peacock-data-public-datasets-idc-cronscript
/
venv
/lib
/python3.10
/site-packages
/scipy
/signal
/_ltisys.py
""" | |
ltisys -- a collection of classes and functions for modeling linear | |
time invariant systems. | |
""" | |
# | |
# Author: Travis Oliphant 2001 | |
# | |
# Feb 2010: Warren Weckesser | |
# Rewrote lsim2 and added impulse2. | |
# Apr 2011: Jeffrey Armstrong <[email protected]> | |
# Added dlsim, dstep, dimpulse, cont2discrete | |
# Aug 2013: Juan Luis Cano | |
# Rewrote abcd_normalize. | |
# Jan 2015: Irvin Probst irvin DOT probst AT ensta-bretagne DOT fr | |
# Added pole placement | |
# Mar 2015: Clancy Rowley | |
# Rewrote lsim | |
# May 2015: Felix Berkenkamp | |
# Split lti class into subclasses | |
# Merged discrete systems and added dlti | |
import warnings | |
# np.linalg.qr fails on some tests with LinAlgError: zgeqrf returns -7 | |
# use scipy's qr until this is solved | |
from scipy.linalg import qr as s_qr | |
from scipy import linalg | |
from scipy.interpolate import make_interp_spline | |
from ._filter_design import (tf2zpk, zpk2tf, normalize, freqs, freqz, freqs_zpk, | |
freqz_zpk) | |
from ._lti_conversion import (tf2ss, abcd_normalize, ss2tf, zpk2ss, ss2zpk, | |
cont2discrete, _atleast_2d_or_none) | |
import numpy | |
import numpy as np | |
from numpy import (real, atleast_1d, squeeze, asarray, zeros, | |
dot, transpose, ones, linspace) | |
import copy | |
__all__ = ['lti', 'dlti', 'TransferFunction', 'ZerosPolesGain', 'StateSpace', | |
'lsim', 'impulse', 'step', 'bode', | |
'freqresp', 'place_poles', 'dlsim', 'dstep', 'dimpulse', | |
'dfreqresp', 'dbode'] | |
class LinearTimeInvariant: | |
def __new__(cls, *system, **kwargs): | |
"""Create a new object, don't allow direct instances.""" | |
if cls is LinearTimeInvariant: | |
raise NotImplementedError('The LinearTimeInvariant class is not ' | |
'meant to be used directly, use `lti` ' | |
'or `dlti` instead.') | |
return super().__new__(cls) | |
def __init__(self): | |
""" | |
Initialize the `lti` baseclass. | |
The heavy lifting is done by the subclasses. | |
""" | |
super().__init__() | |
self.inputs = None | |
self.outputs = None | |
self._dt = None | |
def dt(self): | |
"""Return the sampling time of the system, `None` for `lti` systems.""" | |
return self._dt | |
def _dt_dict(self): | |
if self.dt is None: | |
return {} | |
else: | |
return {'dt': self.dt} | |
def zeros(self): | |
"""Zeros of the system.""" | |
return self.to_zpk().zeros | |
def poles(self): | |
"""Poles of the system.""" | |
return self.to_zpk().poles | |
def _as_ss(self): | |
"""Convert to `StateSpace` system, without copying. | |
Returns | |
------- | |
sys: StateSpace | |
The `StateSpace` system. If the class is already an instance of | |
`StateSpace` then this instance is returned. | |
""" | |
if isinstance(self, StateSpace): | |
return self | |
else: | |
return self.to_ss() | |
def _as_zpk(self): | |
"""Convert to `ZerosPolesGain` system, without copying. | |
Returns | |
------- | |
sys: ZerosPolesGain | |
The `ZerosPolesGain` system. If the class is already an instance of | |
`ZerosPolesGain` then this instance is returned. | |
""" | |
if isinstance(self, ZerosPolesGain): | |
return self | |
else: | |
return self.to_zpk() | |
def _as_tf(self): | |
"""Convert to `TransferFunction` system, without copying. | |
Returns | |
------- | |
sys: ZerosPolesGain | |
The `TransferFunction` system. If the class is already an instance of | |
`TransferFunction` then this instance is returned. | |
""" | |
if isinstance(self, TransferFunction): | |
return self | |
else: | |
return self.to_tf() | |
class lti(LinearTimeInvariant): | |
r""" | |
Continuous-time linear time invariant system base class. | |
Parameters | |
---------- | |
*system : arguments | |
The `lti` class can be instantiated with either 2, 3 or 4 arguments. | |
The following gives the number of arguments and the corresponding | |
continuous-time subclass that is created: | |
* 2: `TransferFunction`: (numerator, denominator) | |
* 3: `ZerosPolesGain`: (zeros, poles, gain) | |
* 4: `StateSpace`: (A, B, C, D) | |
Each argument can be an array or a sequence. | |
See Also | |
-------- | |
ZerosPolesGain, StateSpace, TransferFunction, dlti | |
Notes | |
----- | |
`lti` instances do not exist directly. Instead, `lti` creates an instance | |
of one of its subclasses: `StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`. | |
If (numerator, denominator) is passed in for ``*system``, coefficients for | |
both the numerator and denominator should be specified in descending | |
exponent order (e.g., ``s^2 + 3s + 5`` would be represented as ``[1, 3, | |
5]``). | |
Changing the value of properties that are not directly part of the current | |
system representation (such as the `zeros` of a `StateSpace` system) is | |
very inefficient and may lead to numerical inaccuracies. It is better to | |
convert to the specific system representation first. For example, call | |
``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> signal.lti(1, 2, 3, 4) | |
StateSpaceContinuous( | |
array([[1]]), | |
array([[2]]), | |
array([[3]]), | |
array([[4]]), | |
dt: None | |
) | |
Construct the transfer function | |
:math:`H(s) = \frac{5(s - 1)(s - 2)}{(s - 3)(s - 4)}`: | |
>>> signal.lti([1, 2], [3, 4], 5) | |
ZerosPolesGainContinuous( | |
array([1, 2]), | |
array([3, 4]), | |
5, | |
dt: None | |
) | |
Construct the transfer function :math:`H(s) = \frac{3s + 4}{1s + 2}`: | |
>>> signal.lti([3, 4], [1, 2]) | |
TransferFunctionContinuous( | |
array([3., 4.]), | |
array([1., 2.]), | |
dt: None | |
) | |
""" | |
def __new__(cls, *system): | |
"""Create an instance of the appropriate subclass.""" | |
if cls is lti: | |
N = len(system) | |
if N == 2: | |
return TransferFunctionContinuous.__new__( | |
TransferFunctionContinuous, *system) | |
elif N == 3: | |
return ZerosPolesGainContinuous.__new__( | |
ZerosPolesGainContinuous, *system) | |
elif N == 4: | |
return StateSpaceContinuous.__new__(StateSpaceContinuous, | |
*system) | |
else: | |
raise ValueError("`system` needs to be an instance of `lti` " | |
"or have 2, 3 or 4 arguments.") | |
# __new__ was called from a subclass, let it call its own functions | |
return super().__new__(cls) | |
def __init__(self, *system): | |
""" | |
Initialize the `lti` baseclass. | |
The heavy lifting is done by the subclasses. | |
""" | |
super().__init__(*system) | |
def impulse(self, X0=None, T=None, N=None): | |
""" | |
Return the impulse response of a continuous-time system. | |
See `impulse` for details. | |
""" | |
return impulse(self, X0=X0, T=T, N=N) | |
def step(self, X0=None, T=None, N=None): | |
""" | |
Return the step response of a continuous-time system. | |
See `step` for details. | |
""" | |
return step(self, X0=X0, T=T, N=N) | |
def output(self, U, T, X0=None): | |
""" | |
Return the response of a continuous-time system to input `U`. | |
See `lsim` for details. | |
""" | |
return lsim(self, U, T, X0=X0) | |
def bode(self, w=None, n=100): | |
""" | |
Calculate Bode magnitude and phase data of a continuous-time system. | |
Returns a 3-tuple containing arrays of frequencies [rad/s], magnitude | |
[dB] and phase [deg]. See `bode` for details. | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> sys = signal.TransferFunction([1], [1, 1]) | |
>>> w, mag, phase = sys.bode() | |
>>> plt.figure() | |
>>> plt.semilogx(w, mag) # Bode magnitude plot | |
>>> plt.figure() | |
>>> plt.semilogx(w, phase) # Bode phase plot | |
>>> plt.show() | |
""" | |
return bode(self, w=w, n=n) | |
def freqresp(self, w=None, n=10000): | |
""" | |
Calculate the frequency response of a continuous-time system. | |
Returns a 2-tuple containing arrays of frequencies [rad/s] and | |
complex magnitude. | |
See `freqresp` for details. | |
""" | |
return freqresp(self, w=w, n=n) | |
def to_discrete(self, dt, method='zoh', alpha=None): | |
"""Return a discretized version of the current system. | |
Parameters: See `cont2discrete` for details. | |
Returns | |
------- | |
sys: instance of `dlti` | |
""" | |
raise NotImplementedError('to_discrete is not implemented for this ' | |
'system class.') | |
class dlti(LinearTimeInvariant): | |
r""" | |
Discrete-time linear time invariant system base class. | |
Parameters | |
---------- | |
*system: arguments | |
The `dlti` class can be instantiated with either 2, 3 or 4 arguments. | |
The following gives the number of arguments and the corresponding | |
discrete-time subclass that is created: | |
* 2: `TransferFunction`: (numerator, denominator) | |
* 3: `ZerosPolesGain`: (zeros, poles, gain) | |
* 4: `StateSpace`: (A, B, C, D) | |
Each argument can be an array or a sequence. | |
dt: float, optional | |
Sampling time [s] of the discrete-time systems. Defaults to ``True`` | |
(unspecified sampling time). Must be specified as a keyword argument, | |
for example, ``dt=0.1``. | |
See Also | |
-------- | |
ZerosPolesGain, StateSpace, TransferFunction, lti | |
Notes | |
----- | |
`dlti` instances do not exist directly. Instead, `dlti` creates an instance | |
of one of its subclasses: `StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`. | |
Changing the value of properties that are not directly part of the current | |
system representation (such as the `zeros` of a `StateSpace` system) is | |
very inefficient and may lead to numerical inaccuracies. It is better to | |
convert to the specific system representation first. For example, call | |
``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. | |
If (numerator, denominator) is passed in for ``*system``, coefficients for | |
both the numerator and denominator should be specified in descending | |
exponent order (e.g., ``z^2 + 3z + 5`` would be represented as ``[1, 3, | |
5]``). | |
.. versionadded:: 0.18.0 | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> signal.dlti(1, 2, 3, 4) | |
StateSpaceDiscrete( | |
array([[1]]), | |
array([[2]]), | |
array([[3]]), | |
array([[4]]), | |
dt: True | |
) | |
>>> signal.dlti(1, 2, 3, 4, dt=0.1) | |
StateSpaceDiscrete( | |
array([[1]]), | |
array([[2]]), | |
array([[3]]), | |
array([[4]]), | |
dt: 0.1 | |
) | |
Construct the transfer function | |
:math:`H(z) = \frac{5(z - 1)(z - 2)}{(z - 3)(z - 4)}` with a sampling time | |
of 0.1 seconds: | |
>>> signal.dlti([1, 2], [3, 4], 5, dt=0.1) | |
ZerosPolesGainDiscrete( | |
array([1, 2]), | |
array([3, 4]), | |
5, | |
dt: 0.1 | |
) | |
Construct the transfer function :math:`H(z) = \frac{3z + 4}{1z + 2}` with | |
a sampling time of 0.1 seconds: | |
>>> signal.dlti([3, 4], [1, 2], dt=0.1) | |
TransferFunctionDiscrete( | |
array([3., 4.]), | |
array([1., 2.]), | |
dt: 0.1 | |
) | |
""" | |
def __new__(cls, *system, **kwargs): | |
"""Create an instance of the appropriate subclass.""" | |
if cls is dlti: | |
N = len(system) | |
if N == 2: | |
return TransferFunctionDiscrete.__new__( | |
TransferFunctionDiscrete, *system, **kwargs) | |
elif N == 3: | |
return ZerosPolesGainDiscrete.__new__(ZerosPolesGainDiscrete, | |
*system, **kwargs) | |
elif N == 4: | |
return StateSpaceDiscrete.__new__(StateSpaceDiscrete, *system, | |
**kwargs) | |
else: | |
raise ValueError("`system` needs to be an instance of `dlti` " | |
"or have 2, 3 or 4 arguments.") | |
# __new__ was called from a subclass, let it call its own functions | |
return super().__new__(cls) | |
def __init__(self, *system, **kwargs): | |
""" | |
Initialize the `lti` baseclass. | |
The heavy lifting is done by the subclasses. | |
""" | |
dt = kwargs.pop('dt', True) | |
super().__init__(*system, **kwargs) | |
self.dt = dt | |
def dt(self): | |
"""Return the sampling time of the system.""" | |
return self._dt | |
def dt(self, dt): | |
self._dt = dt | |
def impulse(self, x0=None, t=None, n=None): | |
""" | |
Return the impulse response of the discrete-time `dlti` system. | |
See `dimpulse` for details. | |
""" | |
return dimpulse(self, x0=x0, t=t, n=n) | |
def step(self, x0=None, t=None, n=None): | |
""" | |
Return the step response of the discrete-time `dlti` system. | |
See `dstep` for details. | |
""" | |
return dstep(self, x0=x0, t=t, n=n) | |
def output(self, u, t, x0=None): | |
""" | |
Return the response of the discrete-time system to input `u`. | |
See `dlsim` for details. | |
""" | |
return dlsim(self, u, t, x0=x0) | |
def bode(self, w=None, n=100): | |
r""" | |
Calculate Bode magnitude and phase data of a discrete-time system. | |
Returns a 3-tuple containing arrays of frequencies [rad/s], magnitude | |
[dB] and phase [deg]. See `dbode` for details. | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
Construct the transfer function :math:`H(z) = \frac{1}{z^2 + 2z + 3}` | |
with sampling time 0.5s: | |
>>> sys = signal.TransferFunction([1], [1, 2, 3], dt=0.5) | |
Equivalent: signal.dbode(sys) | |
>>> w, mag, phase = sys.bode() | |
>>> plt.figure() | |
>>> plt.semilogx(w, mag) # Bode magnitude plot | |
>>> plt.figure() | |
>>> plt.semilogx(w, phase) # Bode phase plot | |
