mpc/gpc_N.py
changeset 0 0efde00f9229
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/mpc/gpc_N.py	Fri May 27 14:24:59 2011 +0530
@@ -0,0 +1,43 @@
+#!/usr/bin/env python
+# 12.2
+
+import os, sys
+sys.path += [os.getcwdu() + os.sep + ".." + os.sep + "python"]
+
+import pylab as pl
+from xdync import xdync
+from polyfuncs import polmul
+
+def gpc_N(A, dA, B, dB, k, N1, N2, Nu, rho):
+    D, dD = pl.array([1, -1]), 1
+    AD, dAD = pl.convolve(A, D), dA+1
+    zj, dzj = 1, 0
+    for i in range(N1+k-1):
+        zj = sp.convolve(zj, [0,1])
+        dzj += 1
+    G = pl.zeros((N2-N1+1, Nu+1))
+    H1 = pl.zeros((N2-N1+1, k-1+dB))
+    H2 = pl.zeros((N2-N1+1, dA+1))
+
+    for j in range(k+N1, k+N2+1):
+        zj = pl.convolve(zj, [0,1])
+        dzj = dzj + 1
+        Fj, dFj, Ej, dEj = xdync(zj, dzj, AD, dAD, 1, 0)[:4]
+        Gj, dGj = polmul(B, dB, Ej, dEj)
+        if j-k >= Nu:
+            G[j-(k+N1),:Nu+1] = Gj[range(j-k, j-k-Nu-1, -1)]
+        else:
+            G[j-(k+N1),:j-k+1] = Gj[j-k::-1]
+        H1[j-(k+N1),:k-1+dB] = Gj[j-k+1:j+dB]
+        H2[j-(k+N1),:dA+1] = Fj
+    K = pl.dot(pl.inv(pl.dot(G.T, G) + rho*pl.eye(Nu+1, Nu+1)), G.T)
+    KH1 = pl.dot(K, H1)
+    KH2 = pl.dot(K, H2)
+    R1 = pl.concatenate(([1], KH1[0,:]))
+    dR1 = len(R1)-1
+    Sc = KH2[0,:]
+    dSc = len(Sc)-1;
+    Tc = K[0,:]
+    dTc = len(Tc)-1;
+        
+    return K,KH1,KH2,Tc,dTc,Sc,dSc,R1,dR1