"""margins.py Functions for computing stability margins and related functions. Routines in this module: margins.stability_margins margins.phase_crossover_frequencies margins.margin """ """Copyright (c) 2011 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. Author: Richard M. Murray Date: 14 July 2011 $Id$ """ import math from warnings import warn import numpy as np import scipy as sp from . import xferfcn from .lti import evalfr from .namedio import issiso from . import frdata from . import freqplot from .exception import ControlMIMONotImplemented __all__ = ['stability_margins', 'phase_crossover_frequencies', 'margin'] # private helper functions def _poly_iw(sys): """Apply s = iw to G(s)=num(s)/den(s) Splits the num and den polynomials with (iw) applied into real and imaginary parts with w applied """ num = sys.num[0][0] den = sys.den[0][0] num_iw = (1J)**np.arange(len(num) - 1, -1, -1) * num den_iw = (1J)**np.arange(len(den) - 1, -1, -1) * den return num_iw, den_iw def _poly_iw_sqr(pol_iw): return np.real(np.polymul(pol_iw, pol_iw.conj())) def _poly_iw_real_crossing(num_iw, den_iw, epsw): # Return w where imag(H(iw)) == 0 test_w = np.polysub(np.polymul(num_iw.imag, den_iw.real), np.polymul(num_iw.real, den_iw.imag)) w = np.roots(test_w) w = np.real(w[np.isreal(w)]) w = w[w >= epsw] return w def _poly_iw_mag1_crossing(num_iw, den_iw, epsw): # Return w where |H(iw)| == 1, |num(iw)| - |den(iw)| == 0 w = np.roots(np.polysub(_poly_iw_sqr(num_iw), _poly_iw_sqr(den_iw))) w = np.real(w[np.isreal(w)]) w = w[w > epsw] return w def _poly_iw_wstab(num_iw, den_iw, epsw): # Stability margin: minimum distance to point -1 # find zero derivative. Second derivative needs to be >0 # to have a minimum test_wstabn = _poly_iw_sqr(np.polyadd(num_iw, den_iw)) test_wstabd = _poly_iw_sqr(den_iw) test_wstab = np.polysub( np.polymul(np.polyder(test_wstabn), test_wstabd), np.polymul(np.polyder(test_wstabd), test_wstabn)) # find the solutions, for positive omega, and only real ones wstab = np.roots(test_wstab) wstab = np.real(wstab[np.isreal(wstab)]) wstab = wstab[wstab > epsw] # and find the value of the 2nd derivative there, needs to be positive wstabplus = np.polyval(np.polyder(test_wstab), wstab) wstab = wstab[wstabplus > 0.] return wstab def _poly_z_invz(sys): num = sys.num[0][0] # num(z) = a_p * z^p + a_(p-1) * z^(p-1) + ... + a_0 den = sys.den[0][0] # num(z) = b_q * z^p + b_(q-1) * z^(q-1) + ... + b_0 p_q = len(num) - len(den) if p_q > 0: raise ValueError("Not a proper transfer function: Denominator must " "have equal or higher order than numerator.") num_inv_zp = num[::-1] # num(1/z) * z^p den_inv_zq = den[::-1] # den(1/z) * z^q return num, den, num_inv_zp, den_inv_zq, p_q, sys.dt def _z_filter(z, dt, eps): # z = exp(1J w dt) # |z| == 1 with some float precision tolerance z = z[np.abs(np.abs(z) - 1.) < eps] zarg = np.angle(z) zidx = (0 <= zarg) * (zarg < np.pi) omega = zarg[zidx] / dt return z[zidx], omega def _poly_z_real_crossing(num, den, num_inv_zp, den_inv_zq, p_q, dt, epsw): # H(z)==H(1/z), num(z)*den(1/z) == num(1/z)*den(z) p1 = np.polymul(num, den_inv_zq) p2 = np.polymul(num_inv_zp, den) if p_q < 0: # * z**(-p_q) x = [1] + [0] * (-p_q) p2 = np.polymul(p2, x) z = np.roots(np.polysub(p1, p2)) eps = np.finfo(float).eps**(1 / len(p2)) z, w = _z_filter(z, dt, eps) z = z[w >= epsw] w = w[w >= epsw] return z, w def _poly_z_mag1_crossing(num, den, num_inv_zp, den_inv_zq, p_q, dt, epsw): # |H(z)| = 1, H(z)*H(1/z)=1, num(z)*num(1/z) == den(z)*den(1/z) p1 = np.polymul(num, num_inv_zp) p2 = np.polymul(den, den_inv_zq) if p_q < 0: # * z**(-p_q) x = [1] + [0] * (-p_q) p1 = np.polymul(p1, x) z = np.roots(np.polysub(p1, p2)) eps = np.finfo(float).eps**(1 / len(p2)) z, w = _z_filter(z, dt, eps) z = z[w > epsw] w = w[w > epsw] return z, w def _poly_z_wstab(num, den, num_inv_zp, den_inv_zq, p_q, dt, epsw): # Stability margin: Minimum