Solution of model-matching problems

gnehari Generalized Nehari approximation.
glinfldp Solution of the least distance problem.
grasol Approximate solution of the linear rational matrix equation G(λ)*X(λ) = F(λ).
glasol Approximate solution of the linear rational matrix equation X(λ)*G(λ) = F(λ).

DescriptorSystems.gnehari — Function

gnehari(sys[, γ]; fast = true, offset = β, 
                atol = 0, atol1 = atol, atol2 = atol, rtol = n*ϵ) -> (sysx, σ1)

Compute for the descriptor system sys = (A-λE,B,C,D) with the transfer function matrix G(λ) the optimal or suboptimal Nehari approximation sysx = (Ax-λEx,Bx,Cx,Dx) with the transfer function matrix X(λ). The optimal Nehari approximation X(λ) satisfies

\[ \| G(\lambda) - X(\lambda) \|_\infty = \| G^{*}_u(\lambda) \|_H := \sigma_1,\]

where ${\small G_u(\lambda)}$ is the proper antistable part of G(λ). The resulting $σ_1$ is the Hankel-norm of ${\small G^{*}_u(\lambda)}$ (also the L∞-norm of the optimal approximation error). For a given $γ > σ_1$, the suboptimal approximation satisfies

\[ \| G(\lambda) - X(\lambda) \|_\infty \leq \gamma .\]

The Nehari approximation is stable if G(λ) has no poles on the boundary of the stability domain Cs. In the continuous-time, Cs is the set of complex numbers with negative real parts and its boundary is the extended imaginary axis (containig also the poit at infinity), while, in the discrete-time case, Cs is the set complex number with moduli less than one and its boundary is the unit circle centered in the origin.

To assess the presence of poles in Cs, a boundary offset β can be specified via the keyword parameter offset = β. Accordingly, for a continuous-time system, the stable poles in Cs have real parts less than or equal to β, while for a discrete-time system, they have moduli less than or equal to 1+β. The default value used forβissqrt(ϵ), whereϵis the working machine precision. For a negative values ofβ(e.g.,β = -sqrt(ϵ)), an extended stability domain corresponding to the closure ofCsis used instead ofCs`.

The keyword arguments atol1, atol2, and rtol, specify, respectively, the absolute tolerance for the nonzero elements of A, the absolute tolerance for the nonzero elements of E, and the relative tolerance for the nonzero elements of A and E. The default relative tolerance is n*ϵ, where ϵ is the working machine epsilon and n is the order of the system sys. The keyword argument atol can be used to simultaneously set atol1 = atol and atol2 = atol.

The separation of the finite and infinite eigenvalues is performed using rank decisions based on rank revealing QR-decompositions with column pivoting if fast = true or the more reliable SVD-decompositions if fast = false.

Method: Let G(λ) = Gs(λ) + Gu(λ) be an additive decomposition of G(λ) such that Gs(λ) has only poles in the closure of Cs (or its closure if β < 0) and Gu(λ) is the antistable part having only unstable poles. The Hankel-norm approximation methods of [1] and [2], with extensions for descriptor systems, are used to compute a stable Nehari approximation Gn(λ) of the unstable part Gu(λ) and the resulting solution is computed as X(λ) = Gs(λ) + Gn(λ).

References:

[1] K. Glover. All optimal Hankel-norm approximations of linear multivariable systems and their L∞ error bounds, Int. J. Control, vol. 39, pp. 1115-1193, 1984.

[2] M. G. Safonov, R. Y. Chiang, and D. J. N. Limebeer. Optimal Hankel model reduction for nonminimal systems. IEEE Trans. Automat. Control, vol. 35, pp. 496–502, 1990.