>>> plt.show() | |
""" | |
return dbode(self, w=w, n=n) | |
def freqresp(self, w=None, n=10000, whole=False): | |
""" | |
Calculate the frequency response of a discrete-time system. | |
Returns a 2-tuple containing arrays of frequencies [rad/s] and | |
complex magnitude. | |
See `dfreqresp` for details. | |
""" | |
return dfreqresp(self, w=w, n=n, whole=whole) | |
class TransferFunction(LinearTimeInvariant): | |
r"""Linear Time Invariant system class in transfer function form. | |
Represents the system as the continuous-time transfer function | |
:math:`H(s)=\sum_{i=0}^N b[N-i] s^i / \sum_{j=0}^M a[M-j] s^j` or the | |
discrete-time transfer function | |
:math:`H(z)=\sum_{i=0}^N b[N-i] z^i / \sum_{j=0}^M a[M-j] z^j`, where | |
:math:`b` are elements of the numerator `num`, :math:`a` are elements of | |
the denominator `den`, and ``N == len(b) - 1``, ``M == len(a) - 1``. | |
`TransferFunction` systems inherit additional | |
functionality from the `lti`, respectively the `dlti` classes, depending on | |
which system representation is used. | |
Parameters | |
---------- | |
*system: arguments | |
The `TransferFunction` class can be instantiated with 1 or 2 | |
arguments. The following gives the number of input arguments and their | |
interpretation: | |
* 1: `lti` or `dlti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 2: array_like: (numerator, denominator) | |
dt: float, optional | |
Sampling time [s] of the discrete-time systems. Defaults to `None` | |
(continuous-time). Must be specified as a keyword argument, for | |
example, ``dt=0.1``. | |
See Also | |
-------- | |
ZerosPolesGain, StateSpace, lti, dlti | |
tf2ss, tf2zpk, tf2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`TransferFunction` system representation (such as the `A`, `B`, `C`, `D` | |
state-space matrices) is very inefficient and may lead to numerical | |
inaccuracies. It is better to convert to the specific system | |
representation first. For example, call ``sys = sys.to_ss()`` before | |
accessing/changing the A, B, C, D system matrices. | |
If (numerator, denominator) is passed in for ``*system``, coefficients | |
for both the numerator and denominator should be specified in descending | |
exponent order (e.g. ``s^2 + 3s + 5`` or ``z^2 + 3z + 5`` would be | |
represented as ``[1, 3, 5]``) | |
Examples | |
-------- | |
Construct the transfer function | |
:math:`H(s) = \frac{s^2 + 3s + 3}{s^2 + 2s + 1}`: | |
>>> from scipy import signal | |
>>> num = [1, 3, 3] | |
>>> den = [1, 2, 1] | |
>>> signal.TransferFunction(num, den) | |
TransferFunctionContinuous( | |
array([1., 3., 3.]), | |
array([1., 2., 1.]), | |
dt: None | |
) | |
Construct the transfer function | |
:math:`H(z) = \frac{z^2 + 3z + 3}{z^2 + 2z + 1}` with a sampling time of | |
0.1 seconds: | |
>>> signal.TransferFunction(num, den, dt=0.1) | |
TransferFunctionDiscrete( | |
array([1., 3., 3.]), | |
array([1., 2., 1.]), | |
dt: 0.1 | |
) | |
""" | |
def __new__(cls, *system, **kwargs): | |
"""Handle object conversion if input is an instance of lti.""" | |
if len(system) == 1 and isinstance(system[0], LinearTimeInvariant): | |
return system[0].to_tf() | |
# Choose whether to inherit from `lti` or from `dlti` | |
if cls is TransferFunction: | |
if kwargs.get('dt') is None: | |
return TransferFunctionContinuous.__new__( | |
TransferFunctionContinuous, | |
*system, | |
**kwargs) | |
else: | |
return TransferFunctionDiscrete.__new__( | |
TransferFunctionDiscrete, | |
*system, | |
**kwargs) | |
# No special conversion needed | |
return super().__new__(cls) | |
def __init__(self, *system, **kwargs): | |
"""Initialize the state space LTI system.""" | |
# Conversion of lti instances is handled in __new__ | |
if isinstance(system[0], LinearTimeInvariant): | |
return | |
# Remove system arguments, not needed by parents anymore | |
super().__init__(**kwargs) | |
self._num = None | |
self._den = None | |
self.num, self.den = normalize(*system) | |
def __repr__(self): | |
"""Return representation of the system's transfer function""" | |
return '{}(\n{},\n{},\ndt: {}\n)'.format( | |
self.__class__.__name__, | |
repr(self.num), | |
repr(self.den), | |
repr(self.dt), | |
) | |
def num(self): | |
"""Numerator of the `TransferFunction` system.""" | |
return self._num | |
def num(self, num): | |
self._num = atleast_1d(num) | |
# Update dimensions | |
if len(self.num.shape) > 1: | |
self.outputs, self.inputs = self.num.shape | |
else: | |
self.outputs = 1 | |
self.inputs = 1 | |
def den(self): | |
"""Denominator of the `TransferFunction` system.""" | |
return self._den | |
def den(self, den): | |
self._den = atleast_1d(den) | |
def _copy(self, system): | |
""" | |
Copy the parameters of another `TransferFunction` object | |
Parameters | |
---------- | |
system : `TransferFunction` | |
The `StateSpace` system that is to be copied | |
""" | |
self.num = system.num | |
self.den = system.den | |
def to_tf(self): | |
""" | |
Return a copy of the current `TransferFunction` system. | |
Returns | |
------- | |
sys : instance of `TransferFunction` | |
The current system (copy) | |
""" | |
return copy.deepcopy(self) | |
def to_zpk(self): | |
""" | |
Convert system representation to `ZerosPolesGain`. | |
Returns | |
------- | |
sys : instance of `ZerosPolesGain` | |
Zeros, poles, gain representation of the current system | |
""" | |
return ZerosPolesGain(*tf2zpk(self.num, self.den), | |
**self._dt_dict) | |
def to_ss(self): | |
""" | |
Convert system representation to `StateSpace`. | |
Returns | |
------- | |
sys : instance of `StateSpace` | |
State space model of the current system | |
""" | |
return StateSpace(*tf2ss(self.num, self.den), | |
**self._dt_dict) | |
def _z_to_zinv(num, den): | |
"""Change a transfer function from the variable `z` to `z**-1`. | |
Parameters | |
---------- | |
num, den: 1d array_like | |
Sequences representing the coefficients of the numerator and | |
denominator polynomials, in order of descending degree of 'z'. | |
That is, ``5z**2 + 3z + 2`` is presented as ``[5, 3, 2]``. | |
Returns | |
------- | |
num, den: 1d array_like | |
Sequences representing the coefficients of the numerator and | |
denominator polynomials, in order of ascending degree of 'z**-1'. | |
That is, ``5 + 3 z**-1 + 2 z**-2`` is presented as ``[5, 3, 2]``. | |
""" | |
diff = len(num) - len(den) | |
if diff > 0: | |
den = np.hstack((np.zeros(diff), den)) | |
elif diff < 0: | |
num = np.hstack((np.zeros(-diff), num)) | |
return num, den | |
def _zinv_to_z(num, den): | |
"""Change a transfer function from the variable `z` to `z**-1`. | |
Parameters | |
---------- | |
num, den: 1d array_like | |
Sequences representing the coefficients of the numerator and | |
denominator polynomials, in order of ascending degree of 'z**-1'. | |
That is, ``5 + 3 z**-1 + 2 z**-2`` is presented as ``[5, 3, 2]``. | |
Returns | |
------- | |
num, den: 1d array_like | |
Sequences representing the coefficients of the numerator and | |
denominator polynomials, in order of descending degree of 'z'. | |
That is, ``5z**2 + 3z + 2`` is presented as ``[5, 3, 2]``. | |
""" | |
diff = len(num) - len(den) | |
if diff > 0: | |
den = np.hstack((den, np.zeros(diff))) | |
elif diff < 0: | |
num = np.hstack((num, np.zeros(-diff))) | |
return num, den | |
class TransferFunctionContinuous(TransferFunction, lti): | |
r""" | |
Continuous-time Linear Time Invariant system in transfer function form. | |
Represents the system as the transfer function | |
:math:`H(s)=\sum_{i=0}^N b[N-i] s^i / \sum_{j=0}^M a[M-j] s^j`, where | |
:math:`b` are elements of the numerator `num`, :math:`a` are elements of | |
the denominator `den`, and ``N == len(b) - 1``, ``M == len(a) - 1``. | |
Continuous-time `TransferFunction` systems inherit additional | |
functionality from the `lti` class. | |
Parameters | |
---------- | |
*system: arguments | |
The `TransferFunction` class can be instantiated with 1 or 2 | |
arguments. The following gives the number of input arguments and their | |
interpretation: | |
* 1: `lti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 2: array_like: (numerator, denominator) | |
See Also | |
-------- | |
ZerosPolesGain, StateSpace, lti | |
tf2ss, tf2zpk, tf2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`TransferFunction` system representation (such as the `A`, `B`, `C`, `D` | |
state-space matrices) is very inefficient and may lead to numerical | |
inaccuracies. It is better to convert to the specific system | |
representation first. For example, call ``sys = sys.to_ss()`` before | |
accessing/changing the A, B, C, D system matrices. | |
If (numerator, denominator) is passed in for ``*system``, coefficients | |
for both the numerator and denominator should be specified in descending | |
exponent order (e.g. ``s^2 + 3s + 5`` would be represented as | |
``[1, 3, 5]``) | |
Examples | |
-------- | |
Construct the transfer function | |
:math:`H(s) = \frac{s^2 + 3s + 3}{s^2 + 2s + 1}`: | |
>>> from scipy import signal | |
>>> num = [1, 3, 3] | |
>>> den = [1, 2, 1] | |
>>> signal.TransferFunction(num, den) | |
TransferFunctionContinuous( | |
array([ 1., 3., 3.]), | |
array([ 1., 2., 1.]), | |
dt: None | |
) | |
""" | |
def to_discrete(self, dt, method='zoh', alpha=None): | |
""" | |
Returns the discretized `TransferFunction` system. | |
Parameters: See `cont2discrete` for details. | |
Returns | |
------- | |
sys: instance of `dlti` and `StateSpace` | |
""" | |
return TransferFunction(*cont2discrete((self.num, self.den), | |
dt, | |
method=method, | |
alpha=alpha)[:-1], | |
dt=dt) | |
class TransferFunctionDiscrete(TransferFunction, dlti): | |
r""" | |
Discrete-time Linear Time Invariant system in transfer function form. | |
Represents the system as the transfer function | |
:math:`H(z)=\sum_{i=0}^N b[N-i] z^i / \sum_{j=0}^M a[M-j] z^j`, where | |
:math:`b` are elements of the numerator `num`, :math:`a` are elements of | |
the denominator `den`, and ``N == len(b) - 1``, ``M == len(a) - 1``. | |
Discrete-time `TransferFunction` systems inherit additional functionality | |
from the `dlti` class. | |
Parameters | |
---------- | |
*system: arguments | |
The `TransferFunction` class can be instantiated with 1 or 2 | |
arguments. The following gives the number of input arguments and their | |
interpretation: | |
* 1: `dlti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 2: array_like: (numerator, denominator) | |
dt: float, optional | |
Sampling time [s] of the discrete-time systems. Defaults to `True` | |
(unspecified sampling time). Must be specified as a keyword argument, | |
for example, ``dt=0.1``. | |
See Also | |
-------- | |
ZerosPolesGain, StateSpace, dlti | |
tf2ss, tf2zpk, tf2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`TransferFunction` system representation (such as the `A`, `B`, `C`, `D` | |
state-space matrices) is very inefficient and may lead to numerical | |
inaccuracies. | |
If (numerator, denominator) is passed in for ``*system``, coefficients | |
for both the numerator and denominator should be specified in descending | |
exponent order (e.g., ``z^2 + 3z + 5`` would be represented as | |
``[1, 3, 5]``). | |
Examples | |
-------- | |
Construct the transfer function | |
:math:`H(z) = \frac{z^2 + 3z + 3}{z^2 + 2z + 1}` with a sampling time of | |
0.5 seconds: | |
>>> from scipy import signal | |
>>> num = [1, 3, 3] | |
>>> den = [1, 2, 1] | |
>>> signal.TransferFunction(num, den, dt=0.5) | |
TransferFunctionDiscrete( | |
array([ 1., 3., 3.]), | |
array([ 1., 2., 1.]), | |
dt: 0.5 | |
) | |
""" | |
pass | |
class ZerosPolesGain(LinearTimeInvariant): | |
r""" | |
Linear Time Invariant system class in zeros, poles, gain form. | |
Represents the system as the continuous- or discrete-time transfer function | |
:math:`H(s)=k \prod_i (s - z[i]) / \prod_j (s - p[j])`, where :math:`k` is | |
the `gain`, :math:`z` are the `zeros` and :math:`p` are the `poles`. | |
`ZerosPolesGain` systems inherit additional functionality from the `lti`, | |
respectively the `dlti` classes, depending on which system representation | |
is used. | |
Parameters | |
---------- | |
*system : arguments | |
The `ZerosPolesGain` class can be instantiated with 1 or 3 | |
arguments. The following gives the number of input arguments and their | |
interpretation: | |
* 1: `lti` or `dlti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 3: array_like: (zeros, poles, gain) | |
dt: float, optional | |
Sampling time [s] of the discrete-time systems. Defaults to `None` | |
(continuous-time). Must be specified as a keyword argument, for | |
example, ``dt=0.1``. | |
See Also | |
-------- | |
TransferFunction, StateSpace, lti, dlti | |
zpk2ss, zpk2tf, zpk2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`ZerosPolesGain` system representation (such as the `A`, `B`, `C`, `D` | |
state-space matrices) is very inefficient and may lead to numerical | |
inaccuracies. It is better to convert to the specific system | |
