Description Usage Arguments Value Examples
View source: R/control_stats.R
Compute the (infinite time) controllability Gramian for the discrete linear time invariant system described by x(t+1) = Ax(t) + Bu(t). The infinite time controllability Gramian is the solution to the discrete Lyapunov equation AWA^\prime-W = -BB^\prime, while the finite time Gramian for time T is
W_t = ∑_{t = 0}^T A^tBB^\prime(A^\prime)^t
1 | control_gramian(A, B, t = NA)
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A |
n x n matrix. |
B |
n x m matrix. |
t |
Either NA for infinite time Gramian, or a positive non-zero integer. Defaults to NA. |
The infinite time or finite time controllability Gramian
1 2 3 4 5 6 7 8 | A = matrix(c(0,-3,-2,2,-2,1,-1,2,-1), 3,3)
B = diag(3)
#Infinite time Gramian
W_inf = control_gramian(A, B)
#4 time Gramian
W_4 = control_gramian(A,B,4)
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