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[Octave-cvsupdate] SF.net SVN: octave:[10818] trunk/octave-forge/extra/control-devel/inst
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From: <par...@us...> - 2012-08-04 18:10:17
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Revision: 10818
http://octave.svn.sourceforge.net/octave/?rev=10818&view=rev
Author: paramaniac
Date: 2012-08-04 18:10:11 +0000 (Sat, 04 Aug 2012)
Log Message:
-----------
control-devel: copy-paste docstrings
Modified Paths:
--------------
trunk/octave-forge/extra/control-devel/inst/moesp.m
trunk/octave-forge/extra/control-devel/inst/n4sid.m
trunk/octave-forge/extra/control-devel/inst/test_devel.m
Modified: trunk/octave-forge/extra/control-devel/inst/moesp.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/moesp.m 2012-08-04 13:50:51 UTC (rev 10817)
+++ trunk/octave-forge/extra/control-devel/inst/moesp.m 2012-08-04 18:10:11 UTC (rev 10818)
@@ -22,6 +22,205 @@
## @deftypefnx {Function File} {[@var{sys}, @var{x0}, @var{info}] =} moesp (@var{dat}, @var{n}, @var{opt}, @dots{})
## Estimate state-space model using @acronym{MOESP} algorithm.
## @acronym{MOESP}: Multivariable Output Error State sPace.
+## If no output arguments are given, the singular values are
+## plotted on the screen in order to estimate the system order.
+##
+## @strong{Inputs}
+## @table @var
+## @item dat
+## iddata set containing the measurements, i.e. time-domain signals.
+## @item n
+## The desired order of the resulting state-space system @var{sys}.
+## If not specified, @var{n} is chosen automatically according
+## to the singular values and tolerances.
+## @item @dots{}
+## Optional pairs of keys and values. @code{'key1', value1, 'key2', value2}.
+## @item opt
+## Optional struct with keys as field names.
+## Struct @var{opt} can be created directly or
+## by command @command{options}. @code{opt.key1 = value1, opt.key2 = value2}.
+## @end table
+##
+##
+## @strong{Outputs}
+## @table @var
+## @item sys
+## Discrete-time state-space model.
+## @item x0
+## Initial state vector. If @var{dat} is a multi-experiment dataset,
+## @var{x0} becomes a cell vector containing an initial state vector
+## for each experiment.
+## @item info
+## Struct containing additional information.
+## @table @var
+## @item info.K
+## Kalman gain matrix.
+## @item info.Q
+## State covariance matrix.
+## @item info.Ry
+## Output covariance matrix.
+## @item info.S
+## State-output cross-covariance matrix.
+## @item info.L
+## Noise variance matrix factor. LL'=Ry.
+## @end table
+## @end table
+##
+##
+##
+## @strong{Option Keys and Values}
+## @table @var
+## @item 'n'
+## The desired order of the resulting state-space system @var{sys}.
+## @var{s} > @var{n} > 0.
+##
+## @item 's'
+## The number of block rows @var{s} in the input and output
+## block Hankel matrices to be processed. @var{s} > 0.
+## In the MOESP theory, @var{s} should be larger than @var{n},
+## the estimated dimension of state vector.
+##
+## @item 'alg', 'algorithm'
+## Specifies the algorithm for computing the triangular
+## factor R, as follows:
+## @table @var
+## @item 'C'
+## Cholesky algorithm applied to the correlation
+## matrix of the input-output data. Default method.
+## @item 'F'
+## Fast QR algorithm.
+## @item 'Q'
+## QR algorithm applied to the concatenated block
+## Hankel matrices.
+## @end table
+##
+## @item 'tol'
+## Absolute tolerance used for determining an estimate of
+## the system order. If @var{tol} >= 0, the estimate is
+## indicated by the index of the last singular value greater
+## than or equal to @var{tol}. (Singular values less than @var{tol}
+## are considered as zero.) When @var{tol} = 0, an internally
+## computed default value, @var{tol} = @var{s}*@var{eps}*SV(1), is used,
+## where SV(1) is the maximal singular value, and @var{eps} is
+## the relative machine precision.
+## When @var{tol} < 0, the estimate is indicated by the
+## index of the singular value that has the largest
+## logarithmic gap to its successor. Default value is 0.
