octave-control 2.6.2-1build1 / usr / share / octave / packages / control-2.6.2 / bstmodred.m

## Copyright (C) 2009-2014   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{Function File} {[@var{Gr}, @var{info}] =} bstmodred (@var{G}, @dots{})
## @deftypefnx{Function File} {[@var{Gr}, @var{info}] =} bstmodred (@var{G}, @var{nr}, @dots{})
## @deftypefnx{Function File} {[@var{Gr}, @var{info}] =} bstmodred (@var{G}, @var{opt}, @dots{})
## @deftypefnx{Function File} {[@var{Gr}, @var{info}] =} bstmodred (@var{G}, @var{nr}, @var{opt}, @dots{})
##
## Model order reduction by Balanced Stochastic Truncation (BST) method.
## The aim of model reduction is to find an @acronym{LTI} system @var{Gr} of order
## @var{nr} (nr < n) such that the input-output behaviour of @var{Gr}
## approximates the one from original system @var{G}.
##
## BST is a relative error method which tries to minimize
## @iftex
## @tex
## $$ || G^{-1} (G-G_r) ||_{\\infty} = \\min $$
## @end tex
## @end iftex
## @ifnottex
## @example
##    -1
## ||G  (G-Gr)||    = min
##              inf
## @end example
## @end ifnottex
##
##
##
## @strong{Inputs}
## @table @var
## @item G
## @acronym{LTI} model to be reduced.
## @item nr
## The desired order of the resulting reduced order system @var{Gr}.
## If not specified, @var{nr} is chosen automatically according
## to the description of key @var{'order'}.
## @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 Gr
## Reduced order state-space model.
## @item info
## Struct containing additional information.
## @table @var
## @item info.n
## The order of the original system @var{G}.
## @item info.ns
## The order of the @var{alpha}-stable subsystem of the original system @var{G}.
## @item info.hsv
## The Hankel singular values of the phase system corresponding
## to the @var{alpha}-stable part of the original system @var{G}.
## The @var{ns} Hankel singular values are ordered decreasingly.
## @item info.nu
## The order of the @var{alpha}-unstable subsystem of both the original
## system @var{G} and the reduced-order system @var{Gr}.
## @item info.nr
## The order of the obtained reduced order system @var{Gr}.
## @end table
## @end table
##
## @strong{Option Keys and Values}
## @table @var
## @item 'order', 'nr'
## The desired order of the resulting reduced order system @var{Gr}.
## If not specified, @var{nr} is the sum of NU and the number of
## Hankel singular values greater than @code{MAX(TOL1,NS*EPS)};
## @var{nr} can be further reduced to ensure that
## @code{HSV(NR-NU) > HSV(NR+1-NU)}.
##
## @item 'method'
## Approximation method for the H-infinity norm.
## Valid values corresponding to this key are:
## @table @var
## @item 'sr-bta', 'b'
## Use the square-root Balance & Truncate method.
## @item 'bfsr-bta', 'f'
## Use the balancing-free square-root Balance & Truncate method.  Default method.
## @item 'sr-spa', 's'
## Use the square-root Singular Perturbation Approximation method.
## @item 'bfsr-spa', 'p'
## Use the balancing-free square-root Singular Perturbation Approximation method.
## @end table
##
## @item 'alpha'
## Specifies the ALPHA-stability boundary for the eigenvalues
## of the state dynamics matrix @var{G.A}.  For a continuous-time
## system, ALPHA <= 0 is the boundary value for
## the real parts of eigenvalues, while for a discrete-time
## system, 0 <= ALPHA <= 1 represents the
## boundary value for the moduli of eigenvalues.
## The ALPHA-stability domain does not include the boundary.
## Default value is 0 for continuous-time systems and
## 1 for discrete-time systems.
##
## @item 'beta'
## Use @code{[G, beta*I]} as new system @var{G} to combine
## absolute and relative error methods.
## BETA > 0 specifies the absolute/relative error weighting
## parameter.  A large positive value of BETA favours the
## minimization of the absolute approximation error, while a
## small value of BETA is appropriate for the minimization
## of the relative error.
## BETA = 0 means a pure relative error method and can be
## used only if rank(G.D) = rows(G.D) which means that
## the feedthrough matrice must not be rank-deficient.
## Default value is 0.
##
## @item 'tol1'
## If @var{'order'} is not specified, @var{tol1} contains the tolerance for
## determining the order of reduced system.
## For model reduction, the recommended value of @var{tol1} lies
## in the interval [0.00001, 0.001].  @var{tol1} < 1.
## If @var{tol1} <= 0 on entry, the used default value is
## @var{tol1} = NS*EPS, where NS is the number of
## ALPHA-stable eigenvalues of A and EPS is the machine
## precision.
## If @var{'order'} is specified, the value of @var{tol1} is ignored.
##
## @item 'tol2'
## The tolerance for determining the order of a minimal
## realization of the phase system (see METHOD) corresponding
## to the ALPHA-stable part of the given system.
## The recommended value is TOL2 = NS*EPS.  TOL2 <= TOL1 < 1.
## This value is used by default if @var{'tol2'} is not specified
## or if TOL2 <= 0 on entry.
##
## @item 'equil', 'scale'
## Boolean indicating whether equilibration (scaling) should be
## performed on system @var{G} prior to order reduction.
## Default value is true if @code{G.scaled == false} and
## false if @code{G.scaled == true}.
## Note that for @acronym{MIMO} models, proper scaling of both inputs and outputs
## is of utmost importance.  The input and output scaling can @strong{not}
## be done by the equilibration option or the @command{prescale} command
## because these functions perform state transformations only.
## Furthermore, signals should not be scaled simply to a certain range.
## For all inputs (or outputs), a certain change should be of the same
## importance for the model.
## @end table
##
##
## BST is often suitable to perform model reduction in order to obtain
## low order design models for controller synthesis.
##
## Approximation Properties:
## @itemize @bullet
## @item
## Guaranteed stability of reduced models
## @item
## Approximates simultaneously gain and phase
## @item
## Preserves non-minimum phase zeros
## @item
## Guaranteed a priori error bound
## @iftex
## @tex
## $$ || G^{-1} (G-G_r) ||_{\\infty} \\leq 2 \\sum_{j=r+1}^{n} {1+\\sigma_j \\over 1-\\sigma_j} - 1 $$
## @end tex
## @end iftex
## @end itemize
## 
## @strong{Algorithm}@*
## Uses SLICOT AB09HD by courtesy of
## @uref{http://www.slicot.org, NICONET e.V.}
## @end deftypefn

