Purpose
To compute the Hankel-norm of the ALPHA-stable projection of the transfer-function matrix G of the state-space system (A,B,C).Specification
DOUBLE PRECISION FUNCTION AB13AD( DICO, EQUIL, N, M, P, ALPHA, A,
$ LDA, B, LDB, C, LDC, NS, HSV,
$ DWORK, LDWORK, INFO )
C .. Scalar Arguments ..
CHARACTER DICO, EQUIL
INTEGER INFO, LDA, LDB, LDC, LDWORK, M, N, NS, P
DOUBLE PRECISION ALPHA
C .. Array Arguments ..
DOUBLE PRECISION A(LDA,*), B(LDB,*), C(LDC,*), DWORK(*), HSV(*)
Function Value
AB13AD DOUBLE PRECISION
The Hankel-norm of the ALPHA-stable projection of G
(if INFO = 0).
Arguments
Mode Parameters
DICO CHARACTER*1
Specifies the type of the system as follows:
= 'C': continuous-time system;
= 'D': discrete-time system.
EQUIL CHARACTER*1
Specifies whether the user wishes to preliminarily
equilibrate the triplet (A,B,C) as follows:
= 'S': perform equilibration (scaling);
= 'N': do not perform equilibration.
Input/Output Parameters
N (input) INTEGER
The order of the state-space representation, i.e. the
order of the matrix A. N >= 0.
M (input) INTEGER
The number of system inputs. M >= 0.
P (input) INTEGER
The number of system outputs. P >= 0.
ALPHA (input) DOUBLE PRECISION
Specifies the ALPHA-stability boundary for the eigenvalues
of the state dynamics matrix A. For a continuous-time
system (DICO = 'C'), ALPHA <= 0 is the boundary value for
the real parts of eigenvalues, while for a discrete-time
system (DICO = 'D'), 0 <= ALPHA <= 1 represents the
boundary value for the moduli of eigenvalues.
The ALPHA-stability domain does not include the boundary
(see the Note below).
A (input/output) DOUBLE PRECISION array, dimension (LDA,N)
On entry, the leading N-by-N part of this array must
contain the state dynamics matrix A.
On exit, if INFO = 0, the leading N-by-N part of this
array contains the state dynamics matrix A in a block
diagonal real Schur form with its eigenvalues reordered
and separated. The resulting A has two diagonal blocks.
The leading NS-by-NS part of A has eigenvalues in the
ALPHA-stability domain and the trailing (N-NS) x (N-NS)
part has eigenvalues outside the ALPHA-stability domain.
Note: The ALPHA-stability domain is defined either
as the open half complex plane left to ALPHA,
for a continous-time system (DICO = 'C'), or the
interior of the ALPHA-radius circle centered in the
origin, for a discrete-time system (DICO = 'D').
LDA INTEGER
The leading dimension of array A. LDA >= MAX(1,N).
B (input/output) DOUBLE PRECISION array, dimension (LDB,M)
On entry, the leading N-by-M part of this array must
contain the original input/state matrix B.
On exit, if INFO = 0, the leading N-by-M part of this
array contains the input/state matrix B of the transformed
system.
LDB INTEGER
The leading dimension of array B. LDB >= MAX(1,N).
C (input/output) DOUBLE PRECISION array, dimension (LDC,N)
On entry, the leading P-by-N part of this array must
contain the original state/output matrix C.
On exit, if INFO = 0, the leading P-by-N part of this
array contains the state/output matrix C of the
transformed system.
LDC INTEGER
The leading dimension of array C. LDC >= MAX(1,P).
NS (output) INTEGER
The dimension of the ALPHA-stable subsystem.
HSV (output) DOUBLE PRECISION array, dimension (N)
If INFO = 0, the leading NS elements of HSV contain the
Hankel singular values of the ALPHA-stable part of the
original system ordered decreasingly.
HSV(1) is the Hankel norm of the ALPHA-stable subsystem.
Workspace
DWORK DOUBLE PRECISION array, dimension (LDWORK)
On exit, if INFO = 0, DWORK(1) returns the optimal value
of LDWORK.
LDWORK INTEGER
The length of the array DWORK.
LDWORK >= MAX(1,N*(MAX(N,M,P)+5)+N*(N+1)/2).
For optimum performance LDWORK should be larger.
Error Indicator
INFO INTEGER
= 0: successful exit;
< 0: if INFO = -i, the i-th argument had an illegal
value;
= 1: the computation of the ordered real Schur form of A
failed;
= 2: the separation of the ALPHA-stable/unstable diagonal
blocks failed because of very close eigenvalues;
= 3: the computed ALPHA-stable part is just stable,
having stable eigenvalues very near to the imaginary
axis (if DICO = 'C') or to the unit circle
(if DICO = 'D');
= 4: the computation of Hankel singular values failed.
Method
Let be the following linear system
d[x(t)] = Ax(t) + Bu(t)
y(t) = Cx(t) (1)
where d[x(t)] is dx(t)/dt for a continuous-time system and x(t+1)
for a discrete-time system, and let G be the corresponding
transfer-function matrix. The following procedure is used to
compute the Hankel-norm of the ALPHA-stable projection of G:
1) Decompose additively G as
G = G1 + G2
such that G1 = (As,Bs,Cs) has only ALPHA-stable poles and
G2 = (Au,Bu,Cu) has only ALPHA-unstable poles.
For the computation of the additive decomposition, the
algorithm presented in [1] is used.