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DescriptorSystems.glinfldp — Function

glinfldp(sys1, sys2, [, γ]; nehari = false, reltol = 0.0001, fast = true, offset = β, 
         atol = 0, atol1 = atol, atol2 = atol, rtol = n*ϵ) -> (sysx, mindist)

Determine for the descriptor systems sys1 = (A1-λE1,B1,C1,D1) and sys2 = (A2-λE2,B2,C2,D2) with the transfer function matrices $G_1(λ)$ and $G_2(λ)$, respectively, the descriptor system sysx with the transfer function matrix $X(λ)$ such that $X(λ)$ is the solution of the 2-block L∞ least distance problem (LDP)

\[ \text{mindist} := \min \|G_1(λ)-X(λ) \mid G_2(λ) \|_\infty \]

mindist is the achieved minimum distance corresponding to the optimal solution. If sys2 = [], an 1-block LDP is solved. sys1 and sys2 must not have poles on the boundary of the stability domain Cs. It is assumed that sys2 has no poles on the boundary of the stability domain (see below). The resulting solution is stable, provided sys1 has no poles on the boundary of the stability domain as well.

If ${\small γ > \|G_2(λ)\|_\infty}$ is a desired sub-optimality degree, then the γ-suboptimal LDP

\[ \text{mindist} := \|G_1(λ)-X(λ) \mid G_2(λ) \|_\infty < γ\]

is solved and mindist is the achieved suboptimal distance.

The call with

glinfldp(sys[, m2[, γ]]; nehari = false, fast = true, offset = β, 
         atol = 0, atol1 = atol, atol2 = atol, rtol = n*ϵ) -> (sysx, mindist)

uses the compound descriptor system sys = (A-λE,[B1 B2],C,[D1 D2]), where B2 has m2 columns, to define the descriptor systems sys1 = (A-λE,B1,C,D1) and sys2 = (A-λE,B2,C,D2) (i.e., A1-λE1 = A2-λE2 = A-λE and C1 = C2 = C). If m2 = 0, an 1-block LDP is solved. sys2 must not have poles on the boundary of the stability domain Cs.

If nehari = true, the optimal or suboptimal Nehari approximation is used to solve the LDP. If nehari = false (default), the optimal solution is computed using the γ-iteration [1].

The keyword argument reltol specifies the relative tolerance for the desired accuracy of γ-iteration. The iterations are performed until the current estimations of maximum $γ_u$ and minimum $γ_l$ of the optimal distance $γ_o$, $γ_l \leq γ_o \leq γ_u$, satisfies

\[ γ_u-γ_l \leq \text{reltol} * \text{gap} ,\]

where gap is the original gap (internally determined).

To assess the presence of poles on the boundary of the stability domain Cs, a boundary offset β can be specified via the keyword parameter offset = β. Accordingly, for a continuous-time setting, the boundary of Cs contains the complex numbers with real parts within the interval [-β,β], while for a discete-time setting, the boundary of Cs contains the complex numbers with moduli within the interval [1-β,1+β]. The default value used for β is sqrt(ϵ), where ϵ is the working machine precision.

The rank decisions in the underlying pencil manipulation algorithms are based on rank revealing QR-decompositions with column pivoting if fast = true or the more reliable SVD-decompositions if fast = false.

Method: The approach of [1] is used for the solution of the 2-block least distance problem. Necessary conditions for solvability of the LDP with a stable solution is that sys1 and sys2 have no poles on the boundary of the stability domain Cs.

References: [1] C.-C. Chu, J. C. Doyle, and E. B. Lee The general distance problem in H∞ optimal control theory, Int. J. Control, vol 44, pp. 565-596, 1986.

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DescriptorSystems.grasol — Function

grasol(sysg, sysf[, γ]; L2sol = false, nehari = false, reltol = 0.0001, mindeg = false, poles, sdeg, 
       fast = true, offset = β, atol = 0, atol1 = atol, atol2 = atol, rtol = n*ϵ) -> (sysx, info)

Determine for the descriptor systems sysg = (Ag-λEg,Bg,Cg,Dg) and sysf = (Af-λEf,Bf,Cf,Df) with the transfer function matrices G(λ) and F(λ), respectively, the descriptor system sysx with the transfer function matrix X(λ) such that X(λ) is the approximate solution of the linear rational equation G(λ)X(λ) = F(λ), which achieves the minimum error norm ${\small \text{mindist} := \min \|G(λ)X(λ) - F(λ)\|}$. The resulting X(λ) has all poles stable or lying on the boundary of the stability domain Cs. If L2sol = false (default) then the L∞-norm optimal solution is computed, while if L2sol = true the L2-norm optimal solution is computed. sysg and sysf must not have poles on the boundary of the stability domain Cs.

