SB10TD - SLICOT Library Routine Documentation

## SB10TD

### H2 optimal controller matrices for a discrete-time system

[Specification] [Arguments] [Method] [References] [Comments] [Example]

Purpose

      To compute the matrices of the H2 optimal discrete-time controller

               | AK | BK |
           K = |----|----|,
               | CK | DK |

      from the matrices of the controller for the normalized system,
      as determined by the SLICOT Library routine SB10SD.

Specification

          SUBROUTINE SB10TD( N, M, NP, NCON, NMEAS, D, LDD, TU, LDTU, TY,
         $                   LDTY, AK, LDAK, BK, LDBK, CK, LDCK, DK, LDDK,
         $                   RCOND, TOL, IWORK, DWORK, LDWORK, INFO )
    C     .. Scalar Arguments ..
          INTEGER            INFO, LDAK, LDBK, LDCK, LDD, LDDK, LDTU, LDTY,
         $                   LDWORK, M, N, NCON, NMEAS, NP
          DOUBLE PRECISION   RCOND, TOL
    C     .. Array Arguments ..
          INTEGER            IWORK( * )
          DOUBLE PRECISION   AK( LDAK, * ), BK( LDBK, * ), CK( LDCK, * ),
         $                   D( LDD, * ), DK( LDDK, * ), DWORK( * ),
         $                   TU( LDTU, * ), TY( LDTY, * )

Arguments

Input/Output Parameters

      N       (input) INTEGER
              The order of the system.  N >= 0.

      M       (input) INTEGER
              The column size of the matrix B.  M >= 0.

      NP      (input) INTEGER
              The row size of the matrix C.  NP >= 0.

      NCON    (input) INTEGER
              The number of control inputs (M2).  M >= NCON >= 0.
              NP-NMEAS >= NCON.

      NMEAS   (input) INTEGER
              The number of measurements (NP2).  NP >= NMEAS >= 0.
              M-NCON >= NMEAS.

      D       (input) DOUBLE PRECISION array, dimension (LDD,M)
              The leading NP-by-M part of this array must contain the
              system input/output matrix D. Only the trailing
              NMEAS-by-NCON submatrix D22 is used.

      LDD     INTEGER
              The leading dimension of the array D.  LDD >= max(1,NP).

      TU      (input) DOUBLE PRECISION array, dimension (LDTU,M2)
              The leading M2-by-M2 part of this array must contain the
              control transformation matrix TU, as obtained by the
              SLICOT Library routine SB10PD.

      LDTU    INTEGER
              The leading dimension of the array TU.  LDTU >= max(1,M2).

      TY      (input) DOUBLE PRECISION array, dimension (LDTY,NP2)
              The leading NP2-by-NP2 part of this array must contain the
              measurement transformation matrix TY, as obtained by the
              SLICOT Library routine SB10PD.

      LDTY    INTEGER
              The leading dimension of the array TY.
              LDTY >= max(1,NP2).

      AK      (input/output) DOUBLE PRECISION array, dimension (LDAK,N)
              On entry, the leading N-by-N part of this array must
              contain controller state matrix for the normalized system
              as obtained by the SLICOT Library routine SB10SD.
              On exit, the leading N-by-N part of this array contains
              controller state matrix AK.

      LDAK    INTEGER
              The leading dimension of the array AK.  LDAK >= max(1,N).

      BK      (input/output) DOUBLE PRECISION array, dimension
              (LDBK,NMEAS)
              On entry, the leading N-by-NMEAS part of this array must
              contain controller input matrix for the normalized system
              as obtained by the SLICOT Library routine SB10SD.
              On exit, the leading N-by-NMEAS part of this array
              contains controller input matrix BK.

      LDBK    INTEGER
              The leading dimension of the array BK.  LDBK >= max(1,N).

      CK      (input/output) DOUBLE PRECISION array, dimension (LDCK,N)
              On entry, the leading NCON-by-N part of this array must
              contain controller output matrix for the normalized
              system as obtained by the SLICOT Library routine SB10SD.
              On exit, the leading NCON-by-N part of this array contains
              controller output matrix CK.

      LDCK    INTEGER
              The leading dimension of the array CK.
              LDCK >= max(1,NCON).

      DK      (input/output) DOUBLE PRECISION array, dimension
              (LDDK,NMEAS)
              On entry, the leading NCON-by-NMEAS part of this array
              must contain controller matrix DK for the normalized
              system as obtained by the SLICOT Library routine SB10SD.
              On exit, the leading NCON-by-NMEAS part of this array
              contains controller input/output matrix DK.

      LDDK    INTEGER
              The leading dimension of the array DK.
              LDDK >= max(1,NCON).

      RCOND   (output) DOUBLE PRECISION
              RCOND contains an estimate of the reciprocal condition
              number of the matrix Im2 + DKHAT*D22 which must be
              inverted in the computation of the controller.

Tolerances

      TOL     DOUBLE PRECISION
              Tolerance used in determining the nonsingularity of the
              matrix which must be inverted. If TOL <= 0, then a default
              value equal to sqrt(EPS) is used, where EPS is the
              relative machine precision.

Workspace

      IWORK   INTEGER array, dimension (2*M2)

      DWORK   DOUBLE PRECISION array, dimension (LDWORK)

      LDWORK  INTEGER
              The dimension of the array DWORK.
              LDWORK >= max(N*M2,N*NP2,M2*NP2,M2*M2+4*M2).

Error Indicator

      INFO    INTEGER
              = 0:  successful exit;
              < 0:  if INFO = -i, the i-th argument had an illegal
                    value;
              = 1:  if the matrix Im2 + DKHAT*D22 is singular, or the
                    estimated condition number is larger than or equal
                    to 1/TOL.

Method

      The routine implements the formulas given in [1].

References

      [1] Zhou, K., Doyle, J.C., and Glover, K.
          Robust and Optimal Control.
          Prentice-Hall, Upper Saddle River, NJ, 1996.

      [2] Petkov, P.Hr., Gu, D.W., and Konstantinov, M.M.
          Fortran 77 routines for Hinf and H2 design of linear
          discrete-time control systems.
          Report 99-8, Department of Engineering, Leicester University,
          April 1999.

Numerical Aspects

      The accuracy of the result depends on the condition numbers of the
      input and output transformations and of the matrix Im2 +
      DKHAT*D22.

Further Comments

      None

Example

Program Text

      None

Program Data

      None

Program Results

      None

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