2) Compute the Hankel-norm of ALPHA-stable projection G1 as the
the maximum Hankel singular value of the system (As,Bs,Cs).
The computation of the Hankel singular values is performed
by using the square-root method of [2].
References
[1] Safonov, M.G., Jonckheere, E.A., Verma, M. and Limebeer, D.J.
Synthesis of positive real multivariable feedback systems,
Int. J. Control, Vol. 45, pp. 817-842, 1987.
[2] Tombs, M.S. and Postlethwaite, I.
Truncated balanced realization of stable, non-minimal
state-space systems.
Int. J. Control, Vol. 46, pp. 1319-1330, 1987.
Numerical Aspects
The implemented method relies on a square-root technique.
3
The algorithms require about 17N floating point operations.
Further Comments
NoneExample
Program Text
* AB13AD EXAMPLE PROGRAM TEXT
* Copyright (c) 2002-2017 NICONET e.V.
*
* .. Parameters ..
INTEGER NIN, NOUT
PARAMETER ( NIN = 5, NOUT = 6 )
INTEGER NMAX, MMAX, PMAX
PARAMETER ( NMAX = 20, MMAX = 20, PMAX = 20 )
INTEGER LDA, LDB, LDC
PARAMETER ( LDA = NMAX, LDB = NMAX, LDC = PMAX )
INTEGER LDWORK
PARAMETER ( LDWORK = NMAX*( MAX( NMAX, MMAX, PMAX ) + 5 )
$ + ( NMAX*( NMAX + 1 ) )/2 )
* .. Local Scalars ..
DOUBLE PRECISION ALPHA, SHNORM
INTEGER I, INFO, J, M, N, NS, P
CHARACTER*1 DICO, EQUIL
* .. Local Arrays ..
DOUBLE PRECISION A(LDA,NMAX), B(LDB,MMAX), C(LDC,NMAX),
$ DWORK(LDWORK), HSV(NMAX)
* .. External Functions ..
DOUBLE PRECISION AB13AD
EXTERNAL AB13AD
* .. Intrinsic Functions ..
INTRINSIC MAX
* .. Executable Statements ..
*
WRITE ( NOUT, FMT = 99999 )
* Skip the heading in the data file and read the data.
READ ( NIN, FMT = '()' )
READ ( NIN, FMT = * ) N, M, P, ALPHA, DICO, EQUIL
IF ( N.LT.0 .OR. N.GT.NMAX ) THEN
WRITE ( NOUT, FMT = 99990 ) N
ELSE
READ ( NIN, FMT = * ) ( ( A(I,J), J = 1,N ), I = 1,N )
IF ( M.LT.0 .OR. M.GT.MMAX ) THEN
WRITE ( NOUT, FMT = 99989 ) M
ELSE
READ ( NIN, FMT = * ) ( ( B(I,J), J = 1,M ), I = 1, N )
IF ( P.LT.0 .OR. P.GT.PMAX ) THEN
WRITE ( NOUT, FMT = 99988 ) P
ELSE
READ ( NIN, FMT = * ) ( ( C(I,J), J = 1,N ), I = 1,P )
* Compute the Hankel-norm of the ALPHA-stable projection of
* (A,B,C).
SHNORM = AB13AD( DICO, EQUIL, N, M, P, ALPHA, A, LDA, B,
$ LDB, C, LDC, NS, HSV, DWORK, LDWORK,
$ INFO)
*
IF ( INFO.NE.0 ) THEN
WRITE ( NOUT, FMT = 99998 ) INFO
ELSE
WRITE ( NOUT, FMT = 99997 ) SHNORM
WRITE ( NOUT, FMT = 99987 )
WRITE ( NOUT, FMT = 99995 ) ( HSV(J), J = 1,NS )
END IF
END IF
END IF
END IF
STOP
*
99999 FORMAT (' AB13AD EXAMPLE PROGRAM RESULTS',/1X)
99998 FORMAT (' INFO on exit from AB13AD = ',I2)
99997 FORMAT (' The Hankel-norm of the ALPHA-projection = ',1PD14.5)
99995 FORMAT (20(1X,F8.4))
99990 FORMAT (/' N is out of range.',/' N = ',I5)
99989 FORMAT (/' M is out of range.',/' M = ',I5)
99988 FORMAT (/' P is out of range.',/' P = ',I5)
99987 FORMAT (/' The Hankel singular values of ALPHA-projection are')
END
Program Data
AB13AD EXAMPLE PROGRAM DATA (Continuous system) 7 2 3 0.0 C N -0.04165 0.0000 4.9200 -4.9200 0.0000 0.0000 0.0000 -5.2100 -12.500 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 3.3300 -3.3300 0.0000 0.0000 0.0000 0.0000 0.5450 0.0000 0.0000 0.0000 -0.5450 0.0000 0.0000 0.0000 0.0000 0.0000 4.9200 -0.04165 0.0000 4.9200 0.0000 0.0000 0.0000 0.0000 -5.2100 -12.500 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 3.3300 -3.3300 0.0000 0.0000 12.500 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 12.500 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 0.0000 1.0000 0.0000 0.0000Program Results
AB13AD EXAMPLE PROGRAM RESULTS The Hankel-norm of the ALPHA-projection = 2.51388D+00 The Hankel singular values of ALPHA-projection are 2.5139 2.0846 1.9178 0.7666 0.5473 0.0253 0.0246