If γ > 0 is a desired sub-optimality degree, then the γ-suboptimal model-matching problem

\[ \text{mindist} := \|G(λ)X(λ) - F(λ) \| < γ\]

is solved and mindist is the achieved suboptimal distance.

The call with

grasol(sysgf[, mf[, γ]]; L2sol = false, nehari = false, reltol = 0.0001, mindeg = false, poles, sdeg, 
       fast = true, offset = β, atol = 0, atol1 = atol, atol2 = atol, rtol = n*ϵ) -> (sysx, info)

uses the compound descriptor system sysgf = (A-λE,[Bg Bf],C,[Dg Df]), where Bf and Df have mf columns, to define the descriptor systems sysg = (A-λE,Bg,C,Dg) and sysf = (A-λE,Bf,C,Df) (i.e., Ag-λEg = Af-λEf = A-λE and Cg = Cf = C). sysgf must not have poles on the boundary of the stability domain Cs.

If nehari = true, the optimal or suboptimal Nehari approximation is used to compute a L∞-suboptimal solution of the underlying least-distance problem (LDP). If nehari = false (default), the L∞-optimal solution is computed using the γ-iteration in the underlying LDP [2].

If mindeg = true, a minimum order solution is determined (if possible), while if mindeg = false (default) a particular solution of non-minimal order is determined.

The resulting named tuple info contains additional information: info.nrank is the normal rank of G(λ), info.nr is the number of freely assignable poles of the solution X(λ), info.mindist is the achieved approximation error norm and info.nonstandard is true for a non-standard problem, with G(λ) having zeros on the boundary of the stability domain, and false for a standard problem, when G(λ) has no zeros on the boundary of the stability domain.

The keyword argument reltol specifies the relative tolerance for the desired accuracy of the γ-iteration employed to solve the underlying least-distance problem. The iterations are performed until the current estimations of maximum $γ_u$ and minimum $γ_l$ of the optimal distance satisfies ${\small γ_u-γ_l \leq \text{reltol} * \text{gap}}$, where gap is the initial estimation of the error gap.

To assess the presence of poles on the boundary of the stability domain Cs, a boundary offset β can be specified via the keyword parameter offset = β. Accordingly, for a continuous-time setting, the boundary of Cs contains the complex numbers with real parts within the interval [-β,β], while for a discrete-time setting, the boundary of Cs contains the complex numbers with moduli within the interval [1-β,1+β]. The default value used for β is sqrt(ϵ), where ϵ is the working machine precision.

The vector poles specified as a keyword argument, can be used to specify the desired poles of sysx alternatively to or jointly with enforcing a desired stability degree sdeg of poles.

The keyword arguments atol1, atol2, and rtol, specify, respectively, the absolute tolerance for the nonzero elements of Ag, Af, A, Bg, Bf, Cg, Cf, Dg, Df, the absolute tolerance for the nonzero elements of Eg, Ef, and the relative tolerance for the nonzero elements of all above matrices. The default relative tolerance is n*ϵ, where ϵ is the working machine epsilon and n is the order of the system sysg. The keyword argument atol can be used to simultaneously set atol1 = atol and atol2 = atol.

Method: An extension of the approach of [1] to descriptor systems is used.

References:

[1] B. A. Francis. A Course in H-infinity Theory, Vol. 88 of Lecture Notes in Control and Information Sciences, Springer-Verlag, New York, 1987.

[2] C.-C. Chu, J. C. Doyle, and E. B. Lee. The general distance problem in H∞ optimal control theory, Int. J. Control, vol 44, pp. 565-596, 1986.

