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author | Daniele Nicolodi <nicolodi@science.unitn.it> |
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date | Mon, 05 Dec 2011 16:20:06 +0100 |
parents | f0afece42f48 |
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% STEADYSTATE returns a possible value for the steady state of an ssm. %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % % DESCRIPTION: STEADYSTATE returns a possible value for the steady state % of the state space of an ssm with given inputs. % % CALL: [pl_out] = steadyState(sys, pl) % % INPUTS: % - sys, an ssm object % % OUTPUTS: % _ pl_out contains 'state', the random state position % % <a href="matlab:utils.helper.displayMethodInfo('ssm', 'steadyState')">Parameters Description</a> % % VERSION: $Id: steadyState.m,v 1.11 2011/04/08 08:56:23 hewitson Exp $ % %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% % TO DO: Check input aos for the timestep, tsdata, and ssm.timestep % options to be defined (NL case) % add check if one input mach no ssm input variable % allow use of other LTPDA functions to generate white noise function varargout = steadyState(varargin) %% starting initial checks % Check if this is a call for parameters if utils.helper.isinfocall(varargin{:}) varargout{1} = getInfo(varargin{3}); return end utils.helper.msg(utils.const.msg.MNAME, ['running ', mfilename]); % Collect input variable names in_names = cell(size(varargin)); for ii = 1:nargin,in_names{ii} = inputname(ii);end % Collect all SSMs and plists [sys, ssm_invars, rest] = utils.helper.collect_objects(varargin(:), 'ssm', in_names); [pl, invars2, rest] = utils.helper.collect_objects(rest(:), 'plist'); if ~isempty(rest) pl = combine(pl, plist(rest{:})); end pl = combine(pl, getDefaultPlist()); %% begin function body if numel(sys)~=1 error('simulate needs exactly one ssm as an input') end if ~sys.isnumerical error(['error because system ',sys.name,' is not numerical']); end timestep = sys.timestep; if timestep==0 error('timestep should not be 0 in steadyState!!') end if pl.isparam('noise variable names') error('The noise option used must be split between "covariance" and "cpsd". "noise variable names" does not exist anymore!') end sssizes = sys.sssizes; %% collecting simulation i/o data constants_in = find(pl, 'constants'); cov_in = find(pl, 'covariance'); cpsd_in = find(pl, 'CPSD'); noise_in = blkdiag(cov_in, cpsd_in/(timestep*2)); [U1,S1,V1] = svd(noise_in.'); if (sum(S1<0)>0) error('Covariance matrix is not positive definite') end noise_mat = U1*sqrt(S1); %% modifying system's ordering if find(pl, 'reorganize') sys = reorganize(sys, pl, 'set', 'for simulate', 'internal', 'internal'); end %% getting system's i/o sizes inputSizes = sys.inputsizes; Nnoise = inputSizes(2); Nconstants = inputSizes(3); if numel(diag(noise_in))~=Nnoise error(['There are ' num2str(numel(diag(noise_in))) ' input noise variances and ' num2str(Nnoise) ' corresponding inputs indexed.' ]) elseif numel(constants_in)~=Nconstants error(['There are ' num2str(numel(constants_in)) ' input constants and ' num2str(Nconstants) ' corresponding inputs indexed.' ]) end A = sys.amats{1,1}; Bnoise = sys.bmats{1,2} * noise_mat; Bcst = sys.bmats{1,3} * reshape(constants_in, Nconstants, 1); %% counting powers of 2 to use for initilization nSteps = 500; tSteady = find(pl, 'tSteady'); nPow2 = nextpow2(tSteady/(nSteps*timestep)); %% simulation loop A_pow2=cell(1,nPow2); G_pow2=cell(1,nPow2); A_pow2{1} = A; G_pow2{1} = Bcst; %% method 1 : iterate equations with growing time-step for a very long time E_pow2=cell(1,nPow2); E_pow2{1} = Bnoise; for i_pow2 = 2:nPow2 G_pow2{i_pow2} = G_pow2{i_pow2-1} + A_pow2{i_pow2-1}*G_pow2{i_pow2-1}; E_pow2{i_pow2} = E_pow2{i_pow2-1} + A_pow2{i_pow2-1}*E_pow2{i_pow2-1}; A_pow2{i_pow2} = A_pow2{i_pow2-1}^2; end lastX = zeros(size(A,1),1); for i_pow2 = fliplr(1:nPow2) A = A_pow2{i_pow2}; G = G_pow2{i_pow2}; E = E_pow2{i_pow2}; noise_array = randn(size(E,2), nSteps); for i_steps = 1:nSteps lastX = A*lastX + G + E*noise_array(:,i_steps) ; end end %% method 2 : compute the limit state-mean and covariance as i_pow2 tends to infinity % P_pow2=cell(1,nPow2); % P_pow2{1} = Bnoise*Bnoise.'; % for i_pow2 = 2:nPow2 % G_pow2{i_pow2} = G_pow2{i_pow2-1} + A_pow2{i_pow2-1}*G_pow2{i_pow2-1}; % taking step response to 2 longer time; % P_pow2{i_pow2} = P_pow2{i_pow2-1} + A_pow2{i_pow2-1}*P_pow2{i_pow2-1}*(A_pow2{i_pow2-1}.');% taking state covariance to 2 longer time; % A_pow2{i_pow2} = A_pow2{i_pow2-1}^2; % end % [U1,S1,V1] = svd(P_pow2{nPow2}); % lastX = U1*sqrt(S1)*randn(size(A,1),1) + G_pow2{nPow2}; %% construct output analysis object plist_out = plist('state', ssm.blockMatRecut(lastX,sssizes,1) ); varargout = {plist_out}; end %-------------------------------------------------------------------------- % Get Info Object %-------------------------------------------------------------------------- function ii = getInfo(varargin) if nargin == 1 && strcmpi(varargin{1}, 'None') sets = {}; pl = []; else sets = {'Default'}; pl = getDefaultPlist; end % Build info object ii = minfo(mfilename, 'ssm', 'ltpda', utils.const.categories.op, '$Id: steadyState.m,v 1.11 2011/04/08 08:56:23 hewitson Exp $', sets, pl); end %-------------------------------------------------------------------------- % Get Default Plist %-------------------------------------------------------------------------- function pl = getDefaultPlist() pl = plist(); p = param({'cpsd variable names', 'A cell-array of strings specifying the desired input variable names.'}, {} ); pl.append(p); p = param({'cpsd', 'The covariance of this noise between input ports for the <i>time-continuous</i> noise model.'}, []); pl.append(p); p = param({'covariance variable names', 'A cell-array of strings specifying the desired input variable names.'}, {} ); pl.append(p); p = param({'covariance', 'The covariance of this noise between input ports for the <i>time-continuous</i> noise model.'}, []); pl.append(p); p = param({'constant variable names', 'A cell-array of strings of the desired input variable names.'}, {}); pl.append(p); p = param({'constants', 'Array of DC values for the different corresponding inputs.'}, paramValue.DOUBLE_VALUE(zeros(0,1))); pl.append(p); p = param({'tSteady', 'The settling time used in the calculation, in the same unit as the ssm''s timestep'}, paramValue.DOUBLE_VALUE(10^6) ); pl.append(p); p = param({'reorganize', 'When set to 0, this means the ssm does not need be modified to match the requested i/o. Faster but dangerous!'}, paramValue.TRUE_FALSE); pl.append(p); end