representation first. For example, call ``sys = sys.to_ss()`` before | |
accessing/changing the A, B, C, D system matrices. | |
Examples | |
-------- | |
Construct the transfer function | |
:math:`H(s) = \frac{5(s - 1)(s - 2)}{(s - 3)(s - 4)}`: | |
>>> from scipy import signal | |
>>> signal.ZerosPolesGain([1, 2], [3, 4], 5) | |
ZerosPolesGainContinuous( | |
array([1, 2]), | |
array([3, 4]), | |
5, | |
dt: None | |
) | |
Construct the transfer function | |
:math:`H(z) = \frac{5(z - 1)(z - 2)}{(z - 3)(z - 4)}` with a sampling time | |
of 0.1 seconds: | |
>>> signal.ZerosPolesGain([1, 2], [3, 4], 5, dt=0.1) | |
ZerosPolesGainDiscrete( | |
array([1, 2]), | |
array([3, 4]), | |
5, | |
dt: 0.1 | |
) | |
""" | |
def __new__(cls, *system, **kwargs): | |
"""Handle object conversion if input is an instance of `lti`""" | |
if len(system) == 1 and isinstance(system[0], LinearTimeInvariant): | |
return system[0].to_zpk() | |
# Choose whether to inherit from `lti` or from `dlti` | |
if cls is ZerosPolesGain: | |
if kwargs.get('dt') is None: | |
return ZerosPolesGainContinuous.__new__( | |
ZerosPolesGainContinuous, | |
*system, | |
**kwargs) | |
else: | |
return ZerosPolesGainDiscrete.__new__( | |
ZerosPolesGainDiscrete, | |
*system, | |
**kwargs | |
) | |
# No special conversion needed | |
return super().__new__(cls) | |
def __init__(self, *system, **kwargs): | |
"""Initialize the zeros, poles, gain system.""" | |
# Conversion of lti instances is handled in __new__ | |
if isinstance(system[0], LinearTimeInvariant): | |
return | |
super().__init__(**kwargs) | |
self._zeros = None | |
self._poles = None | |
self._gain = None | |
self.zeros, self.poles, self.gain = system | |
def __repr__(self): | |
"""Return representation of the `ZerosPolesGain` system.""" | |
return '{}(\n{},\n{},\n{},\ndt: {}\n)'.format( | |
self.__class__.__name__, | |
repr(self.zeros), | |
repr(self.poles), | |
repr(self.gain), | |
repr(self.dt), | |
) | |
def zeros(self): | |
"""Zeros of the `ZerosPolesGain` system.""" | |
return self._zeros | |
def zeros(self, zeros): | |
self._zeros = atleast_1d(zeros) | |
# Update dimensions | |
if len(self.zeros.shape) > 1: | |
self.outputs, self.inputs = self.zeros.shape | |
else: | |
self.outputs = 1 | |
self.inputs = 1 | |
def poles(self): | |
"""Poles of the `ZerosPolesGain` system.""" | |
return self._poles | |
def poles(self, poles): | |
self._poles = atleast_1d(poles) | |
def gain(self): | |
"""Gain of the `ZerosPolesGain` system.""" | |
return self._gain | |
def gain(self, gain): | |
self._gain = gain | |
def _copy(self, system): | |
""" | |
Copy the parameters of another `ZerosPolesGain` system. | |
Parameters | |
---------- | |
system : instance of `ZerosPolesGain` | |
The zeros, poles gain system that is to be copied | |
""" | |
self.poles = system.poles | |
self.zeros = system.zeros | |
self.gain = system.gain | |
def to_tf(self): | |
""" | |
Convert system representation to `TransferFunction`. | |
Returns | |
------- | |
sys : instance of `TransferFunction` | |
Transfer function of the current system | |
""" | |
return TransferFunction(*zpk2tf(self.zeros, self.poles, self.gain), | |
**self._dt_dict) | |
def to_zpk(self): | |
""" | |
Return a copy of the current 'ZerosPolesGain' system. | |
Returns | |
------- | |
sys : instance of `ZerosPolesGain` | |
The current system (copy) | |
""" | |
return copy.deepcopy(self) | |
def to_ss(self): | |
""" | |
Convert system representation to `StateSpace`. | |
Returns | |
------- | |
sys : instance of `StateSpace` | |
State space model of the current system | |
""" | |
return StateSpace(*zpk2ss(self.zeros, self.poles, self.gain), | |
**self._dt_dict) | |
class ZerosPolesGainContinuous(ZerosPolesGain, lti): | |
r""" | |
Continuous-time Linear Time Invariant system in zeros, poles, gain form. | |
Represents the system as the continuous time transfer function | |
:math:`H(s)=k \prod_i (s - z[i]) / \prod_j (s - p[j])`, where :math:`k` is | |
the `gain`, :math:`z` are the `zeros` and :math:`p` are the `poles`. | |
Continuous-time `ZerosPolesGain` systems inherit additional functionality | |
from the `lti` class. | |
Parameters | |
---------- | |
*system : arguments | |
The `ZerosPolesGain` class can be instantiated with 1 or 3 | |
arguments. The following gives the number of input arguments and their | |
interpretation: | |
* 1: `lti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 3: array_like: (zeros, poles, gain) | |
See Also | |
-------- | |
TransferFunction, StateSpace, lti | |
zpk2ss, zpk2tf, zpk2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`ZerosPolesGain` system representation (such as the `A`, `B`, `C`, `D` | |
state-space matrices) is very inefficient and may lead to numerical | |
inaccuracies. It is better to convert to the specific system | |
representation first. For example, call ``sys = sys.to_ss()`` before | |
accessing/changing the A, B, C, D system matrices. | |
Examples | |
-------- | |
Construct the transfer function | |
:math:`H(s)=\frac{5(s - 1)(s - 2)}{(s - 3)(s - 4)}`: | |
>>> from scipy import signal | |
>>> signal.ZerosPolesGain([1, 2], [3, 4], 5) | |
ZerosPolesGainContinuous( | |
array([1, 2]), | |
array([3, 4]), | |
5, | |
dt: None | |
) | |
""" | |
def to_discrete(self, dt, method='zoh', alpha=None): | |
""" | |
Returns the discretized `ZerosPolesGain` system. | |
Parameters: See `cont2discrete` for details. | |
Returns | |
------- | |
sys: instance of `dlti` and `ZerosPolesGain` | |
""" | |
return ZerosPolesGain( | |
*cont2discrete((self.zeros, self.poles, self.gain), | |
dt, | |
method=method, | |
alpha=alpha)[:-1], | |
dt=dt) | |
class ZerosPolesGainDiscrete(ZerosPolesGain, dlti): | |
r""" | |
Discrete-time Linear Time Invariant system in zeros, poles, gain form. | |
Represents the system as the discrete-time transfer function | |
:math:`H(z)=k \prod_i (z - q[i]) / \prod_j (z - p[j])`, where :math:`k` is | |
the `gain`, :math:`q` are the `zeros` and :math:`p` are the `poles`. | |
Discrete-time `ZerosPolesGain` systems inherit additional functionality | |
from the `dlti` class. | |
Parameters | |
---------- | |
*system : arguments | |
The `ZerosPolesGain` class can be instantiated with 1 or 3 | |
arguments. The following gives the number of input arguments and their | |
interpretation: | |
* 1: `dlti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 3: array_like: (zeros, poles, gain) | |
dt: float, optional | |
Sampling time [s] of the discrete-time systems. Defaults to `True` | |
(unspecified sampling time). Must be specified as a keyword argument, | |
for example, ``dt=0.1``. | |
See Also | |
-------- | |
TransferFunction, StateSpace, dlti | |
zpk2ss, zpk2tf, zpk2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`ZerosPolesGain` system representation (such as the `A`, `B`, `C`, `D` | |
state-space matrices) is very inefficient and may lead to numerical | |
inaccuracies. It is better to convert to the specific system | |
representation first. For example, call ``sys = sys.to_ss()`` before | |
accessing/changing the A, B, C, D system matrices. | |
Examples | |
-------- | |
Construct the transfer function | |
:math:`H(s) = \frac{5(s - 1)(s - 2)}{(s - 3)(s - 4)}`: | |
>>> from scipy import signal | |
>>> signal.ZerosPolesGain([1, 2], [3, 4], 5) | |
ZerosPolesGainContinuous( | |
array([1, 2]), | |
array([3, 4]), | |
5, | |
dt: None | |
) | |
Construct the transfer function | |
:math:`H(z) = \frac{5(z - 1)(z - 2)}{(z - 3)(z - 4)}` with a sampling time | |
of 0.1 seconds: | |
>>> signal.ZerosPolesGain([1, 2], [3, 4], 5, dt=0.1) | |
ZerosPolesGainDiscrete( | |
array([1, 2]), | |
array([3, 4]), | |
5, | |
dt: 0.1 | |
) | |
""" | |
pass | |
class StateSpace(LinearTimeInvariant): | |
r""" | |
Linear Time Invariant system in state-space form. | |
Represents the system as the continuous-time, first order differential | |
equation :math:`\dot{x} = A x + B u` or the discrete-time difference | |
equation :math:`x[k+1] = A x[k] + B u[k]`. `StateSpace` systems | |
inherit additional functionality from the `lti`, respectively the `dlti` | |
classes, depending on which system representation is used. | |
Parameters | |
---------- | |
*system: arguments | |
The `StateSpace` class can be instantiated with 1 or 4 arguments. | |
The following gives the number of input arguments and their | |
interpretation: | |
* 1: `lti` or `dlti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 4: array_like: (A, B, C, D) | |
dt: float, optional | |
Sampling time [s] of the discrete-time systems. Defaults to `None` | |
(continuous-time). Must be specified as a keyword argument, for | |
example, ``dt=0.1``. | |
See Also | |
-------- | |
TransferFunction, ZerosPolesGain, lti, dlti | |
ss2zpk, ss2tf, zpk2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`StateSpace` system representation (such as `zeros` or `poles`) is very | |
inefficient and may lead to numerical inaccuracies. It is better to | |
convert to the specific system representation first. For example, call | |
``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> import numpy as np | |
>>> a = np.array([[0, 1], [0, 0]]) | |
>>> b = np.array([[0], [1]]) | |
>>> c = np.array([[1, 0]]) | |
>>> d = np.array([[0]]) | |
>>> sys = signal.StateSpace(a, b, c, d) | |
>>> print(sys) | |
StateSpaceContinuous( | |
array([[0, 1], | |
[0, 0]]), | |
array([[0], | |
[1]]), | |
array([[1, 0]]), | |
array([[0]]), | |
dt: None | |
) | |
>>> sys.to_discrete(0.1) | |
StateSpaceDiscrete( | |
array([[1. , 0.1], | |
[0. , 1. ]]), | |
array([[0.005], | |
[0.1 ]]), | |
array([[1, 0]]), | |
array([[0]]), | |
dt: 0.1 | |
) | |
>>> a = np.array([[1, 0.1], [0, 1]]) | |
>>> b = np.array([[0.005], [0.1]]) | |
>>> signal.StateSpace(a, b, c, d, dt=0.1) | |
StateSpaceDiscrete( | |
array([[1. , 0.1], | |
[0. , 1. ]]), | |
array([[0.005], | |
[0.1 ]]), | |
array([[1, 0]]), | |
array([[0]]), | |
dt: 0.1 | |
) | |
""" | |
# Override NumPy binary operations and ufuncs | |
__array_priority__ = 100.0 | |
__array_ufunc__ = None | |
def __new__(cls, *system, **kwargs): | |
"""Create new StateSpace object and settle inheritance.""" | |
# Handle object conversion if input is an instance of `lti` | |
if len(system) == 1 and isinstance(system[0], LinearTimeInvariant): | |
return system[0].to_ss() | |
# Choose whether to inherit from `lti` or from `dlti` | |
if cls is StateSpace: | |
if kwargs.get('dt') is None: | |
return StateSpaceContinuous.__new__(StateSpaceContinuous, | |
*system, **kwargs) | |
else: | |
return StateSpaceDiscrete.__new__(StateSpaceDiscrete, | |
*system, **kwargs) | |
# No special conversion needed | |
return super().__new__(cls) | |
def __init__(self, *system, **kwargs): | |
"""Initialize the state space lti/dlti system.""" | |
# Conversion of lti instances is handled in __new__ | |
if isinstance(system[0], LinearTimeInvariant): | |
return | |
# Remove system arguments, not needed by parents anymore | |
super().__init__(**kwargs) | |
self._A = None | |
self._B = None | |
self._C = None | |
self._D = None | |
self.A, self.B, self.C, self.D = abcd_normalize(*system) | |
def __repr__(self): | |
"""Return representation of the `StateSpace` system.""" | |
return '{}(\n{},\n{},\n{},\n{},\ndt: {}\n)'.format( | |
self.__class__.__name__, | |
repr(self.A), | |
repr(self.B), | |
repr(self.C), | |
repr(self.D), | |
repr(self.dt), | |
) | |
def _check_binop_other(self, other): | |
return isinstance(other, (StateSpace, np.ndarray, float, complex, | |
np.number, int)) | |
def __mul__(self, other): | |
""" | |
Post-multiply another system or a scalar | |
Handles multiplication of systems in the sense of a frequency domain | |
multiplication. That means, given two systems E1(s) and E2(s), their | |
multiplication, H(s) = E1(s) * E2(s), means that applying H(s) to U(s) | |
is equivalent to first applying E2(s), and then E1(s). | |
Notes | |
----- | |
For SISO systems the order of system application does not matter. | |
However, for MIMO systems, where the two systems are matrices, the | |
order above ensures standard Matrix multiplication rules apply. | |
""" | |
if not self._check_binop_other(other): | |
return NotImplemented | |
if isinstance(other, StateSpace): | |
# Disallow mix of discrete and continuous systems. | |
if type(other) is not type(self): | |
return NotImplemented | |
if self.dt != other.dt: | |
raise TypeError('Cannot multiply systems with different `dt`.') | |
n1 = self.A.shape[0] | |
n2 = other.A.shape[0] | |
# Interconnection of systems | |
# x1' = A1 x1 + B1 u1 | |
# y1 = C1 x1 + D1 u1 | |
# x2' = A2 x2 + B2 y1 | |
# y2 = C2 x2 + D2 y1 | |
# | |
# Plugging in with u1 = y2 yields | |
# [x1'] [A1 B1*C2 ] [x1] [B1*D2] | |
# [x2'] = [0 A2 ] [x2] + [B2 ] u2 | |
# [x1] | |
# y2 = [C1 D1*C2] [x2] + D1*D2 u2 | |
a = np.vstack((np.hstack((self.A, np.dot(self.B, other.C))), | |
np.hstack((zeros((n2, n1)), other.A)))) | |
b = np.vstack((np.dot(self.B, other.D), other.B)) | |
