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Teljes Matlab script kiegészítő függvényekkel.
Check controllability and observability of an LTI system using LMI conditions
File: LTI_ctrb_obsv.m Directory: 2_demonstrations/workspace/ccs/ccs_2018 Author: Peter Polcz (ppolcz@gmail.com)
Created on 2018. November 06.
a = 4; % Nr. of contr. and obs.
b = 2; % Nr. of contr. and unobs.
c = 1; % Nr. of uncontr. and obs.
d = 2; % Nr. of uncontr. and unobs.
n = a+b+c+d; % Nr. of states
m = 2; % Nr. of inputs
p = 3; % Nr. of outputs
is_stabilisable = 0;
[A,B,C,D] = LTI_generate_sys(a,b,c,d,m,p,is_stabilisable);
pcz_display(A,B,C,D)
A [9x9] = Columns 1 through 7 -0.3854 -0.1115 -0.8659 0.9982 0.1392 -0.1227 -0.5507 0.3527 -0.3931 -0.2876 0.0364 -0.3432 0.2381 -0.2856 0.3185 1.5245 1.0902 0.1159 1.3377 0.2412 -0.4362 -0.7679 0.6399 0.7834 -0.6353 -0.3211 -0.9986 -0.4801 -0.5263 -1.8969 -0.3223 -1.4173 -1.7810 0.2332 0.2312 0.7449 -0.6363 0.0445 -0.1514 -0.3093 -0.7250 0.7354 -0.3823 -1.2174 0.8619 0.3559 0.6969 0.2617 1.4206 0.8841 1.6209 -1.1647 1.1125 0.5730 -1.0474 -1.1842 0.5016 -0.4082 -0.5664 1.0788 0.0259 -1.0732 0.2587 Columns 8 through 9 0.5190 0.4326 -0.2757 -0.2659 0.3040 0.4320 -0.6928 -0.0070 -0.9877 -0.6107 -0.4421 0.0664 0.6699 0.3284 0.2541 0.7315 0.1711 -0.5239 B [9x2] = -0.6677 1.0997 -0.0440 0.1737 -0.6871 -0.6192 -0.9191 0.2573 0.5206 0.9395 -0.4330 1.8049 0.6751 -0.0365 -0.3556 -1.2189 -0.1271 0.6115 C [3x9] = Columns 1 through 7 -1.5725 -0.0285 -1.0454 -0.7619 0.2302 -1.1239 1.3237 1.0396 0.4461 0.4953 0.5334 -0.1662 0.1683 -0.3672 -0.0657 0.7354 0.2316 0.0232 0.1102 -0.4217 0.1611 Columns 8 through 9 1.3796 0.4617 -0.8704 0.6409 -0.0781 0.5073 D [3x2] = 0 0 0 0 0 0
Check wether the system is stabilisable.
Cn = ctrb(A,B);
[U,Sigma,V] = svd(Cn);
T = U';
A_Ctrb_Staircase = round(T*A*T',10)
B_Ctrb_Staircase = round(T*B,10)
k = c+d-1;
A_Unctrb = A_Ctrb_Staircase(end-k:end,end-k:end)
Uncontrollable_Eigenvalues = eig(A_Unctrb)
Check wether the system is detectable.
On = obsv(A,C);
[U,Sigma,V] = svd(On);
T = V';
A_Obsv_Staircase = round(T*A*T',10)
C_Obsv_Staircase = round(C*T',10)
k = b+d-1;
A_Unobsv = A_Obsv_Staircase(end-k:end,end-k:end)
Unobservable_Eigenvalues = eig(A_Unobsv)
A_Ctrb_Staircase = Columns 1 through 7 -1.9598 1.1465 -0.2252 0.7011 0.2094 0.4224 1.6623 -0.3071 0.6537 -1.8117 -0.6719 0.0106 -0.3603 2.3914 -0.0673 0.8104 0.0956 -0.6325 -1.6739 -1.0993 0.0284 -0.0318 0.0655 -0.0627 -0.6385 0.9473 1.5515 1.4845 0.0094 -0.0190 0.0170 0.1275 -0.7077 0.5763 0.5926 0.0028 -0.0064 0.0062 0.0336 -0.2870 0.4305 0.1154 0 0 0 0 0 0 0.6165 0 0 0 0 0 0 0.4374 0 0 0 0 0 0 0.1456 Columns 8 through 9 -1.1410 -1.2883 -1.2424 -0.2010 0.1954 0.2247 -0.7585 -0.0685 -0.5822 -0.2886 0.0241 0.0826 0.3062 2.5902 -0.3872 0.1614 -0.3808 0.2182 B_Ctrb_Staircase = -0.1374 -1.6309 -1.0618 0.0152 0.6935 0.6369 -0.5930 -0.9557 0.4561 -1.2795 -0.7966 1.4403 0 0 0 0 0 0 A_Unctrb = 0.6165 0.3062 2.5902 0.4374 -0.3872 0.1614 0.1456 -0.3808 0.2182 Uncontrollable_Eigenvalues = -0.8166 0.7065 0.5575 A_Obsv_Staircase = Columns 1 through 7 0.1586 -0.9420 0.0117 -0.0009 -0.0149 0 0 1.4624 0.4363 0.0625 0.0313 0.0037 0 0 -0.0182 0.1673 -1.1065 -0.0118 0.0434 0 0 -0.3312 -1.7904 0.3777 0.2239 -0.0169 0 0 1.0048 1.2020 -0.4829 0.3304 -0.7166 0 0 0.2582 0.0235 0.2845 0.6016 0.4536 -1.7981 0.0095 -0.0123 -0.2227 -0.5979 -0.2324 0.1160 0.6361 0.9252 -0.1025 0.5023 1.2264 0.1758 -0.5110 -0.7362 -1.9214 -0.5494 1.0979 2.2412 -1.2708 -1.9260 -0.9490 1.7835 Columns 8 through 9 0 0 0 0 0 0 0 0 0 0 0.0028 0.0012 0.0140 -0.0108 0.2743 0.0040 -2.3174 -0.0757 C_Obsv_Staircase = Columns 1 through 7 -2.0664 0.2258 -0.1648 2.2170 -0.2618 0 0 0.7404 -0.1379 0.0075 -1.2983 -0.9570 0 0 -0.2656 0.5642 0.1135 -0.0946 -0.8173 0 0 Columns 8 through 9 0 0 0 0 0 0 A_Unobsv = -1.7981 0.0095 0.0028 0.0012 0.6361 0.9252 0.0140 -0.0108 -0.7362 -1.9214 0.2743 0.0040 -0.9490 1.7835 -2.3174 -0.0757 Unobservable_Eigenvalues = -1.7987 0.7065 0.5575 -0.1396
