LSR/env/lib/python3.6/site-packages/control/timeresp.py
2020-06-04 17:24:47 +02:00

831 lines
28 KiB
Python

# timeresp.py - time-domain simulation routines
#
# This file contains a collection of functions that calculate time
# responses for linear systems.
"""The :mod:`~control.timeresp` module contains a collection of
functions that are used to compute time-domain simulations of LTI
systems.
Arguments to time-domain simulations include a time vector, an input
vector (when needed), and an initial condition vector. The most
general function for simulating LTI systems the
:func:`forced_response` function, which has the form::
t, y = forced_response(sys, T, U, X0)
where `T` is a vector of times at which the response should be
evaluated, `U` is a vector of inputs (one for each time point) and
`X0` is the initial condition for the system.
See :ref:`time-series-convention` for more information on how time
series data are represented.
"""
"""Copyright (c) 2011 by California Institute of Technology
All rights reserved.
Copyright (c) 2011 by Eike Welk
Copyright (c) 2010 by SciPy Developers
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions
are met:
1. Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
3. Neither the name of the California Institute of Technology nor
the names of its contributors may be used to endorse or promote
products derived from this software without specific prior
written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
"AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS
FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL CALTECH
OR THE CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT
LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF
USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT
OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF
SUCH DAMAGE.
Initial Author: Eike Welk
Date: 12 May 2011
$Id$
"""
# Libraries that we make use of
import scipy as sp # SciPy library (used all over)
import numpy as np # NumPy library
from scipy.signal.ltisys import _default_response_times
import warnings
from .lti import LTI # base class of StateSpace, TransferFunction
from .statesp import _convertToStateSpace, _mimo2simo, _mimo2siso
from .lti import isdtime, isctime
__all__ = ['forced_response', 'step_response', 'step_info', 'initial_response',
'impulse_response']
# Helper function for checking array-like parameters
def _check_convert_array(in_obj, legal_shapes, err_msg_start, squeeze=False,
transpose=False):
"""
Helper function for checking array-like parameters.
* Check type and shape of ``in_obj``.
* Convert ``in_obj`` to an array if necessary.
* Change shape of ``in_obj`` according to parameter ``squeeze``.
* If ``in_obj`` is a scalar (number) it is converted to an array with
a legal shape, that is filled with the scalar value.
The function raises an exception when it detects an error.
Parameters
----------
in_obj: array like object
The array or matrix which is checked.
legal_shapes: list of tuple
A list of shapes that in_obj can legally have.
The special value "any" means that there can be any
number of elements in a certain dimension.
* ``(2, 3)`` describes an array with 2 rows and 3 columns
* ``(2, "any")`` describes an array with 2 rows and any number of
columns
err_msg_start: str
String that is prepended to the error messages, when this function
raises an exception. It should be used to identify the argument which
is currently checked.
squeeze: bool
If True, all dimensions with only one element are removed from the
array. If False the array's shape is unmodified.
For example:
``array([[1,2,3]])`` is converted to ``array([1, 2, 3])``
transpose: bool
If True, assume that input arrays are transposed for the standard
format. Used to convert MATLAB-style inputs to our format.
Returns:
out_array: array
The checked and converted contents of ``in_obj``.
"""
# convert nearly everything to an array.
out_array = np.asarray(in_obj)
if (transpose):
out_array = np.transpose(out_array)
# Test element data type, elements must be numbers
legal_kinds = set(("i", "f", "c")) # integer, float, complex
if out_array.dtype.kind not in legal_kinds:
err_msg = "Wrong element data type: '{d}'. Array elements " \
"must be numbers.".format(d=str(out_array.dtype))
raise TypeError(err_msg_start + err_msg)
# If array is zero dimensional (in_obj is scalar):
# create array with legal shape filled with the original value.
if out_array.ndim == 0:
for s_legal in legal_shapes:
# search for shape that does not contain the special symbol any.
if "any" in s_legal:
continue
the_val = out_array[()]
out_array = np.empty(s_legal, 'd')
out_array.fill(the_val)
break
# Test shape
def shape_matches(s_legal, s_actual):
"""Test if two shape tuples match"""
# Array must have required number of dimensions
if len(s_legal) != len(s_actual):
return False
# All dimensions must contain required number of elements. Joker: "all"
for n_legal, n_actual in zip(s_legal, s_actual):
if n_legal == "any":
continue
if n_legal != n_actual:
return False
return True
# Iterate over legal shapes, and see if any matches out_array's shape.
for s_legal in legal_shapes:
if shape_matches(s_legal, out_array.shape):
break
else:
legal_shape_str = " or ".join([str(s) for s in legal_shapes])
err_msg = "Wrong shape (rows, columns): {a}. Expected: {e}." \
.format(e=legal_shape_str, a=str(out_array.shape))
raise ValueError(err_msg_start + err_msg)
# Convert shape
if squeeze:
out_array = np.squeeze(out_array)
# We don't want zero dimensional arrays
if out_array.shape == tuple():
out_array = out_array.reshape((1,))
return out_array
# Forced response of a linear system
def forced_response(sys, T=None, U=0., X0=0., transpose=False,
interpolate=False, squeeze=True):
"""Simulate the output of a linear system.
