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/*
 * File:                LinearDynamicalSystem.java
 * Authors:             Kevin R. Dixon
 * Company:             Sandia National Laboratories
 * Project:             Cognitive Foundry
 *
 * Copyright June 1, 2007, Sandia Corporation.  Under the terms of Contract
 * DE-AC04-94AL85000, there is a non-exclusive license for use of this work by
 * or on behalf of the U.S. Government. Export of this program may require a
 * license from the United States Government. See CopyrightHistory.txt for
 * complete details.
 *
 */

package gov.sandia.cognition.math.signals;

import gov.sandia.cognition.annotation.PublicationReference;
import gov.sandia.cognition.annotation.PublicationReferences;
import gov.sandia.cognition.annotation.PublicationType;
import gov.sandia.cognition.evaluator.AbstractStatefulEvaluator;
import gov.sandia.cognition.math.matrix.Matrix;
import gov.sandia.cognition.math.matrix.MatrixFactory;
import gov.sandia.cognition.math.matrix.Vector;
import gov.sandia.cognition.math.matrix.VectorFactory;
import gov.sandia.cognition.math.matrix.VectorInputEvaluator;
import gov.sandia.cognition.math.matrix.VectorOutputEvaluator;
import gov.sandia.cognition.math.matrix.VectorizableVectorFunction;
import gov.sandia.cognition.util.ObjectUtil;



/**
 * A generic Linear Dynamical System of the form
 * 
x_n = A*x_(n-1) + B*u_n *
y_n = C*x_n, *
* where x_(n-1) is the previous state, x_n is the current state, u_n is the * current input, y_n is the current output, A is the system matrix, B is the * input-gain matrix, and C is the output-selector matrix * * @author Kevin R. Dixon * @since 1.0 * */ @PublicationReferences( references={ @PublicationReference( author="Norman S. Nise", title="Control Systems Engineering, Second Edition", type=PublicationType.Book, year=1995, pages={648,702}, notes="Chapter 12" ) , @PublicationReference( author="Wikipedia", title="Linear dynamical system", type=PublicationType.WebPage, year=2008, url="http://en.wikipedia.org/wiki/Linear_dynamical_system", notes="This Wikipedia page is simply horrible..." ) } ) public class LinearDynamicalSystem extends AbstractStatefulEvaluator implements VectorizableVectorFunction, VectorInputEvaluator, VectorOutputEvaluator { /** * System (Jacobian) matrix. Must be square. */ private Matrix A; /** * Input-gain matrix. Columns must equal A's rows. */ private Matrix B; /** * Output-selector matrix. Columns must equal A's rows. */ private Matrix C; /** * Default constructor. */ public LinearDynamicalSystem() { this( 1, 1 ); } /** * Creates a new instance of LinearDynamicalSystem. * @param inputDimensionality * Dimensionality of the input Vectors. * @param stateDimensionality * Dimensionality of the state Vectors. */ public LinearDynamicalSystem( int inputDimensionality, int stateDimensionality ) { this( inputDimensionality, stateDimensionality, stateDimensionality ); } /** * Creates a new instance of LinearDynamicalSystem. * @param inputDimensionality * Dimensionality of the input Vectors. * @param stateDimensionality * Dimensionality of the state Vectors. * @param outputDimensionality * Dimensionality of the output Vectors. */ public LinearDynamicalSystem( int inputDimensionality, int stateDimensionality, int outputDimensionality ) { this( MatrixFactory.getDefault().createIdentity(stateDimensionality,stateDimensionality), MatrixFactory.getDefault().createMatrix(stateDimensionality,inputDimensionality), MatrixFactory.getDefault().createIdentity(outputDimensionality,stateDimensionality) ); } /** * Creates a new instance of LinearDynamicalSystem * @param A * System (Jacobian) matrix. Must be square. * @param B * Input-gain matrix. Columns must equal A's rows. */ public LinearDynamicalSystem( Matrix A, Matrix B ) { this( A, B, MatrixFactory.getDefault().createIdentity(A.getNumRows(), A.getNumRows()) ); } /** * Creates a new instance of LinearDynamicalSystem * @param A * System (Jacobian) matrix. Must be square. * @param B * Input-gain matrix. Columns must equal A's rows. * @param C * Output-selector matrix. Columns must equal A's rows. */ public LinearDynamicalSystem( Matrix A, Matrix B, Matrix C ) { if( !A.isSquare() ) { throw new IllegalArgumentException( "A must be square!" ); } if( A.getNumRows() != B.getNumRows() ) { throw new IllegalArgumentException( "A and B must have same number of rows!" ); } if( A.getNumRows() != C.getNumColumns() ) { throw new IllegalArgumentException( "Number of A rows must equal number of C columns!" ); } this.setA(A); this.setB(B); this.setC(C); } @Override public LinearDynamicalSystem clone() { LinearDynamicalSystem clone = (LinearDynamicalSystem) super.clone(); clone.setA( ObjectUtil.cloneSafe( this.getA() ) ); clone.setB( ObjectUtil.cloneSafe( this.getB() ) ); clone.setC( ObjectUtil.cloneSafe( this.getC() ) ); return clone; } public Vector createDefaultState() { return VectorFactory.getDefault().createVector( this.getStateDimensionality()); } public Vector evaluate( Vector input) { Vector xnm1 = this.getState(); Vector xn = A.times(xnm1); xn.plusEquals( B.times(input) ); this.setState(xn); return C.times(xn); } public Vector convertToVector() { return this.A.convertToVector().stack( this.B.convertToVector() ); } public void convertFromVector( Vector parameters) { int Adim = this.A.getNumRows() * this.A.getNumColumns(); int Bdim = this.B.getNumRows() * this.B.getNumColumns(); if( Adim+Bdim != parameters.getDimensionality() ) { throw new IllegalArgumentException( "Number of parameters doesn't equal A and B elements!" ); } Vector av = parameters.subVector(0, Adim-1); Vector bv = parameters.subVector(Adim,parameters.getDimensionality()-1); this.A.convertFromVector(av); this.B.convertFromVector(bv); } public int getInputDimensionality() { return this.B.getNumColumns(); } public int getOutputDimensionality() { return this.C.getNumRows(); } /** * Gets the dimensionality of the state. * @return * Dimensionality of the state. */ public int getStateDimensionality() { return this.A.getNumRows(); } @Override public String toString() { StringBuffer retval = new StringBuffer( 1000 ); retval.append( "x = " + this.getState() + "\n" ); retval.append( "A =\n" + this.getA() + "\n" ); retval.append( "B = \n" + this.getB() + "\n" ); retval.append( "C = \n" + this.getC() + "\n" ); return retval.toString(); } /** * Getter for A. * @return * System (Jacobian) matrix. Must be square. */ public Matrix getA() { return this.A; } /** * Setter for A. * @param A * System (Jacobian) matrix. Must be square. */ public void setA( Matrix A) { this.A = A; } /** * Getter for B. * @return * Input-gain matrix. Columns must equal A's rows. */ public Matrix getB() { return this.B; } /** * Setter for B. * @param B * Input-gain matrix. Columns must equal A's rows. */ public void setB( Matrix B) { this.B = B; } /** * Getter for C. * @return * Output-selector matrix. Columns must equal A's rows. */ public Matrix getC() { return this.C; } /** * Setter for C. * @param C * Output-selector matrix. Columns must equal A's rows. */ public void setC( Matrix C) { this.C = C; } }




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