Initial commit.
#!/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