## Author: Lukas Reichlin <lukas.reichlin@gmail.com>
## Created: October 2011
## Version: 0.1

function [Gr, info] = bstmodred (G, varargin)

  if (nargin == 0)
    print_usage ();
  endif
  
  if (! isa (G, "lti"))
    error ("bstmodred: first argument must be an LTI system");
  endif

  if (nargin > 1)                                  # bstmodred (G, ...)
    if (is_real_scalar (varargin{1}))              # bstmodred (G, nr)
      varargin = horzcat (varargin(2:end), {"order"}, varargin(1));
    endif
    if (isstruct (varargin{1}))                    # bstmodred (G, opt, ...), bstmodred (G, nr, opt, ...)
      varargin = horzcat (__opt2cell__ (varargin{1}), varargin(2:end));
    endif
    ## order placed at the end such that nr from bstmodred (G, nr, ...)
    ## and bstmodred (G, nr, opt, ...) overrides possible nr's from
    ## key/value-pairs and inside opt struct (later keys override former keys,
    ## nr > key/value > opt)
  endif

  nkv = numel (varargin);                          # number of keys and values
  
  if (rem (nkv, 2))
    error ("bstmodred: keys and values must come in pairs");
  endif

  [a, b, c, d, tsam, scaled] = ssdata (G);
  dt = isdt (G);
  
  ## default arguments
  alpha = __modred_default_alpha__ (dt);
  beta = 0;
  tol1 = 0; 
  tol2 = 0;
  ordsel = 1;
  nr = 0;
  job = 1;

  ## handle keys and values
  for k = 1 : 2 : nkv
    key = lower (varargin{k});
    val = varargin{k+1};
    switch (key)
      case {"order", "nr"}
        [nr, ordsel] = __modred_check_order__ (val, rows (a));

      case "tol1"
        tol1 = __modred_check_tol__ (val, "tol1");

      case "tol2"
        tol2 = __modred_check_tol__ (val, "tol2");

      case "alpha"
        alpha = __modred_check_alpha__ (val, dt);
        
      case "beta"
        if (! issample (val, 0))
          error ("bstmodred: argument %s must be BETA >= 0", varargin{k});
        endif
        beta = val;

