1 #!/usr/bin/env python

     2 # 12.2

     3 

     4 import os, sys

     5 sys.path += [os.getcwdu() + os.sep + ".." + os.sep + "python"]

     6 

     7 import pylab as pl

     8 from xdync import xdync

     9 from polyfuncs import polmul

    10 

    11 def gpc_N(A, dA, B, dB, k, N1, N2, Nu, rho):

    12     D, dD = pl.array([1, -1]), 1

    13     AD, dAD = pl.convolve(A, D), dA+1

    14     zj, dzj = 1, 0

    15     for i in range(N1+k-1):

    16         zj = sp.convolve(zj, [0,1])

    17         dzj += 1

    18     G = pl.zeros((N2-N1+1, Nu+1))

    19     H1 = pl.zeros((N2-N1+1, k-1+dB))

    20     H2 = pl.zeros((N2-N1+1, dA+1))

    21 

    22     for j in range(k+N1, k+N2+1):

    23         zj = pl.convolve(zj, [0,1])

    24         dzj = dzj + 1

    25         Fj, dFj, Ej, dEj = xdync(zj, dzj, AD, dAD, 1, 0)[:4]

    26         Gj, dGj = polmul(B, dB, Ej, dEj)

    27         if j-k >= Nu:

    28             G[j-(k+N1),:Nu+1] = Gj[range(j-k, j-k-Nu-1, -1)]

    29         else:

    30             G[j-(k+N1),:j-k+1] = Gj[j-k::-1]

    31         H1[j-(k+N1),:k-1+dB] = Gj[j-k+1:j+dB]

    32         H2[j-(k+N1),:dA+1] = Fj

    33     K = pl.dot(pl.inv(pl.dot(G.T, G) + rho*pl.eye(Nu+1, Nu+1)), G.T)

    34     KH1 = pl.dot(K, H1)

    35     KH2 = pl.dot(K, H2)

    36     R1 = pl.concatenate(([1], KH1[0,:]))

    37     dR1 = len(R1)-1

    38     Sc = KH2[0,:]

    39     dSc = len(Sc)-1;

    40     Tc = K[0,:]

    41     dTc = len(Tc)-1;

    42         

    43     return K,KH1,KH2,Tc,dTc,Sc,dSc,R1,dR1