2; rev = eig(Xinf); if (any(rev <= -ptol)) x_ha_err = 5; endif endif endif endif