Purpose
To compute the matrices of the H2 optimal n-state controller
| AK | BK |
K = |----|----|
| CK | DK |
for the system
| A | B1 B2 | | A | B |
P = |----|---------| = |---|---| ,
| C1 | 0 D12 | | C | D |
| C2 | D21 D22 |
where B2 has as column size the number of control inputs (NCON)
and C2 has as row size the number of measurements (NMEAS) being
provided to the controller.
It is assumed that
(A1) (A,B2) is stabilizable and (C2,A) is detectable,
(A2) The block D11 of D is zero,
(A3) D12 is full column rank and D21 is full row rank.
Specification
SUBROUTINE SB10HD( N, M, NP, NCON, NMEAS, A, LDA, B, LDB, C, LDC,
$ D, LDD, AK, LDAK, BK, LDBK, CK, LDCK, DK, LDDK,
$ RCOND, TOL, IWORK, DWORK, LDWORK, BWORK, INFO )
C .. Scalar Arguments ..
INTEGER INFO, LDA, LDAK, LDB, LDBK, LDC, LDCK, LDD,
$ LDDK, LDWORK, M, N, NCON, NMEAS, NP
DOUBLE PRECISION TOL
C .. Array Arguments ..
LOGICAL BWORK( * )
INTEGER IWORK( * )
DOUBLE PRECISION A( LDA, * ), AK( LDAK, * ), B( LDB, * ),
$ BK( LDBK, * ), C( LDC, * ), CK( LDCK, * ),
$ D( LDD, * ), DK( LDDK, * ), DWORK( * ),
$ RCOND( 4 )
Arguments
Input/Output Parameters
N (input) INTEGER
The order of the system. N >= 0.
M (input) INTEGER
The column size of the matrix B. M >= 0.
NP (input) INTEGER
The row size of the matrix C. NP >= 0.
NCON (input) INTEGER
The number of control inputs (M2). M >= NCON >= 0,
NP-NMEAS >= NCON.
NMEAS (input) INTEGER
The number of measurements (NP2). NP >= NMEAS >= 0,
M-NCON >= NMEAS.
A (input) DOUBLE PRECISION array, dimension (LDA,N)
The leading N-by-N part of this array must contain the
system state matrix A.
LDA INTEGER
The leading dimension of the array A. LDA >= max(1,N).
B (input) DOUBLE PRECISION array, dimension (LDB,M)
The leading N-by-M part of this array must contain the
system input matrix B.
LDB INTEGER
The leading dimension of the array B. LDB >= max(1,N).
C (input) DOUBLE PRECISION array, dimension (LDC,N)
The leading NP-by-N part of this array must contain the
system output matrix C.
LDC INTEGER
The leading dimension of the array C. LDC >= max(1,NP).
D (input) DOUBLE PRECISION array, dimension (LDD,M)
The leading NP-by-M part of this array must contain the
system input/output matrix D.
LDD INTEGER
The leading dimension of the array D. LDD >= max(1,NP).
AK (output) DOUBLE PRECISION array, dimension (LDAK,N)
The leading N-by-N part of this array contains the
controller state matrix AK.
LDAK INTEGER
The leading dimension of the array AK. LDAK >= max(1,N).
BK (output) DOUBLE PRECISION array, dimension (LDBK,NMEAS)
The leading N-by-NMEAS part of this array contains the
controller input matrix BK.
LDBK INTEGER
The leading dimension of the array BK. LDBK >= max(1,N).
CK (output) DOUBLE PRECISION array, dimension (LDCK,N)
The leading NCON-by-N part of this array contains the
controller output matrix CK.
LDCK INTEGER
The leading dimension of the array CK.
LDCK >= max(1,NCON).
DK (output) DOUBLE PRECISION array, dimension (LDDK,NMEAS)
The leading NCON-by-NMEAS part of this array contains the
controller input/output matrix DK.
LDDK INTEGER
The leading dimension of the array DK.
LDDK >= max(1,NCON).
RCOND (output) DOUBLE PRECISION array, dimension (4)
RCOND(1) contains the reciprocal condition number of the
control transformation matrix;
RCOND(2) contains the reciprocal condition number of the
measurement transformation matrix;
RCOND(3) contains an estimate of the reciprocal condition
number of the X-Riccati equation;
RCOND(4) contains an estimate of the reciprocal condition
number of the Y-Riccati equation.
Tolerances
TOL DOUBLE PRECISION
Tolerance used for controlling the accuracy of the applied
transformations for computing the normalized form in
SLICOT Library routine SB10UD. Transformation matrices
whose reciprocal condition numbers are less than TOL are
not allowed. If TOL <= 0, then a default value equal to
sqrt(EPS) is used, where EPS is the relative machine
precision.
Workspace
IWORK INTEGER array, dimension (max(2*N,N*N))
DWORK DOUBLE PRECISION array, dimension (LDWORK)
On exit, if INFO = 0, DWORK(1) contains the optimal
LDWORK.