c = np.hstack((self.C, np.dot(self.D, other.C))) | |
d = np.dot(self.D, other.D) | |
else: | |
# Assume that other is a scalar / matrix | |
# For post multiplication the input gets scaled | |
a = self.A | |
b = np.dot(self.B, other) | |
c = self.C | |
d = np.dot(self.D, other) | |
common_dtype = np.result_type(a.dtype, b.dtype, c.dtype, d.dtype) | |
return StateSpace(np.asarray(a, dtype=common_dtype), | |
np.asarray(b, dtype=common_dtype), | |
np.asarray(c, dtype=common_dtype), | |
np.asarray(d, dtype=common_dtype), | |
**self._dt_dict) | |
def __rmul__(self, other): | |
"""Pre-multiply a scalar or matrix (but not StateSpace)""" | |
if not self._check_binop_other(other) or isinstance(other, StateSpace): | |
return NotImplemented | |
# For pre-multiplication only the output gets scaled | |
a = self.A | |
b = self.B | |
c = np.dot(other, self.C) | |
d = np.dot(other, self.D) | |
common_dtype = np.result_type(a.dtype, b.dtype, c.dtype, d.dtype) | |
return StateSpace(np.asarray(a, dtype=common_dtype), | |
np.asarray(b, dtype=common_dtype), | |
np.asarray(c, dtype=common_dtype), | |
np.asarray(d, dtype=common_dtype), | |
**self._dt_dict) | |
def __neg__(self): | |
"""Negate the system (equivalent to pre-multiplying by -1).""" | |
return StateSpace(self.A, self.B, -self.C, -self.D, **self._dt_dict) | |
def __add__(self, other): | |
""" | |
Adds two systems in the sense of frequency domain addition. | |
""" | |
if not self._check_binop_other(other): | |
return NotImplemented | |
if isinstance(other, StateSpace): | |
# Disallow mix of discrete and continuous systems. | |
if type(other) is not type(self): | |
raise TypeError(f'Cannot add {type(self)} and {type(other)}') | |
if self.dt != other.dt: | |
raise TypeError('Cannot add systems with different `dt`.') | |
# Interconnection of systems | |
# x1' = A1 x1 + B1 u | |
# y1 = C1 x1 + D1 u | |
# x2' = A2 x2 + B2 u | |
# y2 = C2 x2 + D2 u | |
# y = y1 + y2 | |
# | |
# Plugging in yields | |
# [x1'] [A1 0 ] [x1] [B1] | |
# [x2'] = [0 A2] [x2] + [B2] u | |
# [x1] | |
# y = [C1 C2] [x2] + [D1 + D2] u | |
a = linalg.block_diag(self.A, other.A) | |
b = np.vstack((self.B, other.B)) | |
c = np.hstack((self.C, other.C)) | |
d = self.D + other.D | |
else: | |
other = np.atleast_2d(other) | |
if self.D.shape == other.shape: | |
# A scalar/matrix is really just a static system (A=0, B=0, C=0) | |
a = self.A | |
b = self.B | |
c = self.C | |
d = self.D + other | |
else: | |
raise ValueError("Cannot add systems with incompatible " | |
f"dimensions ({self.D.shape} and {other.shape})") | |
common_dtype = np.result_type(a.dtype, b.dtype, c.dtype, d.dtype) | |
return StateSpace(np.asarray(a, dtype=common_dtype), | |
np.asarray(b, dtype=common_dtype), | |
np.asarray(c, dtype=common_dtype), | |
np.asarray(d, dtype=common_dtype), | |
**self._dt_dict) | |
def __sub__(self, other): | |
if not self._check_binop_other(other): | |
return NotImplemented | |
return self.__add__(-other) | |
def __radd__(self, other): | |
if not self._check_binop_other(other): | |
return NotImplemented | |
return self.__add__(other) | |
def __rsub__(self, other): | |
if not self._check_binop_other(other): | |
return NotImplemented | |
return (-self).__add__(other) | |
def __truediv__(self, other): | |
""" | |
Divide by a scalar | |
""" | |
# Division by non-StateSpace scalars | |
if not self._check_binop_other(other) or isinstance(other, StateSpace): | |
return NotImplemented | |
if isinstance(other, np.ndarray) and other.ndim > 0: | |
# It's ambiguous what this means, so disallow it | |
raise ValueError("Cannot divide StateSpace by non-scalar numpy arrays") | |
return self.__mul__(1/other) | |
def A(self): | |
"""State matrix of the `StateSpace` system.""" | |
return self._A | |
def A(self, A): | |
self._A = _atleast_2d_or_none(A) | |
def B(self): | |
"""Input matrix of the `StateSpace` system.""" | |
return self._B | |
def B(self, B): | |
self._B = _atleast_2d_or_none(B) | |
self.inputs = self.B.shape[-1] | |
def C(self): | |
"""Output matrix of the `StateSpace` system.""" | |
return self._C | |
def C(self, C): | |
self._C = _atleast_2d_or_none(C) | |
self.outputs = self.C.shape[0] | |
def D(self): | |
"""Feedthrough matrix of the `StateSpace` system.""" | |
return self._D | |
def D(self, D): | |
self._D = _atleast_2d_or_none(D) | |
def _copy(self, system): | |
""" | |
Copy the parameters of another `StateSpace` system. | |
Parameters | |
---------- | |
system : instance of `StateSpace` | |
The state-space system that is to be copied | |
""" | |
self.A = system.A | |
self.B = system.B | |
self.C = system.C | |
self.D = system.D | |
def to_tf(self, **kwargs): | |
""" | |
Convert system representation to `TransferFunction`. | |
Parameters | |
---------- | |
kwargs : dict, optional | |
Additional keywords passed to `ss2zpk` | |
Returns | |
------- | |
sys : instance of `TransferFunction` | |
Transfer function of the current system | |
""" | |
return TransferFunction(*ss2tf(self._A, self._B, self._C, self._D, | |
**kwargs), **self._dt_dict) | |
def to_zpk(self, **kwargs): | |
""" | |
Convert system representation to `ZerosPolesGain`. | |
Parameters | |
---------- | |
kwargs : dict, optional | |
Additional keywords passed to `ss2zpk` | |
Returns | |
------- | |
sys : instance of `ZerosPolesGain` | |
Zeros, poles, gain representation of the current system | |
""" | |
return ZerosPolesGain(*ss2zpk(self._A, self._B, self._C, self._D, | |
**kwargs), **self._dt_dict) | |
def to_ss(self): | |
""" | |
Return a copy of the current `StateSpace` system. | |
Returns | |
------- | |
sys : instance of `StateSpace` | |
The current system (copy) | |
""" | |
return copy.deepcopy(self) | |
class StateSpaceContinuous(StateSpace, lti): | |
r""" | |
Continuous-time Linear Time Invariant system in state-space form. | |
Represents the system as the continuous-time, first order differential | |
equation :math:`\dot{x} = A x + B u`. | |
Continuous-time `StateSpace` systems inherit additional functionality | |
from the `lti` class. | |
Parameters | |
---------- | |
*system: arguments | |
The `StateSpace` class can be instantiated with 1 or 3 arguments. | |
The following gives the number of input arguments and their | |
interpretation: | |
* 1: `lti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 4: array_like: (A, B, C, D) | |
See Also | |
-------- | |
TransferFunction, ZerosPolesGain, lti | |
ss2zpk, ss2tf, zpk2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`StateSpace` system representation (such as `zeros` or `poles`) is very | |
inefficient and may lead to numerical inaccuracies. It is better to | |
convert to the specific system representation first. For example, call | |
``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> a = np.array([[0, 1], [0, 0]]) | |
>>> b = np.array([[0], [1]]) | |
>>> c = np.array([[1, 0]]) | |
>>> d = np.array([[0]]) | |
>>> sys = signal.StateSpace(a, b, c, d) | |
>>> print(sys) | |
StateSpaceContinuous( | |
array([[0, 1], | |
[0, 0]]), | |
array([[0], | |
[1]]), | |
array([[1, 0]]), | |
array([[0]]), | |
dt: None | |
) | |
""" | |
def to_discrete(self, dt, method='zoh', alpha=None): | |
""" | |
Returns the discretized `StateSpace` system. | |
Parameters: See `cont2discrete` for details. | |
Returns | |
------- | |
sys: instance of `dlti` and `StateSpace` | |
""" | |
return StateSpace(*cont2discrete((self.A, self.B, self.C, self.D), | |
dt, | |
method=method, | |
alpha=alpha)[:-1], | |
dt=dt) | |
class StateSpaceDiscrete(StateSpace, dlti): | |
r""" | |
Discrete-time Linear Time Invariant system in state-space form. | |
Represents the system as the discrete-time difference equation | |
:math:`x[k+1] = A x[k] + B u[k]`. | |
`StateSpace` systems inherit additional functionality from the `dlti` | |
class. | |
Parameters | |
---------- | |
*system: arguments | |
The `StateSpace` class can be instantiated with 1 or 3 arguments. | |
The following gives the number of input arguments and their | |
interpretation: | |
* 1: `dlti` system: (`StateSpace`, `TransferFunction` or | |
`ZerosPolesGain`) | |
* 4: array_like: (A, B, C, D) | |
dt: float, optional | |
Sampling time [s] of the discrete-time systems. Defaults to `True` | |
(unspecified sampling time). Must be specified as a keyword argument, | |
for example, ``dt=0.1``. | |
See Also | |
-------- | |
TransferFunction, ZerosPolesGain, dlti | |
ss2zpk, ss2tf, zpk2sos | |
Notes | |
----- | |
Changing the value of properties that are not part of the | |
`StateSpace` system representation (such as `zeros` or `poles`) is very | |
inefficient and may lead to numerical inaccuracies. It is better to | |
convert to the specific system representation first. For example, call | |
``sys = sys.to_zpk()`` before accessing/changing the zeros, poles or gain. | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> a = np.array([[1, 0.1], [0, 1]]) | |
>>> b = np.array([[0.005], [0.1]]) | |
>>> c = np.array([[1, 0]]) | |
>>> d = np.array([[0]]) | |
>>> signal.StateSpace(a, b, c, d, dt=0.1) | |
StateSpaceDiscrete( | |
array([[ 1. , 0.1], | |
[ 0. , 1. ]]), | |
array([[ 0.005], | |
[ 0.1 ]]), | |
array([[1, 0]]), | |
array([[0]]), | |
dt: 0.1 | |
) | |
""" | |
pass | |
def lsim(system, U, T, X0=None, interp=True): | |
""" | |
Simulate output of a continuous-time linear system. | |
Parameters | |
---------- | |
system : an instance of the LTI class or a tuple describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1: (instance of `lti`) | |
* 2: (num, den) | |
* 3: (zeros, poles, gain) | |
* 4: (A, B, C, D) | |
U : array_like | |
An input array describing the input at each time `T` | |
(interpolation is assumed between given times). If there are | |
multiple inputs, then each column of the rank-2 array | |
represents an input. If U = 0 or None, a zero input is used. | |
T : array_like | |
The time steps at which the input is defined and at which the | |
output is desired. Must be nonnegative, increasing, and equally spaced. | |
X0 : array_like, optional | |
The initial conditions on the state vector (zero by default). | |
interp : bool, optional | |
Whether to use linear (True, the default) or zero-order-hold (False) | |
interpolation for the input array. | |
Returns | |
------- | |
T : 1D ndarray | |
Time values for the output. | |
yout : 1D ndarray | |
System response. | |
xout : ndarray | |
Time evolution of the state vector. | |
Notes | |
----- | |
If (num, den) is passed in for ``system``, coefficients for both the | |
numerator and denominator should be specified in descending exponent | |
order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). | |
Examples | |
-------- | |
We'll use `lsim` to simulate an analog Bessel filter applied to | |
a signal. | |
>>> import numpy as np | |
>>> from scipy.signal import bessel, lsim | |
>>> import matplotlib.pyplot as plt | |
Create a low-pass Bessel filter with a cutoff of 12 Hz. | |
>>> b, a = bessel(N=5, Wn=2*np.pi*12, btype='lowpass', analog=True) | |
Generate data to which the filter is applied. | |
>>> t = np.linspace(0, 1.25, 500, endpoint=False) | |
The input signal is the sum of three sinusoidal curves, with | |
frequencies 4 Hz, 40 Hz, and 80 Hz. The filter should mostly | |
eliminate the 40 Hz and 80 Hz components, leaving just the 4 Hz signal. | |
>>> u = (np.cos(2*np.pi*4*t) + 0.6*np.sin(2*np.pi*40*t) + | |
... 0.5*np.cos(2*np.pi*80*t)) | |
Simulate the filter with `lsim`. | |
>>> tout, yout, xout = lsim((b, a), U=u, T=t) | |
Plot the result. | |
>>> plt.plot(t, u, 'r', alpha=0.5, linewidth=1, label='input') | |
>>> plt.plot(tout, yout, 'k', linewidth=1.5, label='output') | |
>>> plt.legend(loc='best', shadow=True, framealpha=1) | |
>>> plt.grid(alpha=0.3) | |
>>> plt.xlabel('t') | |
>>> plt.show() | |
In a second example, we simulate a double integrator ``y'' = u``, with | |
a constant input ``u = 1``. We'll use the state space representation | |
of the integrator. | |
>>> from scipy.signal import lti | |
>>> A = np.array([[0.0, 1.0], [0.0, 0.0]]) | |
>>> B = np.array([[0.0], [1.0]]) | |
>>> C = np.array([[1.0, 0.0]]) | |
>>> D = 0.0 | |
>>> system = lti(A, B, C, D) | |
`t` and `u` define the time and input signal for the system to | |
be simulated. | |
>>> t = np.linspace(0, 5, num=50) | |
>>> u = np.ones_like(t) | |
Compute the simulation, and then plot `y`. As expected, the plot shows | |
the curve ``y = 0.5*t**2``. | |
>>> tout, y, x = lsim(system, u, t) | |
>>> plt.plot(t, y) | |
>>> plt.grid(alpha=0.3) | |
>>> plt.xlabel('t') | |
>>> plt.show() | |
""" | |
if isinstance(system, lti): | |
sys = system._as_ss() | |
elif isinstance(system, dlti): | |
raise AttributeError('lsim can only be used with continuous-time ' | |
'systems.') | |
else: | |
sys = lti(*system)._as_ss() | |
T = atleast_1d(T) | |
if len(T.shape) != 1: | |
raise ValueError("T must be a rank-1 array.") | |
A, B, C, D = map(np.asarray, (sys.A, sys.B, sys.C, sys.D)) | |
