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don4get wants to merge 12 commits into from
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LQR check inputs #274

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96868ec
Add requirements.txt file
don4get Dec 28, 2018
d8e5778
Update run_all tests to make it run in pycharm
don4get Dec 28, 2018
7cd1d65
[statefbk.py] Refactor style
don4get Jan 5, 2019
aeb12f1
[exception.py] Clean except case
don4get Jan 5, 2019
ed7ea51
[statefbk.py] Refactor place, induce change in API
don4get Jan 5, 2019
14fa3a6
[statefbk_test.py] Fix pep8 warnings
don4get Jan 5, 2019
e26f9cc
[test_statefbk.py] Clean style and remove matrix usage
don4get Jan 5, 2019
707f6fc
Test place with varga method only if slycot is installed
don4get Jan 5, 2019
89e5c7b
[pvtol-lqr] Fix pep8 warnings
don4get Jan 7, 2019
a1b7421
[pvtol-lqr-nested.ipynb] Clean example
don4get Jan 7, 2019
8644954
[statefbk.py] Check that LQR problem is solvable
don4get Jan 8, 2019
2afed81
[test_statefbk.py] Pep8 cleaning
don4get Jan 8, 2019
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[statefbk.py] Check that LQR problem is solvable
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@don4get
don4get committed Apr 13, 2019
commit 8644954350cb77e90715f921aca247c5e347730c
7 changes: 7 additions & 0 deletions control/statefbk.py
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Original file line number Diff line number Diff line change
Expand Up @@ -392,6 +392,13 @@ def lqr(*args):
else:
N = np.zeros((Q.shape[0], R.shape[1]))

# Check that LQR problem is solvable
QN = np.column_stack((Q, N))
NTR = np.column_stack((N.T, R))
QN_NTR = np.row_stack((QN, NTR))
if not np.all(np.linalg.eigvals(QN_NTR) >= 0):
raise ValueError("[Q N;N' R] should be positive semi-definite.")

# Check dimensions for consistency
nstates = B.shape[0]
ninputs = B.shape[1]
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16 changes: 11 additions & 5 deletions control/tests/matlab_test.py
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Expand Up @@ -410,20 +410,26 @@ def testPlace(self):
def testAcker(self):
place(self.siso_ss1.A, self.siso_ss1.B, [-2, -2.5], method="acker")

@unittest.skipIf(not slycot_check(), "slycot not installed")
def test_lqr_not_semi_positive_definite_constraints(self):
np.testing.assert_raises(ValueError, lqr, self.siso_ss1.A, self.siso_ss1.B, np.eye(2),
-np.eye(1))

np.testing.assert_raises(ValueError, lqr, self.siso_ss2.A, self.siso_ss2.B, np.eye(3),
np.eye(1), [[1], [1], [2]])

@unittest.skipIf(not slycot_check(), "slycot not installed")
def testLQR(self):
def test_lqr(self):
(K, S, E) = lqr(self.siso_ss1.A, self.siso_ss1.B, np.eye(2), np.eye(1))

# Should work if [Q N;N' R] is positive semi-definite
(K, S, E) = lqr(self.siso_ss2.A, self.siso_ss2.B, 10*np.eye(3), \
np.eye(1), [[1], [1], [2]])
(K, S, E) = lqr(self.siso_ss2.A, self.siso_ss2.B, 10*np.eye(3),
np.eye(1), [[1], [1], [2]])

@unittest.skip("check not yet implemented")
def testLQR_checks(self):
# Make sure we get a warning if [Q N;N' R] is not positive semi-definite
(K, S, E) = lqr(self.siso_ss2.A, self.siso_ss2.B, np.eye(3), \
np.eye(1), [[1], [1], [2]])
np.eye(1), [[1], [1], [2]])

def testRss(self):
rss(1)
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