As a convenience for parameters `U`, `X0`:
Numbers (scalars) are converted to constant arrays with the correct shape.
The correct shape is inferred from arguments `sys` and `T`.
For information on the **shape** of parameters `U`, `T`, `X0` and
return values `T`, `yout`, `xout`, see :ref:`time-series-convention`.
Parameters
----------
sys: LTI (StateSpace, or TransferFunction)
LTI system to simulate
T: array-like, optional for discrete LTI `sys`
Time steps at which the input is defined; values must be evenly spaced.
U: array-like or number, optional
Input array giving input at each time `T` (default = 0).
If `U` is ``None`` or ``0``, a special algorithm is used. This special
algorithm is faster than the general algorithm, which is used
otherwise.
X0: array-like or number, optional
Initial condition (default = 0).
transpose: bool, optional (default=False)
If True, transpose all input and output arrays (for backward
compatibility with MATLAB and scipy.signal.lsim)
interpolate: bool, optional (default=False)
If True and system is a discrete time system, the input will
be interpolated between the given time steps and the output
will be given at system sampling rate. Otherwise, only return
the output at the times given in `T`. No effect on continuous
time simulations (default = False).
squeeze: bool, optional (default=True)
If True, remove single-dimensional entries from the shape of
the output. For single output systems, this converts the
output response to a 1D array.
Returns
-------
T: array
Time values of the output.
yout: array
Response of the system.
xout: array
Time evolution of the state vector.
See Also
--------
step_response, initial_response, impulse_response
Notes
-----
For discrete time systems, the input/output response is computed using the
:scipy-signal:ref:`scipy.signal.dlsim` function.
For continuous time systems, the output is computed using the matrix
exponential `exp(A t)` and assuming linear interpolation of the inputs
between time points.
Examples
--------
>>> T, yout, xout = forced_response(sys, T, u, X0)
See :ref:`time-series-convention`.
"""
if not isinstance(sys, LTI):
raise TypeError('Parameter ``sys``: must be a ``LTI`` object. '
'(For example ``StateSpace`` or ``TransferFunction``)')
sys = _convertToStateSpace(sys)
A, B, C, D = np.asarray(sys.A), np.asarray(sys.B), np.asarray(sys.C), \
np.asarray(sys.D)
# d_type = A.dtype
n_states = A.shape[0]
n_inputs = B.shape[1]
n_outputs = C.shape[0]
# Convert inputs to numpy arrays for easier shape checking
if U is not None:
U = np.asarray(U)
if T is not None:
T = np.asarray(T)
# Set and/or check time vector in discrete time case
if isdtime(sys, strict=True):
if T is None:
if U is None:
raise ValueError('Parameters ``T`` and ``U`` can\'t both be'
'zero for discrete-time simulation')
# Set T to equally spaced samples with same length as U
if U.ndim == 1:
n_steps = U.shape[0]
else:
n_steps = U.shape[1]
T = np.array(range(n_steps)) * (1 if sys.dt is True else sys.dt)
else:
# Make sure the input vector and time vector have same length
# TODO: allow interpolation of the input vector
if (U.ndim == 1 and U.shape[0] != T.shape[0]) or \
(U.ndim > 1 and U.shape[1] != T.shape[0]):
ValueError('Pamameter ``T`` must have same elements as'
' the number of columns in input array ``U``')
# Test if T has shape (n,) or (1, n);
# T must be array-like and values must be increasing.
# The length of T determines the length of the input vector.
if T is None:
raise ValueError('Parameter ``T``: must be array-like, and contain '
'(strictly monotonic) increasing numbers.')
T = _check_convert_array(T, [('any',), (1, 'any')],
'Parameter ``T``: ', squeeze=True,
transpose=transpose)
dt = T[1] - T[0]
if not np.allclose(T[1:] - T[:-1], dt):
raise ValueError("Parameter ``T``: time values must be "
"equally spaced.")