n_states = A.shape[0] | |
n_inputs = B.shape[1] | |
n_steps = T.size | |
if X0 is None: | |
X0 = zeros(n_states, sys.A.dtype) | |
xout = np.empty((n_steps, n_states), sys.A.dtype) | |
if T[0] == 0: | |
xout[0] = X0 | |
elif T[0] > 0: | |
# step forward to initial time, with zero input | |
xout[0] = dot(X0, linalg.expm(transpose(A) * T[0])) | |
else: | |
raise ValueError("Initial time must be nonnegative") | |
no_input = (U is None or | |
(isinstance(U, (int, float)) and U == 0.) or | |
not np.any(U)) | |
if n_steps == 1: | |
yout = squeeze(xout @ C.T) | |
if not no_input: | |
yout += squeeze(U @ D.T) | |
return T, yout, squeeze(xout) | |
dt = T[1] - T[0] | |
if not np.allclose(np.diff(T), dt): | |
raise ValueError("Time steps are not equally spaced.") | |
if no_input: | |
# Zero input: just use matrix exponential | |
# take transpose because state is a row vector | |
expAT_dt = linalg.expm(A.T * dt) | |
for i in range(1, n_steps): | |
xout[i] = xout[i-1] @ expAT_dt | |
yout = squeeze(xout @ C.T) | |
return T, yout, squeeze(xout) | |
# Nonzero input | |
U = atleast_1d(U) | |
if U.ndim == 1: | |
U = U[:, np.newaxis] | |
if U.shape[0] != n_steps: | |
raise ValueError("U must have the same number of rows " | |
"as elements in T.") | |
if U.shape[1] != n_inputs: | |
raise ValueError("System does not define that many inputs.") | |
if not interp: | |
# Zero-order hold | |
# Algorithm: to integrate from time 0 to time dt, we solve | |
# xdot = A x + B u, x(0) = x0 | |
# udot = 0, u(0) = u0. | |
# | |
# Solution is | |
# [ x(dt) ] [ A*dt B*dt ] [ x0 ] | |
# [ u(dt) ] = exp [ 0 0 ] [ u0 ] | |
M = np.vstack([np.hstack([A * dt, B * dt]), | |
np.zeros((n_inputs, n_states + n_inputs))]) | |
# transpose everything because the state and input are row vectors | |
expMT = linalg.expm(M.T) | |
Ad = expMT[:n_states, :n_states] | |
Bd = expMT[n_states:, :n_states] | |
for i in range(1, n_steps): | |
xout[i] = xout[i-1] @ Ad + U[i-1] @ Bd | |
else: | |
# Linear interpolation between steps | |
# Algorithm: to integrate from time 0 to time dt, with linear | |
# interpolation between inputs u(0) = u0 and u(dt) = u1, we solve | |
# xdot = A x + B u, x(0) = x0 | |
# udot = (u1 - u0) / dt, u(0) = u0. | |
# | |
# Solution is | |
# [ x(dt) ] [ A*dt B*dt 0 ] [ x0 ] | |
# [ u(dt) ] = exp [ 0 0 I ] [ u0 ] | |
# [u1 - u0] [ 0 0 0 ] [u1 - u0] | |
M = np.vstack([np.hstack([A * dt, B * dt, | |
np.zeros((n_states, n_inputs))]), | |
np.hstack([np.zeros((n_inputs, n_states + n_inputs)), | |
np.identity(n_inputs)]), | |
np.zeros((n_inputs, n_states + 2 * n_inputs))]) | |
expMT = linalg.expm(M.T) | |
Ad = expMT[:n_states, :n_states] | |
Bd1 = expMT[n_states+n_inputs:, :n_states] | |
Bd0 = expMT[n_states:n_states + n_inputs, :n_states] - Bd1 | |
for i in range(1, n_steps): | |
xout[i] = xout[i-1] @ Ad + U[i-1] @ Bd0 + U[i] @ Bd1 | |
yout = squeeze(xout @ C.T) + squeeze(U @ D.T) | |
return T, yout, squeeze(xout) | |
def _default_response_times(A, n): | |
"""Compute a reasonable set of time samples for the response time. | |
This function is used by `impulse` and `step` to compute the response time | |
when the `T` argument to the function is None. | |
Parameters | |
---------- | |
A : array_like | |
The system matrix, which is square. | |
n : int | |
The number of time samples to generate. | |
Returns | |
------- | |
t : ndarray | |
The 1-D array of length `n` of time samples at which the response | |
is to be computed. | |
""" | |
# Create a reasonable time interval. | |
# TODO: This could use some more work. | |
# For example, what is expected when the system is unstable? | |
vals = linalg.eigvals(A) | |
r = min(abs(real(vals))) | |
if r == 0.0: | |
r = 1.0 | |
tc = 1.0 / r | |
t = linspace(0.0, 7 * tc, n) | |
return t | |
def impulse(system, X0=None, T=None, N=None): | |
"""Impulse response of continuous-time system. | |
Parameters | |
---------- | |
system : an instance of the LTI class or a tuple of array_like | |
describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1 (instance of `lti`) | |
* 2 (num, den) | |
* 3 (zeros, poles, gain) | |
* 4 (A, B, C, D) | |
X0 : array_like, optional | |
Initial state-vector. Defaults to zero. | |
T : array_like, optional | |
Time points. Computed if not given. | |
N : int, optional | |
The number of time points to compute (if `T` is not given). | |
Returns | |
------- | |
T : ndarray | |
A 1-D array of time points. | |
yout : ndarray | |
A 1-D array containing the impulse response of the system (except for | |
singularities at zero). | |
Notes | |
----- | |
If (num, den) is passed in for ``system``, coefficients for both the | |
numerator and denominator should be specified in descending exponent | |
order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). | |
Examples | |
-------- | |
Compute the impulse response of a second order system with a repeated | |
root: ``x''(t) + 2*x'(t) + x(t) = u(t)`` | |
>>> from scipy import signal | |
>>> system = ([1.0], [1.0, 2.0, 1.0]) | |
>>> t, y = signal.impulse(system) | |
>>> import matplotlib.pyplot as plt | |
>>> plt.plot(t, y) | |
""" | |
if isinstance(system, lti): | |
sys = system._as_ss() | |
elif isinstance(system, dlti): | |
raise AttributeError('impulse can only be used with continuous-time ' | |
'systems.') | |
else: | |
sys = lti(*system)._as_ss() | |
if X0 is None: | |
X = squeeze(sys.B) | |
else: | |
X = squeeze(sys.B + X0) | |
if N is None: | |
N = 100 | |
if T is None: | |
T = _default_response_times(sys.A, N) | |
else: | |
T = asarray(T) | |
_, h, _ = lsim(sys, 0., T, X, interp=False) | |
return T, h | |
def step(system, X0=None, T=None, N=None): | |
"""Step response of continuous-time system. | |
Parameters | |
---------- | |
system : an instance of the LTI class or a tuple of array_like | |
describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1 (instance of `lti`) | |
* 2 (num, den) | |
* 3 (zeros, poles, gain) | |
* 4 (A, B, C, D) | |
X0 : array_like, optional | |
Initial state-vector (default is zero). | |
T : array_like, optional | |
Time points (computed if not given). | |
N : int, optional | |
Number of time points to compute if `T` is not given. | |
Returns | |
------- | |
T : 1D ndarray | |
Output time points. | |
yout : 1D ndarray | |
Step response of system. | |
Notes | |
----- | |
If (num, den) is passed in for ``system``, coefficients for both the | |
numerator and denominator should be specified in descending exponent | |
order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> lti = signal.lti([1.0], [1.0, 1.0]) | |
>>> t, y = signal.step(lti) | |
>>> plt.plot(t, y) | |
>>> plt.xlabel('Time [s]') | |
>>> plt.ylabel('Amplitude') | |
>>> plt.title('Step response for 1. Order Lowpass') | |
>>> plt.grid() | |
""" | |
if isinstance(system, lti): | |
sys = system._as_ss() | |
elif isinstance(system, dlti): | |
raise AttributeError('step can only be used with continuous-time ' | |
'systems.') | |
else: | |
sys = lti(*system)._as_ss() | |
if N is None: | |
N = 100 | |
if T is None: | |
T = _default_response_times(sys.A, N) | |
else: | |
T = asarray(T) | |
U = ones(T.shape, sys.A.dtype) | |
vals = lsim(sys, U, T, X0=X0, interp=False) | |
return vals[0], vals[1] | |
def bode(system, w=None, n=100): | |
""" | |
Calculate Bode magnitude and phase data of a continuous-time system. | |
Parameters | |
---------- | |
system : an instance of the LTI class or a tuple describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1 (instance of `lti`) | |
* 2 (num, den) | |
* 3 (zeros, poles, gain) | |
* 4 (A, B, C, D) | |
w : array_like, optional | |
Array of frequencies (in rad/s). Magnitude and phase data is calculated | |
for every value in this array. If not given a reasonable set will be | |
calculated. | |
n : int, optional | |
Number of frequency points to compute if `w` is not given. The `n` | |
frequencies are logarithmically spaced in an interval chosen to | |
include the influence of the poles and zeros of the system. | |
Returns | |
------- | |
w : 1D ndarray | |
Frequency array [rad/s] | |
mag : 1D ndarray | |
Magnitude array [dB] | |
phase : 1D ndarray | |
Phase array [deg] | |
Notes | |
----- | |
If (num, den) is passed in for ``system``, coefficients for both the | |
numerator and denominator should be specified in descending exponent | |
order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). | |
.. versionadded:: 0.11.0 | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> sys = signal.TransferFunction([1], [1, 1]) | |
>>> w, mag, phase = signal.bode(sys) | |
>>> plt.figure() | |
>>> plt.semilogx(w, mag) # Bode magnitude plot | |
>>> plt.figure() | |
>>> plt.semilogx(w, phase) # Bode phase plot | |
>>> plt.show() | |
""" | |
w, y = freqresp(system, w=w, n=n) | |
mag = 20.0 * numpy.log10(abs(y)) | |
phase = numpy.unwrap(numpy.arctan2(y.imag, y.real)) * 180.0 / numpy.pi | |
return w, mag, phase | |
def freqresp(system, w=None, n=10000): | |
r"""Calculate the frequency response of a continuous-time system. | |
Parameters | |
---------- | |
system : an instance of the `lti` class or a tuple describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1 (instance of `lti`) | |
* 2 (num, den) | |
* 3 (zeros, poles, gain) | |
* 4 (A, B, C, D) | |
w : array_like, optional | |
Array of frequencies (in rad/s). Magnitude and phase data is | |
calculated for every value in this array. If not given, a reasonable | |
set will be calculated. | |
n : int, optional | |
Number of frequency points to compute if `w` is not given. The `n` | |
frequencies are logarithmically spaced in an interval chosen to | |
include the influence of the poles and zeros of the system. | |
Returns | |
------- | |
w : 1D ndarray | |
Frequency array [rad/s] | |
H : 1D ndarray | |
Array of complex magnitude values | |
Notes | |
----- | |
If (num, den) is passed in for ``system``, coefficients for both the | |
numerator and denominator should be specified in descending exponent | |
order (e.g. ``s^2 + 3s + 5`` would be represented as ``[1, 3, 5]``). | |
Examples | |
-------- | |
Generating the Nyquist plot of a transfer function | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
Construct the transfer function :math:`H(s) = \frac{5}{(s-1)^3}`: | |
>>> s1 = signal.ZerosPolesGain([], [1, 1, 1], [5]) | |
>>> w, H = signal.freqresp(s1) | |
>>> plt.figure() | |
>>> plt.plot(H.real, H.imag, "b") | |
>>> plt.plot(H.real, -H.imag, "r") | |
>>> plt.show() | |
""" | |
if isinstance(system, lti): | |
if isinstance(system, (TransferFunction, ZerosPolesGain)): | |
sys = system | |
else: | |
sys = system._as_zpk() | |
elif isinstance(system, dlti): | |
raise AttributeError('freqresp can only be used with continuous-time ' | |
'systems.') | |
else: | |
sys = lti(*system)._as_zpk() | |
if sys.inputs != 1 or sys.outputs != 1: | |
raise ValueError("freqresp() requires a SISO (single input, single " | |
"output) system.") | |
if w is not None: | |
worN = w | |
else: | |
worN = n | |
if isinstance(sys, TransferFunction): | |
# In the call to freqs(), sys.num.ravel() is used because there are | |
# cases where sys.num is a 2-D array with a single row. | |
w, h = freqs(sys.num.ravel(), sys.den, worN=worN) | |
elif isinstance(sys, ZerosPolesGain): | |
w, h = freqs_zpk(sys.zeros, sys.poles, sys.gain, worN=worN) | |
return w, h | |
# This class will be used by place_poles to return its results | |
# see https://code.activestate.com/recipes/52308/ | |
class Bunch: | |
def __init__(self, **kwds): | |
self.__dict__.update(kwds) | |
def _valid_inputs(A, B, poles, method, rtol, maxiter): | |
""" | |
Check the poles come in complex conjugage pairs | |
Check shapes of A, B and poles are compatible. | |
Check the method chosen is compatible with provided poles | |
Return update method to use and ordered poles | |
""" | |
poles = np.asarray(poles) | |
if poles.ndim > 1: | |
raise ValueError("Poles must be a 1D array like.") | |
# Will raise ValueError if poles do not come in complex conjugates pairs | |
poles = _order_complex_poles(poles) | |
if A.ndim > 2: | |
raise ValueError("A must be a 2D array/matrix.") | |
if B.ndim > 2: | |
raise ValueError("B must be a 2D array/matrix") | |
if A.shape[0] != A.shape[1]: | |
raise ValueError("A must be square") | |
if len(poles) > A.shape[0]: | |
raise ValueError("maximum number of poles is %d but you asked for %d" % | |
(A.shape[0], len(poles))) | |
if len(poles) < A.shape[0]: | |
raise ValueError("number of poles is %d but you should provide %d" % | |
(len(poles), A.shape[0])) | |
r = np.linalg.matrix_rank(B) | |
for p in poles: | |
if sum(p == poles) > r: | |
raise ValueError("at least one of the requested pole is repeated " | |
"more than rank(B) times") | |
# Choose update method | |
update_loop = _YT_loop | |
if method not in ('KNV0','YT'): | |
raise ValueError("The method keyword must be one of 'YT' or 'KNV0'") | |
if method == "KNV0": | |
update_loop = _KNV0_loop | |
if not all(np.isreal(poles)): | |
