#! TODO: add module docstring # modelsimp.py - tools for model simplification # # Author: Steve Brunton, Kevin Chen, Lauren Padilla # Date: 30 Nov 2010 # # This file contains routines for obtaining reduced order models # # Copyright (c) 2010 by California Institute of Technology # All rights reserved. # # Redistribution and use in source and binary forms, with or without # modification, are permitted provided that the following conditions # are met: # # 1. Redistributions of source code must retain the above copyright # notice, this list of conditions and the following disclaimer. # # 2. Redistributions in binary form must reproduce the above copyright # notice, this list of conditions and the following disclaimer in the # documentation and/or other materials provided with the distribution. # # 3. Neither the name of the California Institute of Technology nor # the names of its contributors may be used to endorse or promote # products derived from this software without specific prior # written permission. # # THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS # "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT # LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS # FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL CALTECH # OR THE CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, # SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT # LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF # USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND # ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, # OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT # OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF # SUCH DAMAGE. # # $Id$ # Python 3 compatibility from __future__ import print_function # External packages and modules import numpy as np from .exception import ControlSlycot from .lti import isdtime, isctime from .statesp import StateSpace from .statefbk import gram __all__ = ['hsvd', 'balred', 'modred', 'era', 'markov', 'minreal'] # Hankel Singular Value Decomposition # The following returns the Hankel singular values, which are singular values #of the matrix formed by multiplying the controllability and observability #grammians def hsvd(sys): """Calculate the Hankel singular values. Parameters ---------- sys : StateSpace A state space system Returns ------- H : array A list of Hankel singular values See Also -------- gram Notes ----- The Hankel singular values are the singular values of the Hankel operator. In practice, we compute the square root of the eigenvalues of the matrix formed by taking the product of the observability and controllability gramians. There are other (more efficient) methods based on solving the Lyapunov equation in a particular way (more details soon). Examples -------- >>> H = hsvd(sys) """ # TODO: implement for discrete time systems if (isdtime(sys, strict=True)): raise NotImplementedError("Function not implemented in discrete time") Wc = gram(sys,'c') Wo = gram(sys,'o') WoWc = np.dot(Wo, Wc) w, v = np.linalg.eig(WoWc) hsv = np.sqrt(w) hsv = np.array(hsv) hsv = np.sort(hsv) # Return the Hankel singular values, high to low return hsv[::-1] def modred(sys, ELIM, method='matchdc'): """ Model reduction of `sys` by eliminating the states in `ELIM` using a given method. Parameters ---------- sys: StateSpace Original system to reduce ELIM: array Vector of states to eliminate method: string Method of removing states in `ELIM`: either ``'truncate'`` or ``'matchdc'``. Returns ------- rsys: StateSpace A reduced order model Raises ------ ValueError Raised under the following conditions: * if `method` is not either ``'matchdc'`` or ``'truncate'`` * if eigenvalues of `sys.A` are not all in left half plane (`sys` must be stable) Examples -------- >>> rsys = modred(sys, ELIM, method='truncate') """ #Check for ss system object, need a utility for this? #TODO: Check for continous or discrete, only continuous supported right now # if isCont(): # dico = 'C' # elif isDisc(): # dico = 'D' # else: if (isctime(sys)): dico = 'C' else: raise NotImplementedError("Function not implemented in discrete time") #Check system is stable if np.any(np.linalg.eigvals(sys.A).real >= 0.0): raise ValueError("Oops, the system is unstable!") ELIM = np.sort(ELIM) # Create list of elements not to eliminate (NELIM) NELIM = [i for i in range(len(sys.A)) if i not in ELIM] # A1 is a matrix of all columns of sys.A not to eliminate A1 = sys.A[:, NELIM[0]].reshape(-1, 1) for i in NELIM[1:]: A1 = np.hstack((A1, sys.A[:,i].reshape(-1, 1))) A11 = A1[NELIM,:] A21 = A1[ELIM,:] # A2 is a matrix of all columns of sys.A to eliminate A2 = sys.A[:, ELIM[0]].reshape(-1, 1) for i in ELIM[1:]: A2 = np.hstack((A2, sys.A[:,i].reshape(-1, 1))) A12 = A2[NELIM,:] A22 = A2[ELIM,:] C1 = sys.C[:,NELIM] C2 = sys.C[:,ELIM] B1 = sys.B[NELIM,:] B2 = sys.B[ELIM,:] if method=='matchdc': # if matchdc, residualize # Check if the matrix A22 is invertible if np.linalg.matrix_rank(A22) != len(ELIM): raise ValueError("Matrix A22 is singular to working precision.") # Now precompute A22\A21 and A22\B2 (A22I = inv(A22)) # We can solve two linear systems in one pass, since the # coefficients matrix A22 is the same. Thus, we perform the LU # decomposition (cubic runtime complexity) of A22 only once! # The remaining back substitutions are only quadratic in runtime. A22I_A21_B2 = np.linalg.solve(A22, np.concatenate((A21, B2), axis=1)) A22I_A21 = A22I_A21_B2[:, :A21.shape[1]] A22I_B2 = A22I_A21_B2[:, A21.shape[1]:] Ar = A11 - np.dot(A12, A22I_A21) Br = B1 - np.dot(A12, A22I_B2) Cr = C1 - np.dot(C2, A22I_A21) Dr = sys.D - np.dot(C2, A22I_B2) elif