      case "method"                  # approximation method
        switch (tolower (val))
          case {"sr-bta", "b"}       # 'B':  use the square-root Balance & Truncate method
            job = 0;
          case {"bfsr-bta", "f"}     # 'F':  use the balancing-free square-root Balance & Truncate method
            job = 1;
          case {"sr-spa", "s"}       # 'S':  use the square-root Singular Perturbation Approximation method
            job = 2;
          case {"bfsr-spa", "p"}     # 'P':  use the balancing-free square-root Singular Perturbation Approximation method
            job = 3; 
          otherwise
            error ("bstmodred: '%s' is an invalid approximation method", val);
        endswitch

      case {"equil", "equilibrate", "equilibration", "scale", "scaling"}
        scaled = __modred_check_equil__ (val);

      otherwise
        warning ("bstmodred: invalid property name '%s' ignored", key);
    endswitch
  endfor
  
  ## perform model order reduction
  [ar, br, cr, dr, nr, hsv, ns] = __sl_ab09hd__ (a, b, c, d, dt, scaled, job, nr, ordsel, alpha, beta, ...
                                            tol1, tol2);

  ## assemble reduced order model
  Gr = ss (ar, br, cr, dr, tsam);

  ## assemble info struct
  n = rows (a);
  nu = n - ns;
  info = struct ("n", n, "ns", ns, "hsv", hsv, "nu", nu, "nr", nr);

endfunction


%!shared Mo, Me, Info, HSVe
%! A =  [ -0.04165  0.0000  4.9200  -4.9200  0.0000  0.0000  0.0000
%!        -5.2100  -12.500  0.0000   0.0000  0.0000  0.0000  0.0000
%!         0.0000   3.3300 -3.3300   0.0000  0.0000  0.0000  0.0000
%!         0.5450   0.0000  0.0000   0.0000 -0.5450  0.0000  0.0000
%!         0.0000   0.0000  0.0000   4.9200 -0.04165 0.0000  4.9200
%!         0.0000   0.0000  0.0000   0.0000 -5.2100 -12.500  0.0000
%!         0.0000   0.0000  0.0000   0.0000  0.0000  3.3300 -3.3300 ];
%!
%! B =  [  0.0000   0.0000
%!         12.500   0.0000
%!         0.0000   0.0000
%!         0.0000   0.0000
%!         0.0000   0.0000
%!         0.0000   12.500
%!         0.0000   0.0000 ];
%!
%! C =  [  1.0000   0.0000  0.0000   0.0000  0.0000  0.0000  0.0000
%!         0.0000   0.0000  0.0000   1.0000  0.0000  0.0000  0.0000
%!         0.0000   0.0000  0.0000   0.0000  1.0000  0.0000  0.0000 ];
%!
%! D =  [  0.0000   0.0000
%!         0.0000   0.0000
%!         0.0000   0.0000 ];
%!
%! G = ss (A, B, C, D, "scaled", true);
%!
%! [Gr, Info] = bstmodred (G, "beta", 1.0, "tol1", 0.1, "tol2", 0.0);
%! [Ao, Bo, Co, Do] = ssdata (Gr);
%!
%! Ae = [  1.2729   0.0000   6.5947   0.0000  -3.4229
%!         0.0000   0.8169   0.0000   2.4821   0.0000
%!        -2.9889   0.0000  -2.9028   0.0000  -0.3692
%!         0.0000  -3.3921   0.0000  -3.1126   0.0000
%!        -1.4767   0.0000  -2.0339   0.0000  -0.6107 ];
%!
%! Be = [  0.1331  -0.1331
%!        -0.0862  -0.0862
%!        -2.6777   2.6777
%!        -3.5767  -3.5767
%!        -2.3033   2.3033 ];
%!
%! Ce = [ -0.6907  -0.6882   0.0779   0.0958  -0.0038
%!         0.0676   0.0000   0.6532   0.0000  -0.7522
%!         0.6907  -0.6882  -0.0779   0.0958   0.0038 ];
%!
%! De = [  0.0000   0.0000
%!         0.0000   0.0000
%!         0.0000   0.0000 ];
%!
%! HSVe = [  0.8803   0.8506   0.8038   0.4494   0.3973   0.0214   0.0209 ].';
%!
%! Mo = [Ao, Bo; Co, Do];
%! Me = [Ae, Be; Ce, De];
%!
%!assert (Mo, Me, 1e-4);
%!assert (Info.hsv, HSVe, 1e-4);