raise ValueError("Complex poles are not supported by KNV0") | |
if maxiter < 1: | |
raise ValueError("maxiter must be at least equal to 1") | |
# We do not check rtol <= 0 as the user can use a negative rtol to | |
# force maxiter iterations | |
if rtol > 1: | |
raise ValueError("rtol can not be greater than 1") | |
return update_loop, poles | |
def _order_complex_poles(poles): | |
""" | |
Check we have complex conjugates pairs and reorder P according to YT, ie | |
real_poles, complex_i, conjugate complex_i, .... | |
The lexicographic sort on the complex poles is added to help the user to | |
compare sets of poles. | |
""" | |
ordered_poles = np.sort(poles[np.isreal(poles)]) | |
im_poles = [] | |
for p in np.sort(poles[np.imag(poles) < 0]): | |
if np.conj(p) in poles: | |
im_poles.extend((p, np.conj(p))) | |
ordered_poles = np.hstack((ordered_poles, im_poles)) | |
if poles.shape[0] != len(ordered_poles): | |
raise ValueError("Complex poles must come with their conjugates") | |
return ordered_poles | |
def _KNV0(B, ker_pole, transfer_matrix, j, poles): | |
""" | |
Algorithm "KNV0" Kautsky et Al. Robust pole | |
assignment in linear state feedback, Int journal of Control | |
1985, vol 41 p 1129->1155 | |
https://la.epfl.ch/files/content/sites/la/files/ | |
users/105941/public/KautskyNicholsDooren | |
""" | |
# Remove xj form the base | |
transfer_matrix_not_j = np.delete(transfer_matrix, j, axis=1) | |
# If we QR this matrix in full mode Q=Q0|Q1 | |
# then Q1 will be a single column orthogonnal to | |
# Q0, that's what we are looking for ! | |
# After merge of gh-4249 great speed improvements could be achieved | |
# using QR updates instead of full QR in the line below | |
# To debug with numpy qr uncomment the line below | |
# Q, R = np.linalg.qr(transfer_matrix_not_j, mode="complete") | |
Q, R = s_qr(transfer_matrix_not_j, mode="full") | |
mat_ker_pj = np.dot(ker_pole[j], ker_pole[j].T) | |
yj = np.dot(mat_ker_pj, Q[:, -1]) | |
# If Q[:, -1] is "almost" orthogonal to ker_pole[j] its | |
# projection into ker_pole[j] will yield a vector | |
# close to 0. As we are looking for a vector in ker_pole[j] | |
# simply stick with transfer_matrix[:, j] (unless someone provides me with | |
# a better choice ?) | |
if not np.allclose(yj, 0): | |
xj = yj/np.linalg.norm(yj) | |
transfer_matrix[:, j] = xj | |
# KNV does not support complex poles, using YT technique the two lines | |
# below seem to work 9 out of 10 times but it is not reliable enough: | |
# transfer_matrix[:, j]=real(xj) | |
# transfer_matrix[:, j+1]=imag(xj) | |
# Add this at the beginning of this function if you wish to test | |
# complex support: | |
# if ~np.isreal(P[j]) and (j>=B.shape[0]-1 or P[j]!=np.conj(P[j+1])): | |
# return | |
# Problems arise when imag(xj)=>0 I have no idea on how to fix this | |
def _YT_real(ker_pole, Q, transfer_matrix, i, j): | |
""" | |
Applies algorithm from YT section 6.1 page 19 related to real pairs | |
""" | |
# step 1 page 19 | |
u = Q[:, -2, np.newaxis] | |
v = Q[:, -1, np.newaxis] | |
# step 2 page 19 | |
m = np.dot(np.dot(ker_pole[i].T, np.dot(u, v.T) - | |
np.dot(v, u.T)), ker_pole[j]) | |
# step 3 page 19 | |
um, sm, vm = np.linalg.svd(m) | |
# mu1, mu2 two first columns of U => 2 first lines of U.T | |
mu1, mu2 = um.T[:2, :, np.newaxis] | |
# VM is V.T with numpy we want the first two lines of V.T | |
nu1, nu2 = vm[:2, :, np.newaxis] | |
# what follows is a rough python translation of the formulas | |
# in section 6.2 page 20 (step 4) | |
transfer_matrix_j_mo_transfer_matrix_j = np.vstack(( | |
transfer_matrix[:, i, np.newaxis], | |
transfer_matrix[:, j, np.newaxis])) | |
if not np.allclose(sm[0], sm[1]): | |
ker_pole_imo_mu1 = np.dot(ker_pole[i], mu1) | |
ker_pole_i_nu1 = np.dot(ker_pole[j], nu1) | |
ker_pole_mu_nu = np.vstack((ker_pole_imo_mu1, ker_pole_i_nu1)) | |
else: | |
ker_pole_ij = np.vstack(( | |
np.hstack((ker_pole[i], | |
np.zeros(ker_pole[i].shape))), | |
np.hstack((np.zeros(ker_pole[j].shape), | |
ker_pole[j])) | |
)) | |
mu_nu_matrix = np.vstack( | |
(np.hstack((mu1, mu2)), np.hstack((nu1, nu2))) | |
) | |
ker_pole_mu_nu = np.dot(ker_pole_ij, mu_nu_matrix) | |
transfer_matrix_ij = np.dot(np.dot(ker_pole_mu_nu, ker_pole_mu_nu.T), | |
transfer_matrix_j_mo_transfer_matrix_j) | |
if not np.allclose(transfer_matrix_ij, 0): | |
transfer_matrix_ij = (np.sqrt(2)*transfer_matrix_ij / | |
np.linalg.norm(transfer_matrix_ij)) | |
transfer_matrix[:, i] = transfer_matrix_ij[ | |
:transfer_matrix[:, i].shape[0], 0 | |
] | |
transfer_matrix[:, j] = transfer_matrix_ij[ | |
transfer_matrix[:, i].shape[0]:, 0 | |
] | |
else: | |
# As in knv0 if transfer_matrix_j_mo_transfer_matrix_j is orthogonal to | |
# Vect{ker_pole_mu_nu} assign transfer_matrixi/transfer_matrix_j to | |
# ker_pole_mu_nu and iterate. As we are looking for a vector in | |
# Vect{Matker_pole_MU_NU} (see section 6.1 page 19) this might help | |
# (that's a guess, not a claim !) | |
transfer_matrix[:, i] = ker_pole_mu_nu[ | |
:transfer_matrix[:, i].shape[0], 0 | |
] | |
transfer_matrix[:, j] = ker_pole_mu_nu[ | |
transfer_matrix[:, i].shape[0]:, 0 | |
] | |
def _YT_complex(ker_pole, Q, transfer_matrix, i, j): | |
""" | |
Applies algorithm from YT section 6.2 page 20 related to complex pairs | |
""" | |
# step 1 page 20 | |
ur = np.sqrt(2)*Q[:, -2, np.newaxis] | |
ui = np.sqrt(2)*Q[:, -1, np.newaxis] | |
u = ur + 1j*ui | |
# step 2 page 20 | |
ker_pole_ij = ker_pole[i] | |
m = np.dot(np.dot(np.conj(ker_pole_ij.T), np.dot(u, np.conj(u).T) - | |
np.dot(np.conj(u), u.T)), ker_pole_ij) | |
# step 3 page 20 | |
e_val, e_vec = np.linalg.eig(m) | |
# sort eigenvalues according to their module | |
e_val_idx = np.argsort(np.abs(e_val)) | |
mu1 = e_vec[:, e_val_idx[-1], np.newaxis] | |
mu2 = e_vec[:, e_val_idx[-2], np.newaxis] | |
# what follows is a rough python translation of the formulas | |
# in section 6.2 page 20 (step 4) | |
# remember transfer_matrix_i has been split as | |
# transfer_matrix[i]=real(transfer_matrix_i) and | |
# transfer_matrix[j]=imag(transfer_matrix_i) | |
transfer_matrix_j_mo_transfer_matrix_j = ( | |
transfer_matrix[:, i, np.newaxis] + | |
1j*transfer_matrix[:, j, np.newaxis] | |
) | |
if not np.allclose(np.abs(e_val[e_val_idx[-1]]), | |
np.abs(e_val[e_val_idx[-2]])): | |
ker_pole_mu = np.dot(ker_pole_ij, mu1) | |
else: | |
mu1_mu2_matrix = np.hstack((mu1, mu2)) | |
ker_pole_mu = np.dot(ker_pole_ij, mu1_mu2_matrix) | |
transfer_matrix_i_j = np.dot(np.dot(ker_pole_mu, np.conj(ker_pole_mu.T)), | |
transfer_matrix_j_mo_transfer_matrix_j) | |
if not np.allclose(transfer_matrix_i_j, 0): | |
transfer_matrix_i_j = (transfer_matrix_i_j / | |
np.linalg.norm(transfer_matrix_i_j)) | |
transfer_matrix[:, i] = np.real(transfer_matrix_i_j[:, 0]) | |
transfer_matrix[:, j] = np.imag(transfer_matrix_i_j[:, 0]) | |
else: | |
# same idea as in YT_real | |
transfer_matrix[:, i] = np.real(ker_pole_mu[:, 0]) | |
transfer_matrix[:, j] = np.imag(ker_pole_mu[:, 0]) | |
def _YT_loop(ker_pole, transfer_matrix, poles, B, maxiter, rtol): | |
""" | |
Algorithm "YT" Tits, Yang. Globally Convergent | |
Algorithms for Robust Pole Assignment by State Feedback | |
https://hdl.handle.net/1903/5598 | |
The poles P have to be sorted accordingly to section 6.2 page 20 | |
""" | |
# The IEEE edition of the YT paper gives useful information on the | |
# optimal update order for the real poles in order to minimize the number | |
# of times we have to loop over all poles, see page 1442 | |
nb_real = poles[np.isreal(poles)].shape[0] | |
# hnb => Half Nb Real | |
hnb = nb_real // 2 | |
# Stick to the indices in the paper and then remove one to get numpy array | |
# index it is a bit easier to link the code to the paper this way even if it | |
# is not very clean. The paper is unclear about what should be done when | |
# there is only one real pole => use KNV0 on this real pole seem to work | |
if nb_real > 0: | |
#update the biggest real pole with the smallest one | |
update_order = [[nb_real], [1]] | |
else: | |
update_order = [[],[]] | |
r_comp = np.arange(nb_real+1, len(poles)+1, 2) | |
# step 1.a | |
r_p = np.arange(1, hnb+nb_real % 2) | |
update_order[0].extend(2*r_p) | |
update_order[1].extend(2*r_p+1) | |
# step 1.b | |
update_order[0].extend(r_comp) | |
update_order[1].extend(r_comp+1) | |
# step 1.c | |
r_p = np.arange(1, hnb+1) | |
update_order[0].extend(2*r_p-1) | |
update_order[1].extend(2*r_p) | |
# step 1.d | |
if hnb == 0 and np.isreal(poles[0]): | |
update_order[0].append(1) | |
update_order[1].append(1) | |
update_order[0].extend(r_comp) | |
update_order[1].extend(r_comp+1) | |
# step 2.a | |
r_j = np.arange(2, hnb+nb_real % 2) | |
for j in r_j: | |
for i in range(1, hnb+1): | |
update_order[0].append(i) | |
update_order[1].append(i+j) | |
# step 2.b | |
if hnb == 0 and np.isreal(poles[0]): | |
update_order[0].append(1) | |
update_order[1].append(1) | |
update_order[0].extend(r_comp) | |
update_order[1].extend(r_comp+1) | |
# step 2.c | |
r_j = np.arange(2, hnb+nb_real % 2) | |
for j in r_j: | |
for i in range(hnb+1, nb_real+1): | |
idx_1 = i+j | |
if idx_1 > nb_real: | |
idx_1 = i+j-nb_real | |
update_order[0].append(i) | |
update_order[1].append(idx_1) | |
# step 2.d | |
if hnb == 0 and np.isreal(poles[0]): | |
update_order[0].append(1) | |
update_order[1].append(1) | |
update_order[0].extend(r_comp) | |
update_order[1].extend(r_comp+1) | |
# step 3.a | |
for i in range(1, hnb+1): | |
update_order[0].append(i) | |
update_order[1].append(i+hnb) | |
# step 3.b | |
if hnb == 0 and np.isreal(poles[0]): | |
update_order[0].append(1) | |
update_order[1].append(1) | |
update_order[0].extend(r_comp) | |
update_order[1].extend(r_comp+1) | |
update_order = np.array(update_order).T-1 | |
stop = False | |
nb_try = 0 | |
while nb_try < maxiter and not stop: | |
det_transfer_matrixb = np.abs(np.linalg.det(transfer_matrix)) | |
for i, j in update_order: | |
if i == j: | |
assert i == 0, "i!=0 for KNV call in YT" | |
assert np.isreal(poles[i]), "calling KNV on a complex pole" | |
_KNV0(B, ker_pole, transfer_matrix, i, poles) | |
else: | |
transfer_matrix_not_i_j = np.delete(transfer_matrix, (i, j), | |
axis=1) | |
# after merge of gh-4249 great speed improvements could be | |
# achieved using QR updates instead of full QR in the line below | |
#to debug with numpy qr uncomment the line below | |
#Q, _ = np.linalg.qr(transfer_matrix_not_i_j, mode="complete") | |
Q, _ = s_qr(transfer_matrix_not_i_j, mode="full") | |
if np.isreal(poles[i]): | |
assert np.isreal(poles[j]), "mixing real and complex " + \ | |
"in YT_real" + str(poles) | |
_YT_real(ker_pole, Q, transfer_matrix, i, j) | |
else: | |
assert ~np.isreal(poles[i]), "mixing real and complex " + \ | |
"in YT_real" + str(poles) | |
_YT_complex(ker_pole, Q, transfer_matrix, i, j) | |
det_transfer_matrix = np.max((np.sqrt(np.spacing(1)), | |
np.abs(np.linalg.det(transfer_matrix)))) | |
cur_rtol = np.abs( | |
(det_transfer_matrix - | |
det_transfer_matrixb) / | |
det_transfer_matrix) | |
if cur_rtol < rtol and det_transfer_matrix > np.sqrt(np.spacing(1)): | |
# Convergence test from YT page 21 | |
stop = True | |
nb_try += 1 | |
return stop, cur_rtol, nb_try | |
def _KNV0_loop(ker_pole, transfer_matrix, poles, B, maxiter, rtol): | |
""" | |
Loop over all poles one by one and apply KNV method 0 algorithm | |
""" | |
# This method is useful only because we need to be able to call | |
# _KNV0 from YT without looping over all poles, otherwise it would | |
# have been fine to mix _KNV0_loop and _KNV0 in a single function | |
stop = False | |
nb_try = 0 | |
while nb_try < maxiter and not stop: | |
det_transfer_matrixb = np.abs(np.linalg.det(transfer_matrix)) | |
for j in range(B.shape[0]): | |
_KNV0(B, ker_pole, transfer_matrix, j, poles) | |
det_transfer_matrix = np.max((np.sqrt(np.spacing(1)), | |
np.abs(np.linalg.det(transfer_matrix)))) | |
cur_rtol = np.abs((det_transfer_matrix - det_transfer_matrixb) / | |
det_transfer_matrix) | |
if cur_rtol < rtol and det_transfer_matrix > np.sqrt(np.spacing(1)): | |
# Convergence test from YT page 21 | |
stop = True | |
nb_try += 1 | |
return stop, cur_rtol, nb_try | |
def place_poles(A, B, poles, method="YT", rtol=1e-3, maxiter=30): | |
""" | |
Compute K such that eigenvalues (A - dot(B, K))=poles. | |
K is the gain matrix such as the plant described by the linear system | |
``AX+BU`` will have its closed-loop poles, i.e the eigenvalues ``A - B*K``, | |
as close as possible to those asked for in poles. | |
SISO, MISO and MIMO systems are supported. | |
Parameters | |
---------- | |
A, B : ndarray | |
State-space representation of linear system ``AX + BU``. | |
poles : array_like | |
Desired real poles and/or complex conjugates poles. | |
Complex poles are only supported with ``method="YT"`` (default). | |
method: {'YT', 'KNV0'}, optional | |
Which method to choose to find the gain matrix K. One of: | |
- 'YT': Yang Tits | |
- 'KNV0': Kautsky, Nichols, Van Dooren update method 0 | |