distance to -1 # TODO: Find a way to solve for z or omega analytically with given # polynomials # d|1 + H(z)|/dz = 0, or d|1 + H(exp(iwdt))|/dw = 0 # optimization function to minimize def fun(wdt): with np.errstate(all='ignore'): # den=0 is okay return np.abs(1 + (np.polyval(num, np.exp(1J * wdt)) / np.polyval(den, np.exp(1J * wdt)))) # find initial guess wdt_v = np.geomspace(1e-4, 2 * np.pi, num=100) wdt0 = wdt_v[np.argmin(fun(wdt_v))] # Use `minimize` instead of univariate `minimize_scalars` because we want # to provide some initial value in order to not converge on frequencies # with extremely low gradients. res = sp.optimize.minimize( fun=fun, x0=[wdt0], bounds=[(0, 2 * np.pi)]) if res.success: wdt = res.x z = np.exp(1J * wdt) w = wdt / dt else: z = np.array([]) w = np.array([]) return z, w def _likely_numerical_inaccuracy(sys): # crude, conservative check for if # num(z)*num(1/z) << den(z)*den(1/z) for DT systems num, den, num_inv_zp, den_inv_zq, p_q, dt = _poly_z_invz(sys) p1 = np.polymul(num, num_inv_zp) p2 = np.polymul(den, den_inv_zq) if p_q < 0: # * z**(-p_q) x = [1] + [0] * (-p_q) p1 = np.polymul(p1, x) return np.linalg.norm(p1) < 1e-4 * np.linalg.norm(p2) # Took the framework for the old function by # Sawyer B. Fuller , removed a lot of the innards # and replaced with analytical polynomial functions for LTI systems. # # The idea for the frequency data solution copied/adapted from # https://github.com/alchemyst/Skogestad-Python/blob/master/BODE.py # Rene van Paassen # # RvP, July 8, 2014, corrected to exclude phase=0 crossing for the gain # margin polynomial # # RvP, July 8, 2015, augmented to calculate all phase/gain crossings with # frd data. Correct to return smallest phase # margin, smallest gain margin and their frequencies # # RvP, Jun 10, 2017, modified the inclusion of roots found for phase crossing # to include all >= 0, made subsequent calc insensitive to # div by 0. Also changed the selection of which crossings # to return on basis of "A note on the Gain and Phase # Margin Concepts" Journal of Control and Systems # Engineering, Yazdan Bavafi-Toosi, Dec 2015, vol 3 issue # 1, pp 51-59, closer to Matlab behavior, but not # completely identical in edge cases, which don't cross but # touch gain=1. # # BG, Nov 9, 2020, removed duplicate implementations of the same code # for crossover frequencies and enhanced to handle discrete # systems def stability_margins(sysdata, returnall=False, epsw=0.0, method='best'): """Calculate stability margins and associated crossover frequencies. Parameters ---------- sysdata : LTI system or (mag, phase, omega) sequence sys : LTI system Linear SISO system representing the loop transfer function mag, phase, omega : sequence of array_like Arrays of magnitudes (absolute values, not dB), phases (degrees), and corresponding frequencies. Crossover frequencies returned are in the same units as those in `omega` (e.g., rad/sec or Hz). returnall : bool, optional If true, return all margins found. If False (default), return only the minimum stability margins. For frequency data or FRD systems, only margins in the given frequency region can be found and returned. epsw : float, optional Frequencies below this value (default 0.0) are considered static gain, and not returned as margin. method : string, optional Method to use (default is 'best'): 'poly': use polynomial method if passed a :class:`LTI` system. 'frd': calculate crossover frequencies using numerical interpolation of a :class:`FrequencyResponseData` representation of the system if passed a :class:`LTI` system. 