?? fs_lin_map.m
字號(hào):
function [MAPPING,null_event,time_limit] = fs_lin_map(A,b,X0,INV)
% Compute the `mapping set` from an initial continuous set to the boundary
% of the given `invariant` set under the given `linear` (affine) continuous
% dynamics using flow pipe approximations with a fixed time step.
%
% Syntax:
% "[MAPPING,null_event,time_limit] = fs_lin_map(A,b,X0,INV)"
%
% Description:
% The inputs are
%
% * "A": the system matrix
%
% * "b": constant input vector for the affine dynamics
%
% * "X0": a "linearcon" object represeting the initial set
%
% * "INV": a "linearcon" object represeting the invariant set
%
% The outputs are
%
% * "MAPPING": a one-dimensional cell array with the same number of elements
% as the number of faces of "INV". Each element "MAPPING{i}" is a cell
% array of polytopes constituting the mapping set on the "i"-th face of
% "INV".
%
% * "null_event": a boolean flag indicating that the flow pipe computation
% was terminated because it can be concluded that the subsequent flow
% pipe segments will remain inside "INV" forever.
%
% * "time_limit": a boolean flag indicating that the flow pipe computation
% was terminated because the time limit "max_time" was exceeded.
%
% Implementation:
% The `mapping set` is the subset of the faces of the invariant "INV" that
% can be reached from the initial continuous state set "X0" under the
% affine continuous dynamics. The mapping set is computed by intersecting
% the flow pipe segment computed in each time step with the boundary of
% "INV". Terminate the computation when one or more of these criteria
% are met.
%
% * `The flow pipe segment lies completely outside of "INV"`. In this,
% case all trajectories of "X0" must have gone past the "INV"
% boundary.
%
% * `The matrix "A" is stable and the flow pipe segment lies completely
% inside of the Lyapunov stability ellipsoid contained inside "INV"`. In
% this case, all subsequent flow pipe segments will remain inside
% "INV". Also set the "null_event" flag to 1 when this criterion is
% met.
%
% * `The time interval for the current flow pipe segment has exceeded the
% time limit "GLOBAL_APPROX_PARAM.max_time"`. In this case, we may not
% have a truly conservative approximation of the mapping set because we
% do not know whether the subsequent flow pipe segments can reach the
% invariant boundary or not. Set the "time_limit" flag to 1 to indicate
% this case.
%
% The Lyapunov stability ellipsoid is computed in the function "lyapell()"
% in this m-file. See the comments in the function for more detail.
%
% See Also:
% psim_lin,seg_approx_lin,step_response,stretch_func_lin,linearcon,
% transform
global GLOBAL_APPROX_PARAM
% Get approximation parameters from the global variables.
% Time step for the flow pipe computations.
T = GLOBAL_APPROX_PARAM.T;
% Maximum time limit for the flow pipe computations.
max_time = GLOBAL_APPROX_PARAM.max_time;
% If A is invertible, precompute inverse of A.
if rank(A) == size(A,1)
Ainv = inv(A);
else
Ainv = [];
end
eAT = expm(A*T);
displacement = step_response(A,Ainv,b,T);
% Default flag values for the equilibrium and time limit checking.
check_equilibrium = 0;
check_time_limit = 1;
% Determine the real part of the eigenvalues of A.
real_eig_A = real(eig(A));
% If A is stable and the equilibrium point is enclosed in INV, then turn
% on the equilbrium check.
if all(real_eig_A < 0)
% If A is stable, we can turn off the time limit checking flag and
% avoid having non-conservative flow pipe approximation because:
% (i) If the equilibrium point is inside INV, then the flowpipe segment
% will eventually be contained in the stability ellipsoid enclosed by
% INV. When this happens, we can stop the computation and conclude
% that the flow pipe will remain in INV forever.
% (ii) If the equilibrium point is outside INV, then the flowpipe segment
% will eventually exit INV completely, in which case the
% computation will stop.
check_time_limit = 0;
% Next we check if the equilibrium point is contained inside INV.
[CE,dE,CI,dI] = linearcon_data(INV);
if ~(isempty(CE) & isempty(dE))
INV
error('Invariant polytope must be full dimensional.')
end
% The equilibrium point is xe = -Ainv*b.
xe = -Ainv*b;
% Translate the invariant from the equilibrium point to the origin
dIhat = dI-CI*xe;
% Check equilibrium point enclosure.
if all(dIhat > 0)
% If equilibrium point is inside INV, find the largest stability
% ellipsoid x'*Q*x = gamma contained in the translated INV and turn
% on the equilibrium checking flag.
[Q,gamma] = lyapell(A,CI,dIhat);
check_equilibrium = 1;
end
elseif any(real_eig_A > 0)
% If A is unstable, we can turn off the time limit checking flag and
% avoid having non-conservative flow pipe approximation because the
% flow pipe segment will eventually exit INV completely.
check_time_limit = 0;
end
if check_equilibrium
fprintf(1,' - equilibrium point found\n')
end
if check_time_limit
fprintf(1,' - time limit will be enforced\n')
end
% Initialize the output cell array for the computed mappings.
