ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR > Class Template Reference

Discrete-Time Algebraic Riccati Equation. More...

#include <DARE.hpp>

Public Types
typedef Eigen::Matrix< SCALAR, CONTROL_DIM, CONTROL_DIM >	control_matrix_t
typedef Eigen::Matrix< SCALAR, CONTROL_DIM, STATE_DIM >	control_state_matrix_t
typedef Eigen::Matrix< SCALAR, STATE_DIM, CONTROL_DIM >	control_gain_matrix_t
typedef Eigen::Matrix< SCALAR, CONTROL_DIM, STATE_DIM >	control_feedback_t

Public Member Functions
	DARE ()
state_matrix_t	computeSteadyStateRiccatiMatrix (const state_matrix_t &Q, const control_matrix_t &R, const state_matrix_t &A, const control_gain_matrix_t &B, control_feedback_t &K, bool verbose=false, const SCALAR eps=1e-6, size_t maxIter=1000)
state_matrix_t	computeSteadyStateRiccatiMatrix (const state_matrix_t &Q, const control_matrix_t &R, const state_matrix_t &A, const control_gain_matrix_t &B, state_matrix_t P, control_feedback_t &K, bool verbose=false, const SCALAR eps=1e-6, size_t maxIter=1000)

Public Attributes
EIGEN_MAKE_ALIGNED_OPERATOR_NEW typedef Eigen::Matrix< SCALAR, STATE_DIM, STATE_DIM >	state_matrix_t

Detailed Description

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR = double>
class ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >

Discrete-Time Algebraic Riccati Equation.

• solves the discrete-time Infinite-Horizon Algebraic Riccati Equation iteratively

  Template Parameters

  STATE_DIM	system state dimension
  CONTROL_DIM	system control input dimension

Examples:

LqrTest.h.

Member Typedef Documentation

control_matrix_t

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR = double>

typedef Eigen::Matrix<SCALAR, CONTROL_DIM, CONTROL_DIM> ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >::control_matrix_t

control_state_matrix_t

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR = double>

typedef Eigen::Matrix<SCALAR, CONTROL_DIM, STATE_DIM> ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >::control_state_matrix_t

control_gain_matrix_t

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR = double>

typedef Eigen::Matrix<SCALAR, STATE_DIM, CONTROL_DIM> ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >::control_gain_matrix_t

control_feedback_t

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR = double>

typedef Eigen::Matrix<SCALAR, CONTROL_DIM, STATE_DIM> ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >::control_feedback_t

Constructor & Destructor Documentation

DARE()

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR >

ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >::DARE

(

)

Member Function Documentation

computeSteadyStateRiccatiMatrix() [1/2]

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR >

DARE< STATE_DIM, CONTROL_DIM, SCALAR >::state_matrix_t ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >::computeSteadyStateRiccatiMatrix	(	const state_matrix_t &	Q,
		const control_matrix_t &	R,
		const state_matrix_t &	A,
		const control_gain_matrix_t &	B,
		control_feedback_t &	K,
		bool	verbose = false,
		const SCALAR	eps = 1e-6,
		size_t	maxIter = 1000
	)

compute the discrete-time steady state Riccati-Matrix this method iterates over the time-varying discrete-time Riccati Equation to compute the steady-state solution.

Parameters

Q	state weight
R	control weight
A	discrete-time linear system matrix A
B	discrete-time linear system matrix B
verbose	print additional information
eps	treshold to stop iterating

Returns

steady state riccati matrix P

Referenced by ct::optcon::example::TEST(), and ct::optcon::SteadyStateKalmanFilter< STATE_DIM, CONTROL_DIM, OUTPUT_DIM, SCALAR >::update().

computeSteadyStateRiccatiMatrix() [2/2]

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR >

DARE< STATE_DIM, CONTROL_DIM, SCALAR >::state_matrix_t ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >::computeSteadyStateRiccatiMatrix	(	const state_matrix_t &	Q,
		const control_matrix_t &	R,
		const state_matrix_t &	A,
		const control_gain_matrix_t &	B,
		state_matrix_t	P,
		control_feedback_t &	K,
		bool	verbose = false,
		const SCALAR	eps = 1e-6,
		size_t	maxIter = 1000
	)

compute the discrete-time steady state Riccati-Matrix with warm initialization of P matrix this method iterates over the time-varying discrete-time Riccati Equation to compute the steady-state solution.

Parameters

Q	state weight
R	control weight
A	discrete-time linear system matrix A
B	discrete-time linear system matrix B
P	warm initialized P matrix
verbose	print additional information
eps	treshold to stop iterating

Returns

steady state riccati matrix P

Member Data Documentation

state_matrix_t

template<size_t STATE_DIM, size_t CONTROL_DIM, typename SCALAR = double>

EIGEN_MAKE_ALIGNED_OPERATOR_NEW typedef Eigen::Matrix<SCALAR, STATE_DIM, STATE_DIM> ct::optcon::DARE< STATE_DIM, CONTROL_DIM, SCALAR >::state_matrix_t

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The documentation for this class was generated from the following files:

• /home/gim2rng/ct_devel_ws/src/control-toolbox/ct_optcon/include/ct/optcon/lqr/riccati/DARE.hpp
• /home/gim2rng/ct_devel_ws/src/control-toolbox/ct_optcon/include/ct/optcon/lqr/riccati/DARE-impl.hpp