method=='truncate': # if truncate, simply discard state x2 Ar = A11 Br = B1 Cr = C1 Dr = sys.D else: raise ValueError("Oops, method is not supported!") rsys = StateSpace(Ar,Br,Cr,Dr) return rsys def balred(sys, orders, method='truncate', alpha=None): """ Balanced reduced order model of sys of a given order. States are eliminated based on Hankel singular value. If sys has unstable modes, they are removed, the balanced realization is done on the stable part, then reinserted in accordance with the reference below. Reference: Hsu,C.S., and Hou,D., 1991, Reducing unstable linear control systems via real Schur transformation. Electronics Letters, 27, 984-986. Parameters ---------- sys: StateSpace Original system to reduce orders: integer or array of integer Desired order of reduced order model (if a vector, returns a vector of systems) method: string Method of removing states, either ``'truncate'`` or ``'matchdc'``. alpha: float Redefines the stability boundary for eigenvalues of the system matrix A. By default for continuous-time systems, alpha <= 0 defines the stability boundary for the real part of A's eigenvalues and for discrete-time systems, 0 <= alpha <= 1 defines the stability boundary for the modulus of A's eigenvalues. See SLICOT routines AB09MD and AB09ND for more information. Returns ------- rsys: StateSpace A reduced order model or a list of reduced order models if orders is a list Raises ------ ValueError * if `method` is not ``'truncate'`` or ``'matchdc'`` ImportError if slycot routine ab09ad, ab09md, or ab09nd is not found ValueError if there are more unstable modes than any value in orders Examples -------- >>> rsys = balred(sys, orders, method='truncate') """ if method!='truncate' and method!='matchdc': raise ValueError("supported methods are 'truncate' or 'matchdc'") elif method=='truncate': try: from slycot import ab09md, ab09ad except ImportError: raise ControlSlycot("can't find slycot subroutine ab09md or ab09ad") elif method=='matchdc': try: from slycot import ab09nd except ImportError: raise ControlSlycot("can't find slycot subroutine ab09nd") #Check for ss system object, need a utility for this? #TODO: Check for continous or discrete, only continuous supported right now # if isCont(): # dico = 'C' # elif isDisc(): # dico = 'D' # else: dico = 'C' job = 'B' # balanced (B) or not (N) equil = 'N' # scale (S) or not (N) if alpha is None: if dico == 'C': alpha = 0. elif dico == 'D': alpha = 1. rsys = [] #empty list for reduced systems #check if orders is a list or a scalar try: order = iter(orders) except TypeError: #if orders is a scalar orders = [orders] for i in orders: n = np.size(sys.A,0) m = np.size(sys.B,1) p = np.size(sys.C,0) if method == 'truncate': #check system stability if np.any(np.linalg.eigvals(sys.A).real >= 0.0): #unstable branch Nr, Ar, Br, Cr, Ns, hsv = ab09md(dico,job,equil,n,m,p,sys.A,sys.B,sys.C,alpha=alpha,nr=i,tol=0.0) else: #stable branch Nr, Ar, Br, Cr, hsv = ab09ad(dico,job,equil,n,m,p,sys.A,sys.B,sys.C,nr=i,tol=0.0) rsys.append(StateSpace(Ar, Br, Cr, sys.D)) elif method == 'matchdc': Nr, Ar, Br, Cr, Dr, Ns, hsv = ab09nd(dico,job,equil,n,m,p,sys.A,sys.B,sys.C,sys.D,alpha=alpha,nr=i,tol1=0.0,tol2=0.0) rsys.append(StateSpace(Ar, Br, Cr, Dr)) #if orders was a scalar, just return the single reduced model, not a list if len(orders) == 1: return rsys[0] #if orders was a list/vector, return a list/vector of systems else: return rsys def minreal(sys, tol=None, verbose=True): ''' Eliminates uncontrollable or unobservable states in state-space models or cancelling pole-zero pairs in transfer functions. The output sysr has minimal order and the same response characteristics as the original model sys. Parameters ---------- sys: StateSpace or TransferFunction Original system tol: real Tolerance verbose: bool Print results if True Returns ------- rsys: StateSpace or TransferFunction Cleaned model ''' sysr = sys.minreal(tol) if verbose: print("{nstates} states have been removed from the model".format( nstates=len(sys.pole()) - len(sysr.pole()))) return sysr def era(YY, m, n, nin, nout, r): """ Calculate an ERA model of order `r` based on the impulse-response data `YY`. .. note:: This function is not implemented yet. Parameters ---------- YY: array `nout` x `nin` dimensional impulse-response data m: integer Number of rows in Hankel matrix n: integer Number of columns in Hankel matrix nin: integer Number of input variables nout: integer Number of output variables r: integer Order of model Returns ------- sys: StateSpace A reduced order model sys=ss(Ar,Br,Cr,Dr) Examples -------- >>> rsys = era(YY, m, n, nin, nout, r) """ raise NotImplementedError('This function is not implemented yet.') def markov(Y, U, m): """ Calculate the first `M` Markov parameters [D CB CAB ...] from input `U`, output `Y`. Parameters ---------- Y: array_like Output data U: array_like Input data m: int Number of Markov parameters to output Returns ------- H: ndarray First m Markov parameters Notes ----- Currently only works for SISO Examples -------- >>> H = markov(Y, U, m) """ # Convert input parameters to matrices (if they aren't already) Ymat = np.array(Y) Umat = np.array(U) n = np.size(U) # Construct a matrix of control inputs to invert UU = Umat for i in range(1, m-1): # TODO: second index on UU doesn't seem right; could be neg or pos?? newCol = np.vstack((0, np.reshape(UU[0:n-1, i-2], (-1, 1)))) UU = np.hstack((UU, newCol)) Ulast = np.vstack((0, np.reshape(UU[0:n-1, m-2], (-1, 1)))) for i in range(n-1, 0, -1): Ulast[i] = np.sum(Ulast[0:i-1]) UU = np.hstack((UU, Ulast)) # Invert and solve for Markov parameters H = np.linalg.lstsq(UU, Y)[0] return H