N = number_of_faces(INV);
MAPPING = cell(N,1);
% Now perform flow pipe computations until one of the stopping criteria
% is met.
fprintf(1,'Computing flow pipe segments:')
% Counter for the number of flow pipe segments computed.
counter = 0;
% Flag indicating whether equilibrium stopping criteria has been met.
equilibrium = 0;
% Flag indicating whether time limit stopping criteria has been met.
time_limit = 0;
first = 1; t_total = 0; stop = 0;
while ~stop
if first
% Compute the first flow pipe segment
V0 = vertices(X0);
Pk = seg_approx_lin(A,Ainv,b,X0,V0,T);
Vk = transform(V0,eAT,displacement);
Xk = transform(X0,eAT,displacement);
first = 0;
else
% Transform the previous flow pipe segment to get the current segment
Pk = transform(Pk,eAT,displacement);
Vk = transform(Vk,eAT,displacement);
Xk = transform(Xk,eAT,displacement);
end
% Intersect the current flow pipe segment with each face of INV and
% append the result to the mapping cell array.
mapk = invariant_boundary_intersect(INV,Pk,A,b);
for l = 1:length(mapk)
if ~isempty(mapk{l})
new = length(MAPPING{l})+1;
MAPPING{l}{new} = mapk{l};
end
end
% Increment the flow pipe segment counter. Print a dot for each segment
% computed. Print a carriage return for every 60 flow pipe segments
% computed.
counter = counter + 1;
if (rem(counter-1,60) == 0)
fprintf(1,'\n')
end
fprintf(1,'.')
partially_inside = isfeasible(Xk,INV);
if check_equilibrium
% Translate the vertices of the reachable set Xk at time tk from xe
% to the origin.
Vk_hat = transform(Vk,eye(size(A)),-xe);
% Then check if Vk_hat is in the stability ellipsoid centered at the
% origin.
equilibrium = is_in_stability_ellipsoid(Vk_hat,Q,gamma);
end
if check_time_limit
t_total = t_total + T;
time_limit = (t_total > max_time);
end
stop = ~partially_inside | equilibrium | time_limit;
end
fprintf(1,'\n')
null_event = equilibrium;
return
% =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
function map = invariant_boundary_intersect(INV,P,A,b)
% Compute the intersection between the boundary of the invariant and the
% polytope P. It is assumed that the invariant is of full dimensions, no
% inequality constraints.
% map is a cell array of the same size as the number of faces of INV.
% map{i} is the intersection of P with the ith face of INV.
N = number_of_faces(INV);
map = cell(N,1);
% Compute the intersection on each face of INV
for m = 1:N
temp = poly_face(INV,m);
[CE,dE,CI,dI] = linearcon_data(temp);
temp = temp & P;
if ~isempty(temp) con_out = linearcon([],[],-CE*A,CE*b);
temp = temp & con_out;
if ~isempty(temp)
map{m} = temp;
end
endend
return
% =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
function result = is_in_stability_ellipsoid(V,Q,gamma)
% Check if the given polytope P defined by a set of vertices V is contained
% in the ellipsoid x'*Q*x <= gamma. This done by solving the quadratic
% program
%
% max x'*Q*x
% x in P
%
% and check if the maximum is <= gamma. Solve the maximization problem by
% searching over the vertices V of P, since the global maximum of a convex
% function over a polytope occurs at some vertex of the polytope.
result = 1;
for k = 1:length(V)
if (V(k)'*Q*V(k) > gamma)
result = 0;
break;
end
end
% =-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=-=
function [P,gamma] = lyapell(A,C,d)
% Given a STABLE matrix A and an invariant polytope Cx <= d which strictly
% encloses the origin, find the largest Lyapunov ellipsoid x'*P*x = gamma
% contained in Cx <= d.
% If A is STABLE then, we must be able to solve the Lyapunov equation
%
% A'*P + P*A = -I
P = lyap(A',eye(size(A)));
% To fit the largest ellipsoid x'*P*x, inside the polytope CI*x <= dI which
% stictly encloses the origin, we do the following.
% The largest ellipsoid that could fit inside the kth face of the polytope
% can be found by solving the optimization problem
%
% min fk(x) = x'*P*x
% subject to ck'*x = dk
%
% By writing the Lagrangian L(x,lambda) = x'*P*x + lambda(ck'*x-dk), and
% differentiate with respect to x and lambda, we have that the optimal
% solution occurs at
%
% x = -(lambda/2)*P^{-1}*ck .............. (1)
%
% From the constraint ck'*x = dk, we have that
%
% dk = -(lambda/2)*ck'*P^{-1}*ck .............. (2)
%
% Solving (2) for lambda and substituting (1) into the objective
% function, we have that the optimal value for the objective function is
%
% fk(x) = (dk^2)/(ck'*P^{-1}*ck)
%
% Thus, the largest ellipsoid that contained in the polytope is given by
% x'*P*x = gamma where
%
% gamma = min { (dk^2)/(ck'*P^{-1}*ck) }
% k
P_inv = inv(P);
gamma = Inf;
for k = 1:length(d)
gamma_k = (d(k)*d(k))/(C(k,:)*P_inv*C(k,:)');
if gamma_k < gamma
gamma = gamma_k;
end
end
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