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DescriptorSystems.glasol — Function

glasol(sysg, sysf[, γ]; L2sol = false, nehari = false, reltol = 0.0001, mindeg = false, poles, sdeg, 
       fast = true, offset = β, atol = 0, atol1 = atol, atol2 = atol, rtol = n*ϵ) -> (sysx, info)

Determine for the descriptor systems sysg = (Ag-λEg,Bg,Cg,Dg) and sysf = (Af-λEf,Bf,Cf,Df) with the transfer function matrices G(λ) and F(λ), respectively, the descriptor system sysx with the transfer function matrix X(λ) such that X(λ) is the approximate solution of the linear rational equation X(λ)G(λ) = F(λ), which achieves the minimum error norm ${\small \text{mindist} := \min \|X(λ)G(λ) - F(λ)\|}$. The resulting X(λ) has all poles stable or lying on the boundary of the stability domain Cs. If L2sol = false (default) then the L∞-norm optimal solution is computed, while if L2sol = true the L2-norm optimal solution is computed. sysg and sysf must not have poles on the boundary of the stability domain Cs.

If γ > 0 is a desired sub-optimality degree, then the γ-suboptimal model-matching problem

\[ \text{mindist} := \|X(λ)G(λ) - F(λ) \| < γ\]

is solved and mindist is the achieved suboptimal distance.

The call with

glasol(sysgf[, pf[, γ]]; L2sol = false, nehari = false, reltol = 0.0001, mindeg = false, poles, sdeg, 
       fast = true, offset = β, atol = 0, atol1 = atol, atol2 = atol, rtol = n*ϵ) -> (sysx, info)

uses the compound descriptor system sysgf = (A-λE,B,[Cg; Cf],[Dg; Df]), where Cf and Df have pf rows, to define the descriptor systems sysg = (A-λE,B,Cg,Dg) and sysf = (A-λE,B,Cf,Df) (i.e., Ag-λEg = Af-λEf = A-λE and Bg = Bf = B). sysgf must not have poles on the boundary of the stability domain Cs.

If nehari = true, the optimal or suboptimal Nehari approximation is used to solve the underlying least-distance problem (LDP). If nehari = false (default), the optimal solution is computed using the γ-iteration in the underlying LDP [2].

If mindeg = true, a minimum order solution is determined (if possible), while if mindeg = false (default) a particular solution of non-minimal order is determined.

The resulting named tuple info contains additional information: info.nrank is the normal rank of G(λ), info.nl is the number of freely assignable poles of the solution X(λ), info.mindist is the achieved approximation error norm and info.nonstandard is true for a non-standard problem, with G(λ) having zeros on the boundary of the stability domain, and false for a standard problem, when G(λ) has no zeros on the boundary of the stability domain.

The keyword argument reltol specifies the relative tolerance for the desired accuracy of the γ-iteration employed to solve the underlying least-distance problem. The iterations are performed until the current estimations of maximum $γ_u$ and minimum $γ_l$ of the optimal distance satisfies ${\small γ_u-γ_l < \text{reltol}* \text{gap}}$, where gap is the initial estimation of the error gap.

To assess the presence of poles on the boundary of the stability domain Cs, a boundary offset β can be specified via the keyword parameter offset = β. Accordingly, for a continuous-time setting, the boundary of Cs contains the complex numbers with real parts within the interval [-β,β], while for a discrete-time setting, the boundary of Cs contains the complex numbers with moduli within the interval [1-β,1+β]. The default value used for β is sqrt(ϵ), where ϵ is the working machine precision.

The vector poles specified as a keyword argument, can be used to specify the desired poles of sysx alternatively to or jointly with enforcing a desired stability degree sdeg of poles.

Method: An extension of the approach of [1] to descriptor systems is used.

References:

[1] B. A. Francis. A Course in H-infinity Theory, Vol. 88 of Lecture Notes in Control and Information Sciences, Springer-Verlag, New York, 1987.

[2] C.-C. Chu, J. C. Doyle, and E. B. Lee. The general distance problem in H∞ optimal control theory, Int. J. Control, vol 44, pp. 565-596, 1986.

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