+##
+## @item 'rcond'
+## The tolerance to be used for estimating the rank of
+## matrices. If the user sets @var{rcond} > 0, the given value
+## of @var{rcond} is used as a lower bound for the reciprocal
+## condition number; an m-by-n matrix whose estimated
+## condition number is less than 1/@var{rcond} is considered to
+## be of full rank. If the user sets @var{rcond} <= 0, then an
+## implicitly computed, default tolerance, defined by
+## @var{rcond} = m*n*@var{eps}, is used instead, where @var{eps} is the
+## relative machine precision. Default value is 0.
+##
+## @item 'confirm'
+## Specifies whether or not the user's confirmation of the
+## system order estimate is desired, as follows:
+## @table @var
+## @item true
+## User's confirmation.
+## @item false
+## No confirmation. Default value.
+## @end table
+##
+## @item 'noise'
+## The desired type of noise input channels.
+## @table @var
+## @item 'n'
+## No error inputs. Default value.
+## @iftex
+## @tex
+## $$ x_{k+1} = A x_k + B u_k $$
+## $$ y_k = C x_k + D u_k $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## x[k+1] = A x[k] + B u[k]
+## y[k] = C x[k] + D u[k]
+## @end example
+## @end ifnottex
+##
+## @item 'e'
+## Return @var{sys} as a (p-by-m+p) state-space model with
+## both measured input channels u and noise channels e
+## with covariance matrix @var{Ry}.
+## @iftex
+## @tex
+## $$ x_{k+1} = A x_k + B u_k + K e_k $$
+## $$ y_k = C x_k + D u_k + e_k $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## x[k+1] = A x[k] + B u[k] + K e[k]
+## y[k] = C x[k] + D u[k] + e[k]
+## @end example
+## @end ifnottex
+##
+## @item 'v'
+## Return @var{sys} as a (p-by-m+p) state-space model with
+## both measured input channels u and white noise channels v
+## with identity covariance matrix.
+## @iftex
+## @tex
+## $$ x_{k+1} = A x_k + B u_k + K L v_k $$
+## $$ y_k = C x_k + D u_k + L v_k $$
+## $$ e = L v, \\ L L^T = R_y $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## x[k+1] = A x[k] + B u[k] + K L v[k]
+## y[k] = C x[k] + D u[k] + L v[k]
+## e = L v, L L' = Ry
+## @end example
+## @end ifnottex
+##
+## @item 'k'
+## Return @var{sys} as a Kalman predictor for simulation.
+## @iftex
+## @tex
+## $$ \\widehat{x}_{k+1} = A \\widehat{x}_k + B u_k + K (y_k - \\widehat{y}_k) $$
+## $$ \\widehat{y}_k = C \\widehat{x}_k + D u_k $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## ^ ^ ^
+## x[k+1] = A x[k] + B u[k] + K(y[k] - y[k])
+## ^ ^
+## y[k] = C x[k] + D u[k]
+## @end example
+## @end ifnottex
+##
+## @iftex
+## @tex
+## $$ \\widehat{x}_{k+1} = (A-KC) \\widehat{x}_k + (B-KD) u_k + K y_k $$
+## $$ \\widehat{y}_k = C \\widehat{x}_k + D u_k + 0 y_k $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## ^ ^
+## x[k+1] = (A-KC) x[k] + (B-KD) u[k] + K y[k]
+## ^ ^
+## y[k] = C x[k] + D u[k] + 0 y[k]
+## @end example
+## @end ifnottex
+## @end table
+## @end table
+##
+##
+## @strong{Algorithm}@*
+## Uses SLICOT IB01AD, IB01BD and IB01CD by courtesy of
+## @uref{http://www.slicot.org, NICONET e.V.}
+##
## @end deftypefn
## Author: Lukas Reichlin <luk...@gm...>
Modified: trunk/octave-forge/extra/control-devel/inst/n4sid.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/n4sid.m 2012-08-04 13:50:51 UTC (rev 10817)
+++ trunk/octave-forge/extra/control-devel/inst/n4sid.m 2012-08-04 18:10:11 UTC (rev 10818)
@@ -22,6 +22,205 @@
## @deftypefnx {Function File} {[@var{sys}, @var{x0}, @var{info}] =} n4sid (@var{dat}, @var{n}, @var{opt}, @dots{})
## Estimate state-space model using @acronym{N4SID} algorithm.
## @acronym{N4SID}: Numerical algorithm for Subspace State Space System IDentification.
+## If no output arguments are given, the singular values are
+## plotted on the screen in order to estimate the system order.