See References and Notes for details on the algorithms. | |
rtol: float, optional | |
After each iteration the determinant of the eigenvectors of | |
``A - B*K`` is compared to its previous value, when the relative | |
error between these two values becomes lower than `rtol` the algorithm | |
stops. Default is 1e-3. | |
maxiter: int, optional | |
Maximum number of iterations to compute the gain matrix. | |
Default is 30. | |
Returns | |
------- | |
full_state_feedback : Bunch object | |
full_state_feedback is composed of: | |
gain_matrix : 1-D ndarray | |
The closed loop matrix K such as the eigenvalues of ``A-BK`` | |
are as close as possible to the requested poles. | |
computed_poles : 1-D ndarray | |
The poles corresponding to ``A-BK`` sorted as first the real | |
poles in increasing order, then the complex congugates in | |
lexicographic order. | |
requested_poles : 1-D ndarray | |
The poles the algorithm was asked to place sorted as above, | |
they may differ from what was achieved. | |
X : 2-D ndarray | |
The transfer matrix such as ``X * diag(poles) = (A - B*K)*X`` | |
(see Notes) | |
rtol : float | |
The relative tolerance achieved on ``det(X)`` (see Notes). | |
`rtol` will be NaN if it is possible to solve the system | |
``diag(poles) = (A - B*K)``, or 0 when the optimization | |
algorithms can't do anything i.e when ``B.shape[1] == 1``. | |
nb_iter : int | |
The number of iterations performed before converging. | |
`nb_iter` will be NaN if it is possible to solve the system | |
``diag(poles) = (A - B*K)``, or 0 when the optimization | |
algorithms can't do anything i.e when ``B.shape[1] == 1``. | |
Notes | |
----- | |
The Tits and Yang (YT), [2]_ paper is an update of the original Kautsky et | |
al. (KNV) paper [1]_. KNV relies on rank-1 updates to find the transfer | |
matrix X such that ``X * diag(poles) = (A - B*K)*X``, whereas YT uses | |
rank-2 updates. This yields on average more robust solutions (see [2]_ | |
pp 21-22), furthermore the YT algorithm supports complex poles whereas KNV | |
does not in its original version. Only update method 0 proposed by KNV has | |
been implemented here, hence the name ``'KNV0'``. | |
KNV extended to complex poles is used in Matlab's ``place`` function, YT is | |
distributed under a non-free licence by Slicot under the name ``robpole``. | |
It is unclear and undocumented how KNV0 has been extended to complex poles | |
(Tits and Yang claim on page 14 of their paper that their method can not be | |
used to extend KNV to complex poles), therefore only YT supports them in | |
this implementation. | |
As the solution to the problem of pole placement is not unique for MIMO | |
systems, both methods start with a tentative transfer matrix which is | |
altered in various way to increase its determinant. Both methods have been | |
proven to converge to a stable solution, however depending on the way the | |
initial transfer matrix is chosen they will converge to different | |
solutions and therefore there is absolutely no guarantee that using | |
``'KNV0'`` will yield results similar to Matlab's or any other | |
implementation of these algorithms. | |
Using the default method ``'YT'`` should be fine in most cases; ``'KNV0'`` | |
is only provided because it is needed by ``'YT'`` in some specific cases. | |
Furthermore ``'YT'`` gives on average more robust results than ``'KNV0'`` | |
when ``abs(det(X))`` is used as a robustness indicator. | |
[2]_ is available as a technical report on the following URL: | |
https://hdl.handle.net/1903/5598 | |
References | |
---------- | |
.. [1] J. Kautsky, N.K. Nichols and P. van Dooren, "Robust pole assignment | |
in linear state feedback", International Journal of Control, Vol. 41 | |
pp. 1129-1155, 1985. | |
.. [2] A.L. Tits and Y. Yang, "Globally convergent algorithms for robust | |
pole assignment by state feedback", IEEE Transactions on Automatic | |
Control, Vol. 41, pp. 1432-1452, 1996. | |
Examples | |
-------- | |
A simple example demonstrating real pole placement using both KNV and YT | |
algorithms. This is example number 1 from section 4 of the reference KNV | |
publication ([1]_): | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> A = np.array([[ 1.380, -0.2077, 6.715, -5.676 ], | |
... [-0.5814, -4.290, 0, 0.6750 ], | |
... [ 1.067, 4.273, -6.654, 5.893 ], | |
... [ 0.0480, 4.273, 1.343, -2.104 ]]) | |
>>> B = np.array([[ 0, 5.679 ], | |
... [ 1.136, 1.136 ], | |
... [ 0, 0, ], | |
... [-3.146, 0 ]]) | |
>>> P = np.array([-0.2, -0.5, -5.0566, -8.6659]) | |
Now compute K with KNV method 0, with the default YT method and with the YT | |
method while forcing 100 iterations of the algorithm and print some results | |
after each call. | |
>>> fsf1 = signal.place_poles(A, B, P, method='KNV0') | |
>>> fsf1.gain_matrix | |
array([[ 0.20071427, -0.96665799, 0.24066128, -0.10279785], | |
[ 0.50587268, 0.57779091, 0.51795763, -0.41991442]]) | |
>>> fsf2 = signal.place_poles(A, B, P) # uses YT method | |
>>> fsf2.computed_poles | |
array([-8.6659, -5.0566, -0.5 , -0.2 ]) | |
>>> fsf3 = signal.place_poles(A, B, P, rtol=-1, maxiter=100) | |
>>> fsf3.X | |
array([[ 0.52072442+0.j, -0.08409372+0.j, -0.56847937+0.j, 0.74823657+0.j], | |
[-0.04977751+0.j, -0.80872954+0.j, 0.13566234+0.j, -0.29322906+0.j], | |
[-0.82266932+0.j, -0.19168026+0.j, -0.56348322+0.j, -0.43815060+0.j], | |
[ 0.22267347+0.j, 0.54967577+0.j, -0.58387806+0.j, -0.40271926+0.j]]) | |
The absolute value of the determinant of X is a good indicator to check the | |
robustness of the results, both ``'KNV0'`` and ``'YT'`` aim at maximizing | |
it. Below a comparison of the robustness of the results above: | |
>>> abs(np.linalg.det(fsf1.X)) < abs(np.linalg.det(fsf2.X)) | |
True | |
>>> abs(np.linalg.det(fsf2.X)) < abs(np.linalg.det(fsf3.X)) | |
True | |
Now a simple example for complex poles: | |
>>> A = np.array([[ 0, 7/3., 0, 0 ], | |
... [ 0, 0, 0, 7/9. ], | |
... [ 0, 0, 0, 0 ], | |
... [ 0, 0, 0, 0 ]]) | |
>>> B = np.array([[ 0, 0 ], | |
... [ 0, 0 ], | |
... [ 1, 0 ], | |
... [ 0, 1 ]]) | |
>>> P = np.array([-3, -1, -2-1j, -2+1j]) / 3. | |
>>> fsf = signal.place_poles(A, B, P, method='YT') | |
We can plot the desired and computed poles in the complex plane: | |
>>> t = np.linspace(0, 2*np.pi, 401) | |
>>> plt.plot(np.cos(t), np.sin(t), 'k--') # unit circle | |
>>> plt.plot(fsf.requested_poles.real, fsf.requested_poles.imag, | |
... 'wo', label='Desired') | |
>>> plt.plot(fsf.computed_poles.real, fsf.computed_poles.imag, 'bx', | |
... label='Placed') | |
>>> plt.grid() | |
>>> plt.axis('image') | |
>>> plt.axis([-1.1, 1.1, -1.1, 1.1]) | |
>>> plt.legend(bbox_to_anchor=(1.05, 1), loc=2, numpoints=1) | |
""" | |
# Move away all the inputs checking, it only adds noise to the code | |
update_loop, poles = _valid_inputs(A, B, poles, method, rtol, maxiter) | |
# The current value of the relative tolerance we achieved | |
cur_rtol = 0 | |
# The number of iterations needed before converging | |
nb_iter = 0 | |
# Step A: QR decomposition of B page 1132 KN | |
# to debug with numpy qr uncomment the line below | |
# u, z = np.linalg.qr(B, mode="complete") | |
u, z = s_qr(B, mode="full") | |
rankB = np.linalg.matrix_rank(B) | |
u0 = u[:, :rankB] | |
u1 = u[:, rankB:] | |
z = z[:rankB, :] | |
# If we can use the identity matrix as X the solution is obvious | |
if B.shape[0] == rankB: | |
# if B is square and full rank there is only one solution | |
# such as (A+BK)=inv(X)*diag(P)*X with X=eye(A.shape[0]) | |
# i.e K=inv(B)*(diag(P)-A) | |
# if B has as many lines as its rank (but not square) there are many | |
# solutions and we can choose one using least squares | |
# => use lstsq in both cases. | |
# In both cases the transfer matrix X will be eye(A.shape[0]) and I | |
# can hardly think of a better one so there is nothing to optimize | |
# | |
# for complex poles we use the following trick | |
# | |
# |a -b| has for eigenvalues a+b and a-b | |
# |b a| | |
# | |
# |a+bi 0| has the obvious eigenvalues a+bi and a-bi | |
# |0 a-bi| | |
# | |
# e.g solving the first one in R gives the solution | |
# for the second one in C | |
diag_poles = np.zeros(A.shape) | |
idx = 0 | |
while idx < poles.shape[0]: | |
p = poles[idx] | |
diag_poles[idx, idx] = np.real(p) | |
if ~np.isreal(p): | |
diag_poles[idx, idx+1] = -np.imag(p) | |
diag_poles[idx+1, idx+1] = np.real(p) | |
diag_poles[idx+1, idx] = np.imag(p) | |
idx += 1 # skip next one | |
idx += 1 | |
gain_matrix = np.linalg.lstsq(B, diag_poles-A, rcond=-1)[0] | |
transfer_matrix = np.eye(A.shape[0]) | |
cur_rtol = np.nan | |
nb_iter = np.nan | |
else: | |
# step A (p1144 KNV) and beginning of step F: decompose | |
# dot(U1.T, A-P[i]*I).T and build our set of transfer_matrix vectors | |
# in the same loop | |
ker_pole = [] | |
# flag to skip the conjugate of a complex pole | |
skip_conjugate = False | |
# select orthonormal base ker_pole for each Pole and vectors for | |
# transfer_matrix | |
for j in range(B.shape[0]): | |
if skip_conjugate: | |
skip_conjugate = False | |
continue | |
pole_space_j = np.dot(u1.T, A-poles[j]*np.eye(B.shape[0])).T | |
# after QR Q=Q0|Q1 | |
# only Q0 is used to reconstruct the qr'ed (dot Q, R) matrix. | |
# Q1 is orthogonnal to Q0 and will be multiplied by the zeros in | |
# R when using mode "complete". In default mode Q1 and the zeros | |
# in R are not computed | |
# To debug with numpy qr uncomment the line below | |
# Q, _ = np.linalg.qr(pole_space_j, mode="complete") | |
Q, _ = s_qr(pole_space_j, mode="full") | |
ker_pole_j = Q[:, pole_space_j.shape[1]:] | |
# We want to select one vector in ker_pole_j to build the transfer | |
# matrix, however qr returns sometimes vectors with zeros on the | |
# same line for each pole and this yields very long convergence | |
# times. | |
# Or some other times a set of vectors, one with zero imaginary | |
# part and one (or several) with imaginary parts. After trying | |
# many ways to select the best possible one (eg ditch vectors | |
# with zero imaginary part for complex poles) I ended up summing | |
# all vectors in ker_pole_j, this solves 100% of the problems and | |
# is a valid choice for transfer_matrix. | |
# This way for complex poles we are sure to have a non zero | |
# imaginary part that way, and the problem of lines full of zeros | |
# in transfer_matrix is solved too as when a vector from | |
# ker_pole_j has a zero the other one(s) when | |
# ker_pole_j.shape[1]>1) for sure won't have a zero there. | |
transfer_matrix_j = np.sum(ker_pole_j, axis=1)[:, np.newaxis] | |
transfer_matrix_j = (transfer_matrix_j / | |
np.linalg.norm(transfer_matrix_j)) | |
if ~np.isreal(poles[j]): # complex pole | |
transfer_matrix_j = np.hstack([np.real(transfer_matrix_j), | |
np.imag(transfer_matrix_j)]) | |
ker_pole.extend([ker_pole_j, ker_pole_j]) | |
# Skip next pole as it is the conjugate | |
skip_conjugate = True | |
else: # real pole, nothing to do | |
ker_pole.append(ker_pole_j) | |
if j == 0: | |
transfer_matrix = transfer_matrix_j | |
else: | |
transfer_matrix = np.hstack((transfer_matrix, transfer_matrix_j)) | |
if rankB > 1: # otherwise there is nothing we can optimize | |
stop, cur_rtol, nb_iter = update_loop(ker_pole, transfer_matrix, | |
poles, B, maxiter, rtol) | |
if not stop and rtol > 0: | |
# if rtol<=0 the user has probably done that on purpose, | |
# don't annoy him | |
err_msg = ( | |
"Convergence was not reached after maxiter iterations.\n" | |
f"You asked for a tolerance of {rtol}, we got {cur_rtol}." | |
) | |
warnings.warn(err_msg, stacklevel=2) | |
# reconstruct transfer_matrix to match complex conjugate pairs, | |
# ie transfer_matrix_j/transfer_matrix_j+1 are | |
# Re(Complex_pole), Im(Complex_pole) now and will be Re-Im/Re+Im after | |
transfer_matrix = transfer_matrix.astype(complex) | |
idx = 0 | |
while idx < poles.shape[0]-1: | |
if ~np.isreal(poles[idx]): | |
rel = transfer_matrix[:, idx].copy() | |
img = transfer_matrix[:, idx+1] | |
# rel will be an array referencing a column of transfer_matrix | |
# if we don't copy() it will changer after the next line and | |
# and the line after will not yield the correct value | |
transfer_matrix[:, idx] = rel-1j*img | |
transfer_matrix[:, idx+1] = rel+1j*img | |
idx += 1 # skip next one | |
idx += 1 | |
try: | |
m = np.linalg.solve(transfer_matrix.T, np.dot(np.diag(poles), | |
transfer_matrix.T)).T | |
gain_matrix = np.linalg.solve(z, np.dot(u0.T, m-A)) | |
except np.linalg.LinAlgError as e: | |
raise ValueError("The poles you've chosen can't be placed. " | |
"Check the controllability matrix and try " | |
"another set of poles") from e | |
# Beware: Kautsky solves A+BK but the usual form is A-BK | |
gain_matrix = -gain_matrix | |
# K still contains complex with ~=0j imaginary parts, get rid of them | |
gain_matrix = np.real(gain_matrix) | |
full_state_feedback = Bunch() | |
full_state_feedback.gain_matrix = gain_matrix | |
