<?xml version="1.0" encoding="UTF-8"?>
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<refentry xmlns="http://docbook.org/ns/docbook" xmlns:xlink="http://www.w3.org/1999/xlink"
          xmlns:svg="http://www.w3.org/2000/svg" xmlns:mml="http://www.w3.org/1998/Math/MathML"
          xmlns:db="http://docbook.org/ns/docbook" xmlns:scilab="http://www.scilab.org"
          xml:lang="ja" xml:id="lqg2stan">
    <refnamediv>
        <refname>lqg2stan</refname>
        <refpurpose>LQG を標準問題に変換する</refpurpose>
    </refnamediv>
    <refsynopsisdiv>
        <title>呼び出し手順</title>
        <synopsis>[P,r]=lqg2stan(P22,bigQ,bigR)</synopsis>
    </refsynopsisdiv>
    <refsection>
        <title>パラメータ</title>
        <variablelist>
            <varlistentry>
                <term>P22</term>
                <listitem>
                    <para>
                        状態空間表現の<literal>syslin</literal> リスト (ノミナルプラント)
                    </para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>bigQ</term>
                <listitem>
                    <para>
                        <literal>[Q,S;S',N]</literal> (対称) 重み行列
                    </para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>bigR</term>
                <listitem>
                    <para>
                        <literal>[R,T;T',V]</literal> (対称) 共分散行列
                    </para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>r</term>
                <listitem>
                    <para>
                        <literal>1</literal>x<literal>2</literal> 行ベクトル = (観測量の数, 入力の数)  (<literal>P</literal>の2,2区画の次元)
                    </para>
                </listitem>
            </varlistentry>
            <varlistentry>
                <term>P</term>
                <listitem>
                    <para>
                        <literal>syslin</literal> リスト(拡張プラント)
                    </para>
                </listitem>
            </varlistentry>
        </variablelist>
    </refsection>
    <refsection>
        <title>説明</title>
        <para>
            <literal>lqg2stan</literal>  は,
            線形LQG(H2)コントローラ設計の拡張プラントを返します.
        </para>
        <para>
            <literal>P22=syslin(dom,A,B2,C2)</literal> はノミナルプラントで,
            連続時間系 (<literal>dom='c'</literal>)または離散時間系 (<literal>dom='d'</literal>)
            のどちらかとすることができます.
        </para>
        <programlisting role=""><![CDATA[
.
x = Ax + w1 + B2u
y = C2x + w2
 ]]></programlisting>
        <para>
            (連続時間プラントの場合).
        </para>
        <programlisting role=""><![CDATA[
x[n+1]= Ax[n] + w1 + B2u
    y = C2x + w2
 ]]></programlisting>
        <para>
            (離散時間プラントの場合).
        </para>
        <para>
            (ある時間における) 評価関数は <literal>[x' u'] bigQ [x;u]</literal>です.
        </para>
        <para>
            <literal>[w1;w2]</literal> の共分散は <literal>E[w1;w2] [w1',w2'] = bigR</literal>です.
        </para>
        <para>
            <literal>[B1;D21]</literal> が<literal>bigQ</literal>の因数,
            <literal>[C1,D12]</literal>が<literal>bigR</literal>の因数,
            <literal>[A,B2,C2,D22]</literal>がP22の実現の場合,
            <literal>P</literal>は
            <literal>[A,[B1,B2],[C1,-C2],[0,D12;D21,D22]</literal>の実現です.
            <literal>lqg</literal>により計算された(負の)フィードバック
            は<literal>P22</literal>を安定化します.すなわち,
            <literal>cl=P22/.K</literal>の極は安定となります.
        </para>
    </refsection>
    <refsection>
        <title>例</title>
        <programlisting role="example"><![CDATA[
ny=2;nu=3;nx=4;
P22=ssrand(ny,nu,nx);
bigQ=rand(nx+nu,nx+nu);bigQ=bigQ*bigQ';
bigR=rand(nx+ny,nx+ny);bigR=bigR*bigR';
[P,r]=lqg2stan(P22,bigQ,bigR);K=lqg(P,r);  //K=LQG-controller
spec(h_cl(P,r,K))      //Closed loop should be stable
//Same as Cl=P22/.K; spec(Cl('A'))
s=poly(0,'s')
lqg2stan(1/(s+2),eye(2,2),eye(2,2))
 ]]></programlisting>
    </refsection>
    <refsection role="see also">
        <title>参照</title>
        <simplelist type="inline">
            <member>
                <link linkend="lqg">lqg</link>
            </member>
            <member>
                <link linkend="lqr">lqr</link>
            </member>
            <member>
                <link linkend="lqe">lqe</link>
            </member>
            <member>
                <link linkend="obscont">obscont</link>
            </member>
            <member>
                <link linkend="h_inf">h_inf</link>
            </member>
            <member>
                <link linkend="augment">augment</link>
            </member>
            <member>
                <link linkend="fstabst">fstabst</link>
            </member>
            <member>
                <link linkend="feedback">feedback</link>
            </member>
        </simplelist>
    </refsection>
    <refsection role="history">
      <title>History</title>
      <revhistory>
        <revision>
          <revnumber>6.0</revnumber>
          <revdescription>
            It is no longer necessary to enter <varname>-P22</varname> to get <varname>P</varname>
            instead of <varname>-P</varname>
            (bug <ulink url="http://bugzilla.scilab.org/show_bug.cgi?id=13751">13751</ulink> fixed).
          </revdescription>
        </revision>
      </revhistory>
    </refsection>
</refentry>