+##
+## @strong{Inputs}
+## @table @var
+## @item dat
+## iddata set containing the measurements, i.e. time-domain signals.
+## @item n
+## The desired order of the resulting state-space system @var{sys}.
+## If not specified, @var{n} is chosen automatically according
+## to the singular values and tolerances.
+## @item @dots{}
+## Optional pairs of keys and values. @code{'key1', value1, 'key2', value2}.
+## @item opt
+## Optional struct with keys as field names.
+## Struct @var{opt} can be created directly or
+## by command @command{options}. @code{opt.key1 = value1, opt.key2 = value2}.
+## @end table
+##
+##
+## @strong{Outputs}
+## @table @var
+## @item sys
+## Discrete-time state-space model.
+## @item x0
+## Initial state vector. If @var{dat} is a multi-experiment dataset,
+## @var{x0} becomes a cell vector containing an initial state vector
+## for each experiment.
+## @item info
+## Struct containing additional information.
+## @table @var
+## @item info.K
+## Kalman gain matrix.
+## @item info.Q
+## State covariance matrix.
+## @item info.Ry
+## Output covariance matrix.
+## @item info.S
+## State-output cross-covariance matrix.
+## @item info.L
+## Noise variance matrix factor. LL'=Ry.
+## @end table
+## @end table
+##
+##
+##
+## @strong{Option Keys and Values}
+## @table @var
+## @item 'n'
+## The desired order of the resulting state-space system @var{sys}.
+## @var{s} > @var{n} > 0.
+##
+## @item 's'
+## The number of block rows @var{s} in the input and output
+## block Hankel matrices to be processed. @var{s} > 0.
+## In the MOESP theory, @var{s} should be larger than @var{n},
+## the estimated dimension of state vector.
+##
+## @item 'alg', 'algorithm'
+## Specifies the algorithm for computing the triangular
+## factor R, as follows:
+## @table @var
+## @item 'C'
+## Cholesky algorithm applied to the correlation
+## matrix of the input-output data. Default method.
+## @item 'F'
+## Fast QR algorithm.
+## @item 'Q'
+## QR algorithm applied to the concatenated block
+## Hankel matrices.
+## @end table
+##
+## @item 'tol'
+## Absolute tolerance used for determining an estimate of
+## the system order. If @var{tol} >= 0, the estimate is
+## indicated by the index of the last singular value greater
+## than or equal to @var{tol}. (Singular values less than @var{tol}
+## are considered as zero.) When @var{tol} = 0, an internally
+## computed default value, @var{tol} = @var{s}*@var{eps}*SV(1), is used,
+## where SV(1) is the maximal singular value, and @var{eps} is
+## the relative machine precision.
+## When @var{tol} < 0, the estimate is indicated by the
+## index of the singular value that has the largest
+## logarithmic gap to its successor. Default value is 0.
+##
+## @item 'rcond'
+## The tolerance to be used for estimating the rank of
+## matrices. If the user sets @var{rcond} > 0, the given value
+## of @var{rcond} is used as a lower bound for the reciprocal
+## condition number; an m-by-n matrix whose estimated
+## condition number is less than 1/@var{rcond} is considered to
+## be of full rank. If the user sets @var{rcond} <= 0, then an
+## implicitly computed, default tolerance, defined by
+## @var{rcond} = m*n*@var{eps}, is used instead, where @var{eps} is the
+## relative machine precision. Default value is 0.
+##
+## @item 'confirm'
+## Specifies whether or not the user's confirmation of the
+## system order estimate is desired, as follows:
+## @table @var
+## @item true
+## User's confirmation.
+## @item false
+## No confirmation. Default value.
+## @end table
+##
+## @item 'noise'
+## The desired type of noise input channels.
+## @table @var
+## @item 'n'
+## No error inputs. Default value.
+## @iftex
+## @tex
+## $$ x_{k+1} = A x_k + B u_k $$
+## $$ y_k = C x_k + D u_k $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## x[k+1] = A x[k] + B u[k]
+## y[k] = C x[k] + D u[k]
+## @end example
+## @end ifnottex
+##
+## @item 'e'
+## Return @var{sys} as a (p-by-m+p) state-space model with
+## both measured input channels u and noise channels e
+## with covariance matrix @var{Ry}.