full_state_feedback.computed_poles = _order_complex_poles( | |
np.linalg.eig(A - np.dot(B, gain_matrix))[0] | |
) | |
full_state_feedback.requested_poles = poles | |
full_state_feedback.X = transfer_matrix | |
full_state_feedback.rtol = cur_rtol | |
full_state_feedback.nb_iter = nb_iter | |
return full_state_feedback | |
def dlsim(system, u, t=None, x0=None): | |
""" | |
Simulate output of a discrete-time linear system. | |
Parameters | |
---------- | |
system : tuple of array_like or instance of `dlti` | |
A tuple describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1: (instance of `dlti`) | |
* 3: (num, den, dt) | |
* 4: (zeros, poles, gain, dt) | |
* 5: (A, B, C, D, dt) | |
u : array_like | |
An input array describing the input at each time `t` (interpolation is | |
assumed between given times). If there are multiple inputs, then each | |
column of the rank-2 array represents an input. | |
t : array_like, optional | |
The time steps at which the input is defined. If `t` is given, it | |
must be the same length as `u`, and the final value in `t` determines | |
the number of steps returned in the output. | |
x0 : array_like, optional | |
The initial conditions on the state vector (zero by default). | |
Returns | |
------- | |
tout : ndarray | |
Time values for the output, as a 1-D array. | |
yout : ndarray | |
System response, as a 1-D array. | |
xout : ndarray, optional | |
Time-evolution of the state-vector. Only generated if the input is a | |
`StateSpace` system. | |
See Also | |
-------- | |
lsim, dstep, dimpulse, cont2discrete | |
Examples | |
-------- | |
A simple integrator transfer function with a discrete time step of 1.0 | |
could be implemented as: | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> tf = ([1.0,], [1.0, -1.0], 1.0) | |
>>> t_in = [0.0, 1.0, 2.0, 3.0] | |
>>> u = np.asarray([0.0, 0.0, 1.0, 1.0]) | |
>>> t_out, y = signal.dlsim(tf, u, t=t_in) | |
>>> y.T | |
array([[ 0., 0., 0., 1.]]) | |
""" | |
# Convert system to dlti-StateSpace | |
if isinstance(system, lti): | |
raise AttributeError('dlsim can only be used with discrete-time dlti ' | |
'systems.') | |
elif not isinstance(system, dlti): | |
system = dlti(*system[:-1], dt=system[-1]) | |
# Condition needed to ensure output remains compatible | |
is_ss_input = isinstance(system, StateSpace) | |
system = system._as_ss() | |
u = np.atleast_1d(u) | |
if u.ndim == 1: | |
u = np.atleast_2d(u).T | |
if t is None: | |
out_samples = len(u) | |
stoptime = (out_samples - 1) * system.dt | |
else: | |
stoptime = t[-1] | |
out_samples = int(np.floor(stoptime / system.dt)) + 1 | |
# Pre-build output arrays | |
xout = np.zeros((out_samples, system.A.shape[0])) | |
yout = np.zeros((out_samples, system.C.shape[0])) | |
tout = np.linspace(0.0, stoptime, num=out_samples) | |
# Check initial condition | |
if x0 is None: | |
xout[0, :] = np.zeros((system.A.shape[1],)) | |
else: | |
xout[0, :] = np.asarray(x0) | |
# Pre-interpolate inputs into the desired time steps | |
if t is None: | |
u_dt = u | |
else: | |
if len(u.shape) == 1: | |
u = u[:, np.newaxis] | |
u_dt = make_interp_spline(t, u, k=1)(tout) | |
# Simulate the system | |
for i in range(0, out_samples - 1): | |
xout[i+1, :] = (np.dot(system.A, xout[i, :]) + | |
np.dot(system.B, u_dt[i, :])) | |
yout[i, :] = (np.dot(system.C, xout[i, :]) + | |
np.dot(system.D, u_dt[i, :])) | |
# Last point | |
yout[out_samples-1, :] = (np.dot(system.C, xout[out_samples-1, :]) + | |
np.dot(system.D, u_dt[out_samples-1, :])) | |
if is_ss_input: | |
return tout, yout, xout | |
else: | |
return tout, yout | |
def dimpulse(system, x0=None, t=None, n=None): | |
""" | |
Impulse response of discrete-time system. | |
Parameters | |
---------- | |
system : tuple of array_like or instance of `dlti` | |
A tuple describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1: (instance of `dlti`) | |
* 3: (num, den, dt) | |
* 4: (zeros, poles, gain, dt) | |
* 5: (A, B, C, D, dt) | |
x0 : array_like, optional | |
Initial state-vector. Defaults to zero. | |
t : array_like, optional | |
Time points. Computed if not given. | |
n : int, optional | |
The number of time points to compute (if `t` is not given). | |
Returns | |
------- | |
tout : ndarray | |
Time values for the output, as a 1-D array. | |
yout : tuple of ndarray | |
Impulse response of system. Each element of the tuple represents | |
the output of the system based on an impulse in each input. | |
See Also | |
-------- | |
impulse, dstep, dlsim, cont2discrete | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> butter = signal.dlti(*signal.butter(3, 0.5)) | |
>>> t, y = signal.dimpulse(butter, n=25) | |
>>> plt.step(t, np.squeeze(y)) | |
>>> plt.grid() | |
>>> plt.xlabel('n [samples]') | |
>>> plt.ylabel('Amplitude') | |
""" | |
# Convert system to dlti-StateSpace | |
if isinstance(system, dlti): | |
system = system._as_ss() | |
elif isinstance(system, lti): | |
raise AttributeError('dimpulse can only be used with discrete-time ' | |
'dlti systems.') | |
else: | |
system = dlti(*system[:-1], dt=system[-1])._as_ss() | |
# Default to 100 samples if unspecified | |
if n is None: | |
n = 100 | |
# If time is not specified, use the number of samples | |
# and system dt | |
if t is None: | |
t = np.linspace(0, n * system.dt, n, endpoint=False) | |
else: | |
t = np.asarray(t) | |
# For each input, implement a step change | |
yout = None | |
for i in range(0, system.inputs): | |
u = np.zeros((t.shape[0], system.inputs)) | |
u[0, i] = 1.0 | |
one_output = dlsim(system, u, t=t, x0=x0) | |
if yout is None: | |
yout = (one_output[1],) | |
else: | |
yout = yout + (one_output[1],) | |
tout = one_output[0] | |
return tout, yout | |
def dstep(system, x0=None, t=None, n=None): | |
""" | |
Step response of discrete-time system. | |
Parameters | |
---------- | |
system : tuple of array_like | |
A tuple describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1: (instance of `dlti`) | |
* 3: (num, den, dt) | |
* 4: (zeros, poles, gain, dt) | |
* 5: (A, B, C, D, dt) | |
x0 : array_like, optional | |
Initial state-vector. Defaults to zero. | |
t : array_like, optional | |
Time points. Computed if not given. | |
n : int, optional | |
The number of time points to compute (if `t` is not given). | |
Returns | |
------- | |
tout : ndarray | |
Output time points, as a 1-D array. | |
yout : tuple of ndarray | |
Step response of system. Each element of the tuple represents | |
the output of the system based on a step response to each input. | |
See Also | |
-------- | |
step, dimpulse, dlsim, cont2discrete | |
Examples | |
-------- | |
>>> import numpy as np | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
>>> butter = signal.dlti(*signal.butter(3, 0.5)) | |
>>> t, y = signal.dstep(butter, n=25) | |
>>> plt.step(t, np.squeeze(y)) | |
>>> plt.grid() | |
>>> plt.xlabel('n [samples]') | |
>>> plt.ylabel('Amplitude') | |
""" | |
# Convert system to dlti-StateSpace | |
if isinstance(system, dlti): | |
system = system._as_ss() | |
elif isinstance(system, lti): | |
raise AttributeError('dstep can only be used with discrete-time dlti ' | |
'systems.') | |
else: | |
system = dlti(*system[:-1], dt=system[-1])._as_ss() | |
# Default to 100 samples if unspecified | |
if n is None: | |
n = 100 | |
# If time is not specified, use the number of samples | |
# and system dt | |
if t is None: | |
t = np.linspace(0, n * system.dt, n, endpoint=False) | |
else: | |
t = np.asarray(t) | |
# For each input, implement a step change | |
yout = None | |
for i in range(0, system.inputs): | |
u = np.zeros((t.shape[0], system.inputs)) | |
u[:, i] = np.ones((t.shape[0],)) | |
one_output = dlsim(system, u, t=t, x0=x0) | |
if yout is None: | |
yout = (one_output[1],) | |
else: | |
yout = yout + (one_output[1],) | |
tout = one_output[0] | |
return tout, yout | |
def dfreqresp(system, w=None, n=10000, whole=False): | |
r""" | |
Calculate the frequency response of a discrete-time system. | |
Parameters | |
---------- | |
system : an instance of the `dlti` class or a tuple describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1 (instance of `dlti`) | |
* 2 (numerator, denominator, dt) | |
* 3 (zeros, poles, gain, dt) | |
* 4 (A, B, C, D, dt) | |
w : array_like, optional | |
Array of frequencies (in radians/sample). Magnitude and phase data is | |
calculated for every value in this array. If not given a reasonable | |
set will be calculated. | |
n : int, optional | |
Number of frequency points to compute if `w` is not given. The `n` | |
frequencies are logarithmically spaced in an interval chosen to | |
include the influence of the poles and zeros of the system. | |
whole : bool, optional | |
Normally, if 'w' is not given, frequencies are computed from 0 to the | |
Nyquist frequency, pi radians/sample (upper-half of unit-circle). If | |
`whole` is True, compute frequencies from 0 to 2*pi radians/sample. | |
Returns | |
------- | |
w : 1D ndarray | |
Frequency array [radians/sample] | |
H : 1D ndarray | |
Array of complex magnitude values | |
Notes | |
----- | |
If (num, den) is passed in for ``system``, coefficients for both the | |
numerator and denominator should be specified in descending exponent | |
order (e.g. ``z^2 + 3z + 5`` would be represented as ``[1, 3, 5]``). | |
.. versionadded:: 0.18.0 | |
Examples | |
-------- | |
Generating the Nyquist plot of a transfer function | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
Construct the transfer function | |
:math:`H(z) = \frac{1}{z^2 + 2z + 3}` with a sampling time of 0.05 | |
seconds: | |
>>> sys = signal.TransferFunction([1], [1, 2, 3], dt=0.05) | |
>>> w, H = signal.dfreqresp(sys) | |
>>> plt.figure() | |
>>> plt.plot(H.real, H.imag, "b") | |
>>> plt.plot(H.real, -H.imag, "r") | |
>>> plt.show() | |
""" | |
if not isinstance(system, dlti): | |
if isinstance(system, lti): | |
raise AttributeError('dfreqresp can only be used with ' | |
'discrete-time systems.') | |
system = dlti(*system[:-1], dt=system[-1]) | |
if isinstance(system, StateSpace): | |
# No SS->ZPK code exists right now, just SS->TF->ZPK | |
system = system._as_tf() | |
if not isinstance(system, (TransferFunction, ZerosPolesGain)): | |
raise ValueError('Unknown system type') | |
if system.inputs != 1 or system.outputs != 1: | |
raise ValueError("dfreqresp requires a SISO (single input, single " | |
"output) system.") | |
if w is not None: | |
worN = w | |
else: | |
worN = n | |
if isinstance(system, TransferFunction): | |
# Convert numerator and denominator from polynomials in the variable | |
# 'z' to polynomials in the variable 'z^-1', as freqz expects. | |
num, den = TransferFunction._z_to_zinv(system.num.ravel(), system.den) | |
w, h = freqz(num, den, worN=worN, whole=whole) | |
elif isinstance(system, ZerosPolesGain): | |
w, h = freqz_zpk(system.zeros, system.poles, system.gain, worN=worN, | |
whole=whole) | |
return w, h | |
def dbode(system, w=None, n=100): | |
r""" | |
Calculate Bode magnitude and phase data of a discrete-time system. | |
Parameters | |
---------- | |
system : an instance of the LTI class or a tuple describing the system. | |
The following gives the number of elements in the tuple and | |
the interpretation: | |
* 1 (instance of `dlti`) | |
* 2 (num, den, dt) | |
* 3 (zeros, poles, gain, dt) | |
* 4 (A, B, C, D, dt) | |
w : array_like, optional | |
Array of frequencies (in radians/sample). Magnitude and phase data is | |
calculated for every value in this array. If not given a reasonable | |
set will be calculated. | |
n : int, optional | |
Number of frequency points to compute if `w` is not given. The `n` | |
frequencies are logarithmically spaced in an interval chosen to | |
include the influence of the poles and zeros of the system. | |
Returns | |
------- | |
w : 1D ndarray | |
Frequency array [rad/time_unit] | |
mag : 1D ndarray | |
Magnitude array [dB] | |
phase : 1D ndarray | |
Phase array [deg] | |
Notes | |
----- | |
If (num, den) is passed in for ``system``, coefficients for both the | |
numerator and denominator should be specified in descending exponent | |
order (e.g. ``z^2 + 3z + 5`` would be represented as ``[1, 3, 5]``). | |
.. versionadded:: 0.18.0 | |
Examples | |
-------- | |
>>> from scipy import signal | |
>>> import matplotlib.pyplot as plt | |
Construct the transfer function :math:`H(z) = \frac{1}{z^2 + 2z + 3}` with | |
a sampling time of 0.05 seconds: | |
>>> sys = signal.TransferFunction([1], [1, 2, 3], dt=0.05) | |
Equivalent: sys.bode() | |
>>> w, mag, phase = signal.dbode(sys) | |
>>> plt.figure() | |
>>> plt.semilogx(w, mag) # Bode magnitude plot | |
>>> plt.figure() | |
>>> plt.semilogx(w, phase) # Bode phase plot | |
>>> plt.show() | |
""" | |
w, y = dfreqresp(system, w=w, n=n) | |
if isinstance(system, dlti): | |
dt = system.dt | |
else: | |
dt = system[-1] | |
mag = 20.0 * numpy.log10(abs(y)) | |
phase = numpy.rad2deg(numpy.unwrap(numpy.angle(y))) | |
return w / dt, mag, phase | |