Q = sdpvar(n,n,'symmetric');
N = sdpvar(m,n,'full');
CONS = [
Q - 0.01*eye(n) >= 0
Q*A' + A*Q - B*N - N'*B' + 0.01*eye(n) <= 0
];
sol = optimize(CONS)
Q = double(Q);
N = double(N);
P = inv(Q);
K = N/Q;
Check solution
Eigenvalues_of_the_closed_loop = eig(A - B*K)
Problem Name : Objective sense : min Type : CONIC (conic optimization problem) Constraints : 63 Cones : 0 Scalar variables : 0 Matrix variables : 2 Integer variables : 0 Optimizer started. Presolve started. Linear dependency checker started. Linear dependency checker terminated. Eliminator - tries : 0 time : 0.00 Lin. dep. - tries : 1 time : 0.00 Lin. dep. - number : 0 Presolve terminated. Time: 0.00 Problem Name : Objective sense : min Type : CONIC (conic optimization problem) Constraints : 63 Cones : 0 Scalar variables : 0 Matrix variables : 2 Integer variables : 0 Optimizer - threads : 4 Optimizer - solved problem : the primal Optimizer - Constraints : 63 Optimizer - Cones : 0 Optimizer - Scalar variables : 0 conic : 0 Optimizer - Semi-definite variables: 2 scalarized : 90 Factor - setup time : 0.00 dense det. time : 0.00 Factor - ML order time : 0.00 GP order time : 0.00 Factor - nonzeros before factor : 2016 after factor : 2016 Factor - dense dim. : 0 flops : 2.16e+05 ITE PFEAS DFEAS GFEAS PRSTATUS POBJ DOBJ MU TIME 0 1.8e+00 1.0e+00 8.2e-01 0.00e+00 -1.800000000e-01 0.000000000e+00 1.0e+00 0.00 1 3.2e-01 1.9e-01 3.0e-01 9.00e-01 -8.174551064e-02 0.000000000e+00 1.8e-01 0.01 2 2.9e-02 1.7e-02 4.2e-02 5.85e-01 -8.305168886e-02 0.000000000e+00 1.7e-02 0.01 3 2.6e-04 1.5e-04 5.0e-05 -6.13e-01 -5.818354522e+00 0.000000000e+00 1.5e-04 0.01 4 1.4e-06 7.7e-07 1.8e-08 -1.00e+00 -1.259788337e+03 0.000000000e+00 7.6e-07 0.01 5 4.1e-08 2.3e-08 8.6e-11 -1.02e+00 -4.801030346e+04 0.000000000e+00 2.3e-08 0.01 6 2.0e-09 1.3e-09 9.0e-13 -1.02e+00 -1.043649970e+06 0.000000000e+00 1.1e-09 0.01 7 6.6e-11 2.8e-09 5.9e-15 -1.01e+00 -2.954177094e+07 0.000000000e+00 3.8e-11 0.01 8 4.7e-12 3.2e-07 1.1e-16 -9.81e-01 -3.953550118e+08 0.000000000e+00 2.7e-12 0.01 Optimizer terminated. Time: 0.02 MOSEK DUAL INFEASIBILITY REPORT. Problem status: The problem is dual infeasible Interior-point solution summary Problem status : DUAL_INFEASIBLE Solution status : DUAL_INFEASIBLE_CER Primal. obj: -5.2587724064e-02 nrm: 1e+00 Viol. con: 2e-11 barvar: 0e+00 Optimizer summary Optimizer - time: 0.02 Interior-point - iterations : 8 time: 0.02 Basis identification - time: 0.00 Primal - iterations : 0 time: 0.00 Dual - iterations : 0 time: 0.00 Clean primal - iterations : 0 time: 0.00 Clean dual - iterations : 0 time: 0.00 Simplex - time: 0.00 Primal simplex - iterations : 0 time: 0.00 Dual simplex - iterations : 0 time: 0.00 Mixed integer - relaxations: 0 time: 0.00 sol = struct with fields: yalmiptime: 0.2210 solvertime: 0.0275 info: 'Infeasible problem (MOSEK)' problem: 1 Eigenvalues_of_the_closed_loop = -0.5157 + 2.5562i -0.5157 - 2.5562i 0.7068 + 0.0000i 0.5573 + 0.0000i -0.6098 + 0.9554i -0.6098 - 0.9554i -1.4739 + 0.0000i -0.6405 + 0.0000i -0.8166 + 0.0000i