Menu
▾
▴
[Octave-cvsupdate] SF.net SVN: octave:[7801] trunk/octave-forge/main/control/inst
|
From: <par...@us...> - 2010-10-04 21:21:09
|
Revision: 7801
http://octave.svn.sourceforge.net/octave/?rev=7801&view=rev
Author: paramaniac
Date: 2010-10-04 21:21:03 +0000 (Mon, 04 Oct 2010)
Log Message:
-----------
control: doc fixes
Modified Paths:
--------------
trunk/octave-forge/main/control/inst/care.m
trunk/octave-forge/main/control/inst/dare.m
Modified: trunk/octave-forge/main/control/inst/care.m
===================================================================
--- trunk/octave-forge/main/control/inst/care.m 2010-10-04 07:22:43 UTC (rev 7800)
+++ trunk/octave-forge/main/control/inst/care.m 2010-10-04 21:21:03 UTC (rev 7801)
@@ -18,8 +18,10 @@
## -*- texinfo -*-
## @deftypefn {Function File} {[@var{x}, @var{l}, @var{g}] =} care (@var{a}, @var{b}, @var{q}, @var{r})
## @deftypefnx {Function File} {[@var{x}, @var{l}, @var{g}] =} care (@var{a}, @var{b}, @var{q}, @var{r}, @var{s})
+## @deftypefnx {Function File} {[@var{x}, @var{l}, @var{g}] =} care (@var{a}, @var{b}, @var{q}, @var{r}, @var{[]}, @var{e})
+## @deftypefnx {Function File} {[@var{x}, @var{l}, @var{g}] =} care (@var{a}, @var{b}, @var{q}, @var{r}, @var{s}, @var{e})
## Solve continuous-time algebraic Riccati equation (ARE).
-## Uses SLICOT SB02OD by courtesy of NICONET e.V.
+## Uses SLICOT SB02OD and SG02AD by courtesy of NICONET e.V.
## <http://www.slicot.org>
##
## @strong{Inputs}
@@ -34,6 +36,8 @@
## Real matrix (m-by-m).
## @item s
## Optional real matrix (n-by-m). If @var{s} is not specified, a zero matrix is assumed.
+## @item e
+## Optional descriptor matrix (n-by-n). If @var{e} is not specified, an identity matrix is assumed.
## @end table
##
## @strong{Outputs}
@@ -48,11 +52,11 @@
##
## @example
## @group
-## -1
-## A'X + XA - XBR B'X + Q = 0
+## -1
+## A'X + XA - XB R B'X + Q = 0
##
## -1
-## A'X + XA - (XB + S) R (XB + S)' + Q = 0
+## A'X + XA - (XB + S) R (B'X + S') + Q = 0
##
## -1
## G = R B'X
@@ -61,6 +65,20 @@
## G = R (B'X + S')
##
## L = eig (A - B*G)
+##
+## -1
+## A'XE + E'XA - E'XB R B'XE + Q = 0
+##
+## -1
+## A'XE + E'XA - (E'XB + S) R (B'XE + S') + Q = 0
+##
+## -1
+## G = R B'XE
+##
+## -1
+## G = R (B'XE + S)
+##
+## L = eig (A - B*G, E)
## @end group
## @end example
## @seealso{dare, lqr, dlqr, kalman}
@@ -121,18 +139,18 @@
if (isempty (e))
if (isempty (s))
[x, l] = slsb02od (a, b, q, r, b, false, false);
- g = r \ (b.'*x); # gain matrix
+ g = r \ (b.'*x); # gain matrix
else
[x, l] = slsb02od (a, b, q, r, s, false, true);
- g = r \ (b.'*x + s.'); # gain matrix
+ g = r \ (b.'*x + s.'); # gain matrix
endif
else
if (isempty (s))
[x, l] = slsg02ad (a, e, b, q, r, b, false, false);
- g = r \ (e.'*x*b).';
+ g = r \ (b.'*x*e); # gain matrix
else
[x, l] = slsg02ad (a, e, b, q, r, s, false, true);
- g = r \ (e.'*x*b + s).';
+ g = r \ (b.'*x*e + s.'); # gain matrix
endif
endif
Modified: trunk/octave-forge/main/control/inst/dare.m
===================================================================
--- trunk/octave-forge/main/control/inst/dare.m 2010-10-04 07:22:43 UTC (rev 7800)
+++ trunk/octave-forge/main/control/inst/dare.m 2010-10-04 21:21:03 UTC (rev 7801)
@@ -18,8 +18,10 @@
## -*- texinfo -*-
## @deftypefn {Function File} {[@var{x}, @var{l}, @var{g}] =} dare (@var{a}, @var{b}, @var{q}, @var{r})
## @deftypefnx {Function File} {[@var{x}, @var{l}, @var{g}] =} dare (@var{a}, @var{b}, @var{q}, @var{r}, @var{s})
+## @deftypefnx {Function File} {[@var{x}, @var{l}, @var{g}] =} dare (@var{a}, @var{b}, @var{q}, @var{r}, @var{[]}, @var{e})
+## @deftypefnx {Function File} {[@var{x}, @var{l}, @var{g}] =} dare (@var{a}, @var{b}, @var{q}, @var{r}, @var{s}, @var{e})
## Solve discrete-time algebraic Riccati equation (ARE).
-## Uses SLICOT SB02OD by courtesy of NICONET e.V.
+## Uses SLICOT SB02OD and SG02AD by courtesy of NICONET e.V.
## <http://www.slicot.org>
##
## @strong{Inputs}
@@ -34,6 +36,8 @@
## Real matrix (m-by-m).
## @item s
## Optional real matrix (n-by-m). If @var{s} is not specified, a zero matrix is assumed.
+## @item e
+## Optional descriptor matrix (n-by-n). If @var{e} is not specified, an identity matrix is assumed.
## @end table
##
## @strong{Outputs}
@@ -52,7 +56,7 @@
## A'XA - X - A'XB (B'XB + R) B'XA + Q = 0
##
## -1
-## A'XA - X - (A'XB + S) (B'XB + R) (A'XB + S)' + Q = 0
+## A'XA - X - (A'XB + S) (B'XB + R) (B'XA + S') + Q = 0
##
## -1
## G = (B'XB + R) B'XA
@@ -61,6 +65,20 @@
## G = (B'XB + R) (B'XA + S')
##
## L = eig (A - B*G)
+##
+## -1
+## A'XA - E'XE - A'XB (B'XB + R) B'XA + Q = 0
+##
+## -1
+## A'XA - E'XE - (A'XB + S) (B'XB + R) (B'XA + S') + Q = 0
+##
+## -1
+## G = (B'XB + R) B'XA
+##
+## -1
+## G = (B'XB + R) (B'XA + S')
+##
+## L = eig (A - B*G, E)
## @end group
## @end example
## @seealso{care, lqr, dlqr, kalman}
@@ -129,10 +147,10 @@
else
if (isempty (s))
[x, l] = slsg02ad (a, e, b, q, r, b, true, false);
- g = (r + b.'*x*b) \ (a.'*x*b).';
+ g = (r + b.'*x*b) \ (b.'*x*a); # gain matrix
else
[x, l] = slsg02ad (a, e, b, q, r, s, true, true);
- g = (r + b.'*x*b) \ (a.'*x*b + s).';
+ g = (r + b.'*x*b) \ (b.'*x*a + s.'); # gain matrix
endif
endif
This was sent by the SourceForge.net collaborative development platform, the world's largest Open Source development site.
|
