[Octave-cvsupdate] SF.net SVN: octave:[10318] trunk/octave-forge/main/control/devel

[<par...@us...>]

Revision: 10318
          http://octave.svn.sourceforge.net/octave/?rev=10318&view=rev
Author:   paramaniac
Date:     2012-04-24 06:58:30 +0000 (Tue, 24 Apr 2012)
Log Message:
-----------
control: draft code for James B. Rawlings

Modified Paths:
--------------
    trunk/octave-forge/main/control/devel/lqe.m

Added Paths:
-----------
    trunk/octave-forge/main/control/devel/dlqe.m

Added: trunk/octave-forge/main/control/devel/dlqe.m
===================================================================
--- trunk/octave-forge/main/control/devel/dlqe.m	                        (rev 0)
+++ trunk/octave-forge/main/control/devel/dlqe.m	2012-04-24 06:58:30 UTC (rev 10318)
@@ -0,0 +1,22 @@
+function [l, p, z, e] = dlqe (a, g, c, q, r, s = [])
+
+  if (nargin < 5 || nargin > 6)
+    print_usage ();
+  endif
+
+  if (isempty (s))
+    [~, p, e] = dlqr (a.', c.', g*q*g.', r);
+  else
+    [~, p, e] = dlqr (a.', c.', g*q*g.', r, g*s);
+  endif
+
+  ## k computed by dlqr would be
+  ## k = (r + c*p*c.') \ (c*p*a.' + s.')
+  ## such that  l = a \ k.'
+  ## what about the s term?
+    
+  l = p*c.' / (c*p*c.' + r);
+  ## z = p - p*c.' / (c*p*c.' + r) * c*p;
+  z = p - l*c*p;
+
+endfunction
\ No newline at end of file

Modified: trunk/octave-forge/main/control/devel/lqe.m
===================================================================
--- trunk/octave-forge/main/control/devel/lqe.m	2012-04-23 20:22:00 UTC (rev 10317)
+++ trunk/octave-forge/main/control/devel/lqe.m	2012-04-24 06:58:30 UTC (rev 10318)
@@ -1,15 +1,19 @@
-function [g, x, l] = lqe (a, c, q, r = [], s = [], e = [])
+function [l, p, e] = lqe (a, g, c, q = [], r = [], s = [])
 
   if (nargin < 3 || nargin > 6)
     print_usage ();
   endif
 
   if (isa (a, "lti"))
-    [g, x, l] = lqr (a.', c, q, r);  # lqr (sys.', q, r, s)
+    [l, p, e] = lqr (a.', g, c, q);         # lqe (sys.', q, r, s), g=I, works like  lqr (sys.', q, r, s).'
+  elseif (isempty (g))
+    [l, p, e] = lqr (a.', c.', q, r, s);    # lqe (a, [], c, q, r, s), g=I, works like  lqr (a.', c.', q, r, s).'
+  elseif (isempty (s))
+    [l, p, e] = lqr (a.', c.', g*q*g.', r);
   else
-    [g, x, l] = lqr (a.', c.', q, r, s, e.');
+    [l, p, e] = lqr (a.', c.', g*q*g.', r, g*s);
   endif
-  
-  g = g.'
 
+  l = l.';
+
 endfunction
\ No newline at end of file

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