Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / control-2.3.52 / estim.m

diff --git a/octave_packages/control-2.3.52/estim.m b/octave_packages/control-2.3.52/estim.m
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+## Copyright (C) 2009, 2010   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{est} =} estim (@var{sys}, @var{l})
+## @deftypefnx {Function File} {@var{est} =} estim (@var{sys}, @var{l}, @var{sensors}, @var{known})
+## Return state estimator for a given estimator gain.
+##
+## @strong{Inputs}
+## @table @var
+## @item sys
+## LTI model.
+## @item l
+## State feedback matrix.
+## @item sensors
+## Indices of measured output signals y from @var{sys}.  If omitted, all outputs are measured.
+## @item known
+## Indices of known input signals u (deterministic) to @var{sys}.  All other inputs to @var{sys}
+## are assumed stochastic.  If argument @var{known} is omitted, no inputs u are known.
+## @end table
+##
+## @strong{Outputs}
+## @table @var
+## @item est
+## State-space model of estimator.
+## @end table
+## @seealso{kalman, place}
+## @end deftypefn
+
+## Author: Lukas Reichlin <lukas.reichlin@gmail.com>
+## Created: November 2009
+## Version: 0.2
+
+function est = estim (sys, l, sensors = [], known = [])
+
+  if (nargin < 2 || nargin > 4)
+    print_usage ();
+  endif
+
+  if (! isa (sys, "lti"))
+    error ("estim: first argument must be an LTI system");
+  endif
+
+  [a, b, c, d, e, tsam] = dssdata (sys, []);
+
+  if (isempty (sensors))
+    sensors = 1 : rows (c);
+  endif
+
+  m = length (known);
+  n = rows (a);
+  p = length (sensors);
+
+  b = b(:, known);
+  c = c(sensors, :);
+  d = d(sensors, known);
+
+  f = a - l*c;
+  g = [b - l*d, l];
+  h = [c; eye(n)];
+  j = [d, zeros(p, p); zeros(n, m), zeros(n, p)];
+  ## k = e;
+
+  est = dss (f, g, h, j, e, tsam);
+
+  ## TODO: inname, stname, outname
+
+endfunction
+
+
+%!shared m, m_exp
+%! sys = ss (-2, 1, 1, 3);
+%! est = estim (sys, 5);
+%! [a, b, c, d] = ssdata (est);
+%! m = [a, b; c, d];
+%! m_exp = [-7, 5; 1, 0; 1, 0];
+%!assert (m, m_exp, 1e-4);
+
+%!shared m, m_exp
+%! sys = ss (-1, 2, 3, 4);
+%! est = estim (sys, 5);
+%! [a, b, c, d] = ssdata (est);
+%! m = [a, b; c, d];
+%! m_exp = [-16, 5; 3, 0; 1, 0];
+%!assert (m, m_exp, 1e-4);
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