LDWORK INTEGER
The dimension of the array DWORK.
LDWORK >= N*M + NP*(N+M) + M2*M2 + NP2*NP2 +
max(max(M2 + NP1*NP1 +
max(NP1*N,3*M2+NP1,5*M2),
NP2 + M1*M1 +
max(M1*N,3*NP2+M1,5*NP2),
N*M2,NP2*N,NP2*M2,1),
N*(14*N+12+M2+NP2)+5),
where M1 = M - M2 and NP1 = NP - NP2.
For good performance, LDWORK must generally be larger.
Denoting Q = max(M1,M2,NP1,NP2), an upper bound is
2*Q*(3*Q+2*N)+max(1,Q*(Q+max(N,5)+1),N*(14*N+12+2*Q)+5).
BWORK LOGICAL array, dimension (2*N)
Error Indicator
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value;
= 1: if the matrix D12 had not full column rank in
respect to the tolerance TOL;
= 2: if the matrix D21 had not full row rank in respect
to the tolerance TOL;
= 3: if the singular value decomposition (SVD) algorithm
did not converge (when computing the SVD of one of
the matrices D12 or D21).
= 4: if the X-Riccati equation was not solved
successfully;
= 5: if the Y-Riccati equation was not solved
successfully.
Method
The routine implements the formulas given in [1], [2].References
[1] Zhou, K., Doyle, J.C., and Glover, K.
Robust and Optimal Control.
Prentice-Hall, Upper Saddle River, NJ, 1996.
[2] Balas, G.J., Doyle, J.C., Glover, K., Packard, A., and
Smith, R.
mu-Analysis and Synthesis Toolbox.
The MathWorks Inc., Natick, Mass., 1995.
Numerical Aspects
The accuracy of the result depends on the condition numbers of the input and output transformations and on the condition numbers of the two Riccati equations, as given by the values of RCOND(1), RCOND(2), RCOND(3) and RCOND(4), respectively.Further Comments
NoneExample
Program Text
* SB10HD EXAMPLE PROGRAM TEXT
* Copyright (c) 2002-2017 NICONET e.V.
*
* .. Parameters ..
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER NMAX, MMAX, PMAX
PARAMETER ( NMAX = 10, MMAX = 10, PMAX = 10 )
INTEGER LDA, LDB, LDC, LDD, LDAK, LDBK, LDCK, LDDK
PARAMETER ( LDA = NMAX, LDB = NMAX, LDC = PMAX, LDD = PMAX,
$ LDAK = NMAX, LDBK = NMAX, LDCK = PMAX,
$ LDDK = PMAX )
INTEGER LIWORK
PARAMETER ( LIWORK = MAX( 2*NMAX, NMAX*NMAX ) )
INTEGER MPMX
PARAMETER ( MPMX = MAX( MMAX, PMAX ) )
INTEGER LDWORK
PARAMETER ( LDWORK = 2*MPMX*( 2*NMAX + 3*MPMX ) +
$ MAX( MPMX*( MPMX + MAX( NMAX, 5 ) + 1 ),
$ NMAX*( 14*NMAX + 12 + 2*MPMX ) + 5 ) )
* .. Local Scalars ..
DOUBLE PRECISION TOL
INTEGER I, INFO, J, M, N, NCON, NMEAS, NP
* .. Local Arrays ..
LOGICAL BWORK(2*NMAX)
INTEGER IWORK(LIWORK)
DOUBLE PRECISION A(LDA,NMAX), AK(LDA,NMAX), B(LDB,MMAX),
$ BK(LDBK,MMAX), C(LDC,NMAX), CK(LDCK,NMAX),
$ D(LDD,MMAX), DK(LDDK,MMAX), DWORK(LDWORK),
$ RCOND( 4 )
* .. External Subroutines ..
EXTERNAL SB10HD
* .. Intrinsic Functions ..
INTRINSIC MAX
* .. Executable Statements ..
*
WRITE ( NOUT, FMT = 99999 )
* Skip the heading in the data file and read the data.