+## @iftex
+## @tex
+## $$ x_{k+1} = A x_k + B u_k + K e_k $$
+## $$ y_k = C x_k + D u_k + e_k $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## x[k+1] = A x[k] + B u[k] + K e[k]
+## y[k] = C x[k] + D u[k] + e[k]
+## @end example
+## @end ifnottex
+##
+## @item 'v'
+## Return @var{sys} as a (p-by-m+p) state-space model with
+## both measured input channels u and white noise channels v
+## with identity covariance matrix.
+## @iftex
+## @tex
+## $$ x_{k+1} = A x_k + B u_k + K L v_k $$
+## $$ y_k = C x_k + D u_k + L v_k $$
+## $$ e = L v, \\ L L^T = R_y $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## x[k+1] = A x[k] + B u[k] + K L v[k]
+## y[k] = C x[k] + D u[k] + L v[k]
+## e = L v, L L' = Ry
+## @end example
+## @end ifnottex
+##
+## @item 'k'
+## Return @var{sys} as a Kalman predictor for simulation.
+## @iftex
+## @tex
+## $$ \\widehat{x}_{k+1} = A \\widehat{x}_k + B u_k + K (y_k - \\widehat{y}_k) $$
+## $$ \\widehat{y}_k = C \\widehat{x}_k + D u_k $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## ^ ^ ^
+## x[k+1] = A x[k] + B u[k] + K(y[k] - y[k])
+## ^ ^
+## y[k] = C x[k] + D u[k]
+## @end example
+## @end ifnottex
+##
+## @iftex
+## @tex
+## $$ \\widehat{x}_{k+1} = (A-KC) \\widehat{x}_k + (B-KD) u_k + K y_k $$
+## $$ \\widehat{y}_k = C \\widehat{x}_k + D u_k + 0 y_k $$
+## @end tex
+## @end iftex
+## @ifnottex
+## @example
+## ^ ^
+## x[k+1] = (A-KC) x[k] + (B-KD) u[k] + K y[k]
+## ^ ^
+## y[k] = C x[k] + D u[k] + 0 y[k]
+## @end example
+## @end ifnottex
+## @end table
+## @end table
+##
+##
+## @strong{Algorithm}@*
+## Uses SLICOT IB01AD, IB01BD and IB01CD by courtesy of
+## @uref{http://www.slicot.org, NICONET e.V.}
+##
## @end deftypefn
## Author: Lukas Reichlin <luk...@gm...>
Modified: trunk/octave-forge/extra/control-devel/inst/test_devel.m
===================================================================
--- trunk/octave-forge/extra/control-devel/inst/test_devel.m 2012-08-04 13:50:51 UTC (rev 10817)
+++ trunk/octave-forge/extra/control-devel/inst/test_devel.m 2012-08-04 18:10:11 UTC (rev 10818)
@@ -1,3 +1,44 @@
+## Copyright (C) 2012 Lukas F. Reichlin
+##
+## This file is part of LTI Syncope.
+##
+## LTI Syncope 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 3 of the License, or
+## (at your option) any later version.
+##
+## LTI Syncope 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 LTI Syncope. If not, see <http://www.gnu.org/licenses/>.
+
+## -*- texinfo -*-
+## @deftypefn {Script File} {} test_devel
+## Execute all available tests at once.
+## The Octave control-devel package is based on the @uref{http://www.slicot.org, SLICOT} library.
+## SLICOT needs a LAPACK library which is also a prerequisite for Octave itself.
+## In case of failing test, it is highly recommended to use
+## @uref{http://www.netlib.org/lapack/, Netlib's reference LAPACK}
+## for building Octave. Using ATLAS may lead to sign changes
+## in some entries in the state-space matrices.
+## In general, these sign changes are not 'wrong' and can be regarded as
+## the result of state transformations. Such state transformations
+## (but not input/output transformations) have no influence on the
+## input-output behaviour of the system. For better numerics,
+## the control package uses such transformations by default when
+## calculating the frequency responses and a few other things.
+## However, arguments like the Hankel singular Values (HSV) must not change.
+## Differing HSVs and failing algorithms are known for using Framework Accelerate
+## from Mac OS X 10.7.
+## @end deftypefn
+
+## Author: Lukas Reichlin <luk...@gm...>
+## Created: May 2010
+## Version: 0.1
+
## identification
test @iddata/iddata
test @iddata/cat
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