'best': use the 'poly' method if possible, reverting to 'frd' if it is detected that numerical inaccuracy is likey to arise in the 'poly' method for for discrete-time systems. Returns ------- gm : float or array_like Gain margin pm : float or array_like Phase margin sm : float or array_like Stability margin, the minimum distance from the Nyquist plot to -1 wpc : float or array_like Phase crossover frequency (where phase crosses -180 degrees), which is associated with the gain margin. wgc : float or array_like Gain crossover frequency (where gain crosses 1), which is associated with the phase margin. wms : float or array_like Stability margin frequency (where Nyquist plot is closest to -1) Note that the gain margin is determined by the gain of the loop transfer function at the phase crossover frequency(s), the phase margin is determined by the phase of the loop transfer function at the gain crossover frequency(s), and the stability margin is determined by the frequency of maximum sensitivity (given by the magnitude of 1/(1+L)). """ # TODO: FRD method for cont-time systems doesn't work try: if isinstance(sysdata, frdata.FRD): sys = frdata.FRD(sysdata, smooth=True) elif isinstance(sysdata, xferfcn.TransferFunction): sys = sysdata elif getattr(sysdata, '__iter__', False) and len(sysdata) == 3: mag, phase, omega = sysdata sys = frdata.FRD(mag * np.exp(1j * phase * math.pi / 180.), omega, smooth=True) else: sys = xferfcn._convert_to_transfer_function(sysdata) except Exception as e: print(e) raise ValueError("Margin sysdata must be either a linear system or " "a 3-sequence of mag, phase, omega.") # check for siso if not issiso(sys): raise ControlMIMONotImplemented( "Can only do margins for SISO system") if method == 'frd': # convert to FRD if we got a transfer function if isinstance(sys, xferfcn.TransferFunction): omega_sys = freqplot._default_frequency_range(sys) if sys.isctime(): sys = frdata.FRD(sys, omega_sys) else: omega_sys = omega_sys[omega_sys < np.pi / sys.dt] sys = frdata.FRD(sys, omega_sys, smooth=True) elif method == 'best': # convert to FRD if anticipated numerical issues if isinstance(sys, xferfcn.TransferFunction) and not sys.isctime(): if _likely_numerical_inaccuracy(sys): warn("stability_margins: Falling back to 'frd' method " "because of chance of numerical inaccuracy in 'poly' method.", stacklevel=2) omega_sys = freqplot._default_frequency_range(sys) omega_sys = omega_sys[omega_sys < np.pi / sys.dt] sys = frdata.FRD(sys, omega_sys, smooth=True) elif method != 'poly': raise ValueError("method " + method + " unknown") if isinstance(sys, xferfcn.TransferFunction): if sys.isctime(): num_iw, den_iw = _poly_iw(sys) # frequency for gain margin: phase crosses -180 degrees w_180 = _poly_iw_real_crossing(num_iw, den_iw, epsw) w180_resp = sys(1J * w_180, warn_infinite=False) # den=0 is okay # frequency for phase margin : gain crosses magnitude 1 wc = _poly_iw_mag1_crossing(num_iw, den_iw, epsw) wc_resp = sys(1J * wc) # stability margin wstab = _poly_iw_wstab(num_iw, den_iw, epsw) ws_resp = sys(1J * wstab) else: # Discrete Time zargs = _poly_z_invz(sys) # gain margin z, w_180 = _poly_z_real_crossing(*zargs, epsw=epsw) w180_resp = sys(z) # phase margin z, wc = _poly_z_mag1_crossing(*zargs, epsw=epsw) wc_resp = sys(z) # stability margin z, wstab = _poly_z_wstab(*zargs, epsw=epsw) ws_resp = sys(z) # only keep frequencies where the negative real axis is crossed w_180 = w_180[w180_resp <= 0.] w180_resp = w180_resp[w180_resp <= 0.] # sort idx = np.argsort(w_180) w_180 = w_180[idx] w180_resp = w180_resp[idx] idx = np.argsort(wc) wc = wc[idx] wc_resp = wc_resp[idx] idx = np.argsort(wstab) wstab = wstab[idx] ws_resp = ws_resp[idx] else: # a bit coarse, have the interpolated frd evaluated again def _mod(w): """Calculate |G(jw)| - 1""" return np.abs(sys(1j * w)) - 1 def _arg(w): """Calculate the phase angle at -180 deg""" return np.angle(-sys(1j * w)) def _dstab(w): """Calculate the distance from -1 point""" return np.abs(sys(1j * w) + 1.) # find the phase crossings ang(H(jw) == -180 widx = np.where(np.diff(np.sign(_arg(sys.omega))))[0] widx = widx[np.real(sys(1j * sys.omega[widx])) <= 0] w_180 = np.array( [sp.optimize.brentq(_arg, sys.omega[i], sys.omega[i+1]) for i in widx]) w180_resp = sys(1j * w_180) # Find all crossings, note that this depends on omega having # a correct range widx = np.where(np.diff(np.sign(_mod(sys.omega))))[0] wc = np.array( [sp.optimize.brentq(_mod, sys.omega[i], sys.omega[i+1]) for i in widx]) wc_resp = sys(1j * wc) # find all stab margins? widx, = np.where(np.diff(np.sign(np.diff(_dstab(sys.omega)))) > 0) wstab = np.array( [sp.optimize.minimize_scalar(_dstab, bracket=(sys.omega[i], sys.omega[i+1]) ).x for i in widx]) wstab = wstab[(wstab >= sys.omega[0]) * (wstab <= sys.omega[-1])] ws_resp = sys(1j * wstab) with np.errstate(all='ignore'): # |G|=0 is okay and yields inf GM = 1. / np.abs(w180_resp) PM = np.remainder(np.angle(wc_resp, deg=True), 360.) - 180. SM = np.abs(ws_resp + 1.) if returnall: return GM, PM, SM, w_180, wc, wstab else: if GM.shape[0] and not np.isinf(GM).all(): with np.errstate(all='ignore'): gmidx = np.where(np.abs(np.log(GM)) == np.min(np.abs(np.log(GM)))) else: gmidx = -1 if PM.shape[0]: pmidx = np.where(np.abs(PM) == np.amin(np.abs(PM)))[0] return ( (not gmidx != -1 and float('inf')) or GM[gmidx][0], (not PM.shape[0] and float('inf')) or PM[pmidx][0], (not SM.shape[0] and float('inf')) or np.amin(SM), (not gmidx != -1 and float('nan')) or w_180[gmidx][0], (not wc.shape[0] and float('nan')) or wc[pmidx][0], (not wstab.shape[0] and float('nan')) or wstab[SM == np.amin(SM)][0]) # Contributed by Steffen Waldherr def phase_crossover_frequencies(sys): """Compute frequencies and gains at intersections with real axis in Nyquist plot. Parameters ---------- sys : SISO LTI system Returns ------- omega : ndarray 1d array of (non-negative) frequencies where Nyquist plot intersects the real axis gain : ndarray 1d array of corresponding gains Examples -------- >>> tf = TransferFunction([1], [1, 2, 3, 4]) >>> phase_crossover_frequencies(tf) (array([ 1.73205081, 0. ]), array([-0.5 , 0.25])) """ # Convert to a transfer function tf = xferfcn._convert_to_transfer_function(sys) if not issiso(tf): raise ControlMIMONotImplemented( "Can only calculate crossovers for SISO system") # Compute frequencies that we cross over the real axis if sys.isctime(): num_iw, den_iw = _poly_iw(tf) omega = _poly_iw_real_crossing(num_iw, den_iw, 0.) # using real() to avoid rounding errors and results like 1+0j gain = np.real(evalfr(sys, 1J * omega)) else: zargs = _poly_z_invz(sys) z, omega = _poly_z_real_crossing(*zargs, epsw=0.) gain = np.real(evalfr(sys, z)) return omega, gain def margin(*args): """margin(sysdata) Calculate gain and phase margins and associated crossover frequencies Parameters ---------- sysdata : LTI system or (mag, phase, omega) sequence sys : StateSpace or TransferFunction Linear SISO system representing the loop transfer function mag, phase, omega : sequence of array_like Input magnitude, phase (in deg.), and frequencies (rad/sec) from bode frequency response data Returns ------- gm : float Gain margin pm : float Phase margin (in degrees) wcg : float or array_like Crossover frequency associated with gain margin (phase crossover frequency), where phase crosses below -180 degrees. wcp : float or array_like Crossover frequency associated with phase margin (gain crossover frequency), where gain crosses below 1. Margins are calculated for a SISO open-loop system. If there is more than one gain crossover, the one at the smallest margin (deviation from gain = 1), in absolute sense, is returned. Likewise the smallest phase margin (in absolute sense) is returned. Examples -------- >>> sys = tf(1, [1, 2, 1, 0]) >>> gm, pm, wcg, wcp = margin(sys) """ if len(args) == 1: sys = args[0] margin = stability_margins(sys) elif len(args) == 3: margin = stability_margins(args) else: raise ValueError("Margin needs 1 or 3 arguments; received %i." % len(args)) return margin[0], margin[1], margin[3], margin[4]