READ ( NIN, FMT = '()' )
READ ( NIN, FMT = * ) N, M, NP, NCON, NMEAS
IF ( N.LT.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99990 ) N
ELSE IF ( M.LT.0 .OR. M.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99989 ) M
ELSE IF ( NP.LT.0 .OR. NP.GT.PMAX ) THEN
WRITE ( NOUT, FMT = 99988 ) NP
ELSE IF ( NCON.LT.0 .OR. NCON.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99987 ) NCON
ELSE IF ( NMEAS.LT.0 .OR. NMEAS.GT.PMAX ) THEN
WRITE ( NOUT, FMT = 99986 ) NMEAS
ELSE
READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,M ), I = 1,N )
READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,NP )
READ ( NIN, FMT = * ) ( ( D(I,J), J = 1,M ), I = 1,NP )
READ ( NIN, FMT = * ) TOL
* Compute the optimal H2 controller
CALL SB10HD( N, M, NP, NCON, NMEAS, A, LDA, B, LDB,
$ C, LDC, D, LDD, AK, LDAK, BK, LDBK, CK, LDCK,
$ DK, LDDK, RCOND, TOL, IWORK, DWORK, LDWORK,
$ BWORK, INFO )
*
IF ( INFO.EQ.0 ) THEN
WRITE ( NOUT, FMT = 99997 )
DO 10 I = 1, N
WRITE ( NOUT, FMT = 99992 ) ( AK(I,J), J = 1,N )
10 CONTINUE
WRITE ( NOUT, FMT = 99996 )
DO 20 I = 1, N
WRITE ( NOUT, FMT = 99992 ) ( BK(I,J), J = 1,NMEAS )
20 CONTINUE
WRITE ( NOUT, FMT = 99995 )
DO 30 I = 1, NCON
WRITE ( NOUT, FMT = 99992 ) ( CK(I,J), J = 1,N )
30 CONTINUE
WRITE ( NOUT, FMT = 99994 )
DO 40 I = 1, NCON
WRITE ( NOUT, FMT = 99992 ) ( DK(I,J), J = 1,NMEAS )
40 CONTINUE
WRITE( NOUT, FMT = 99993 )
WRITE( NOUT, FMT = 99991 ) ( RCOND(I), I = 1, 4 )
ELSE
WRITE( NOUT, FMT = 99998 ) INFO
END IF
END IF
STOP
*
99999 FORMAT (' SB10HD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (/' INFO on exit from SB10HD =',I2)
99997 FORMAT (' The controller state matrix AK is'/)
99996 FORMAT (/' The controller input matrix BK is'/)
99995 FORMAT (/' The controller output matrix CK is'/)
99994 FORMAT (/' The controller matrix DK is'/)
99993 FORMAT (/' The estimated condition numbers are'/)
99992 FORMAT (6(1X,F10.4))
99991 FORMAT (5(1X,D12.5))
99990 FORMAT (/' N is out of range.',/' N = ',I5)
99989 FORMAT (/' M is out of range.',/' M = ',I5)
99988 FORMAT (/' N is out of range.',/' N = ',I5)
99987 FORMAT (/' NCON is out of range.',/' NCON = ',I5)
99986 FORMAT (/' NMEAS is out of range.',/' NMEAS = ',I5)
END
Program Data
SB10HD EXAMPLE PROGRAM DATA 6 5 5 2 2 -1.0 0.0 4.0 5.0 -3.0 -2.0 -2.0 4.0 -7.0 -2.0 0.0 3.0 -6.0 9.0 -5.0 0.0 2.0 -1.0 -8.0 4.0 7.0 -1.0 -3.0 0.0 2.0 5.0 8.0 -9.0 1.0 -4.0 3.0 -5.0 8.0 0.0 2.0 -6.0 -3.0 -4.0 -2.0 1.0 0.0 2.0 0.0 1.0 -5.0 2.0 -5.0 -7.0 0.0 7.0 -2.0 4.0 -6.0 1.0 1.0 -2.0 -3.0 9.0 -8.0 0.0 5.0 1.0 -2.0 3.0 -6.0 -2.0 1.0 -1.0 2.0 -4.0 0.0 -3.0 -3.0 0.0 5.0 -1.0 1.0 1.0 -7.0 5.0 0.0 -8.0 2.0 -2.0 9.0 -3.0 4.0 0.0 3.0 7.0 0.0 1.0 -2.0 1.0 -6.0 -2.0 0.0 0.0 0.0 -4.0 -1.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0 0.0 1.0 3.0 1.0 0.0 1.0 -3.0 -2.0 0.0 1.0 7.0 1.0 0.00000001Program Results
SB10HD EXAMPLE PROGRAM RESULTS
The controller state matrix AK is
88.0015 -145.7298 -46.2424 82.2168 -45.2996 -31.1407
25.7489 -31.4642 -12.4198 9.4625 -3.5182 2.7056
54.3008 -102.4013 -41.4968 50.8412 -20.1286 -26.7191
108.1006 -198.0785 -45.4333 70.3962 -25.8591 -37.2741
-115.8900 226.1843 47.2549 -47.8435 -12.5004 34.7474
59.0362 -101.8471 -20.1052 36.7834 -16.1063 -26.4309
The controller input matrix BK is
3.7345 3.4758
-0.3020 0.6530
3.4735 4.0499
4.3198 7.2755
-3.9424 -10.5942
2.1784 2.5048
The controller output matrix CK is
-2.3346 3.2556 0.7150 -0.9724 0.6962 0.4074
7.6899 -8.4558 -2.9642 7.0365 -4.2844 0.1390
The controller matrix DK is
0.0000 0.0000
0.0000 0.0000
The estimated condition numbers are
0.23570D+00 0.26726D+00 0.22747D-01 0.21130D-02