n_steps = T.shape[0] # number of simulation steps
# create X0 if not given, test if X0 has correct shape
X0 = _check_convert_array(X0, [(n_states,), (n_states, 1)],
'Parameter ``X0``: ', squeeze=True)
xout = np.zeros((n_states, n_steps))
xout[:, 0] = X0
yout = np.zeros((n_outputs, n_steps))
# Separate out the discrete and continuous time cases
if isctime(sys):
# Solve the differential equation, copied from scipy.signal.ltisys.
dot, squeeze, = np.dot, np.squeeze # Faster and shorter code
# Faster algorithm if U is zero
if U is None or (isinstance(U, (int, float)) and U == 0):
# Solve using matrix exponential
expAdt = sp.linalg.expm(A * dt)
for i in range(1, n_steps):
xout[:, i] = dot(expAdt, xout[:, i-1])
yout = dot(C, xout)
# General algorithm that interpolates U in between output points
else:
# Test if U has correct shape and type
legal_shapes = [(n_steps,), (1, n_steps)] if n_inputs == 1 else \
[(n_inputs, n_steps)]
U = _check_convert_array(U, legal_shapes,
'Parameter ``U``: ', squeeze=False,
transpose=transpose)
# convert 1D array to 2D array with only one row
if len(U.shape) == 1:
U = U.reshape(1, -1) # pylint: disable=E1103
# Algorithm: to integrate from time 0 to time dt, with linear
# interpolation between inputs u(0) = u0 and u(dt) = u1, we solve
# xdot = A x + B u, x(0) = x0
# udot = (u1 - u0) / dt, u(0) = u0.
#
# Solution is
# [ x(dt) ] [ A*dt B*dt 0 ] [ x0 ]
# [ u(dt) ] = exp [ 0 0 I ] [ u0 ]
# [u1 - u0] [ 0 0 0 ] [u1 - u0]
M = np.block([[A * dt, B * dt, np.zeros((n_states, n_inputs))],
[np.zeros((n_inputs, n_states + n_inputs)),
np.identity(n_inputs)],
[np.zeros((n_inputs, n_states + 2 * n_inputs))]])
expM = sp.linalg.expm(M)
Ad = expM[:n_states, :n_states]
Bd1 = expM[:n_states, n_states+n_inputs:]
Bd0 = expM[:n_states, n_states:n_states + n_inputs] - Bd1
for i in range(1, n_steps):
xout[:, i] = (dot(Ad, xout[:, i-1]) + dot(Bd0, U[:, i-1]) +
dot(Bd1, U[:, i]))
yout = dot(C, xout) + dot(D, U)
tout = T
else:
# Discrete type system => use SciPy signal processing toolbox
if sys.dt is not True:
# Make sure that the time increment is a multiple of sampling time
# First make sure that time increment is bigger than sampling time
# (with allowance for small precision errors)
if dt < sys.dt and not np.isclose(dt, sys.dt):
raise ValueError("Time steps ``T`` must match sampling time")
# Now check to make sure it is a multiple (with check against
# sys.dt because floating point mod can have small errors
elif not (np.isclose(dt % sys.dt, 0) or
np.isclose(dt % sys.dt, sys.dt)):
raise ValueError("Time steps ``T`` must be multiples of "
"sampling time")
sys_dt = sys.dt
else:
sys_dt = dt # For unspecified sampling time, use time incr
# Discrete time simulation using signal processing toolbox
dsys = (A, B, C, D, sys_dt)
# Use signal processing toolbox for the discrete time simulation
# Transpose the input to match toolbox convention
tout, yout, xout = sp.signal.dlsim(dsys, np.transpose(U), T, X0)
if not interpolate:
# If dt is different from sys.dt, resample the output
inc = int(round(dt / sys_dt))
tout = T # Return exact list of time steps
yout = yout[::inc, :]
xout = xout[::inc, :]
# Transpose the output and state vectors to match local convention
xout = sp.transpose(xout)
yout = sp.transpose(yout)
# Get rid of unneeded dimensions
if squeeze:
yout = np.squeeze(yout)
xout = np.squeeze(xout)
# See if we need to transpose the data back into MATLAB form
if transpose:
tout = np.transpose(tout)
yout = np.transpose(yout)
xout = np.transpose(xout)
return tout, yout, xout
def _get_ss_simo(sys, input=None, output=None):
"""Return a SISO or SIMO state-space version of sys
If input is not specified, select first input and issue warning
"""
sys_ss = _convertToStateSpace(sys)
if sys_ss.issiso():
return sys_ss
warn = False
if input is None:
# issue warning if input is not given
warn = True
input = 0
if output is None:
return _mimo2simo(sys_ss, input, warn_conversion=warn)
else:
return _mimo2siso(sys_ss, input, output, warn_conversion=warn)
def step_response(sys, T=None, X0=0., input=None, output=None,
transpose=False, return_x=False, squeeze=True):
# pylint: disable=W0622
"""Step response of a linear system
If the system has multiple inputs or outputs (MIMO), one input has
to be selected for the simulation. Optionally, one output may be
selected. The parameters `input` and `output` do this. All other
inputs are set to 0, all other outputs are ignored.
For information on the **shape** of parameters `T`, `X0` and
return values `T`, `yout`, see :ref:`time-series-convention`.
Parameters
----------
sys: StateSpace, or TransferFunction
LTI system to simulate
T: array-like object, optional
Time vector (argument is autocomputed if not given)
X0: array-like or number, optional
Initial condition (default = 0)
Numbers are converted to constant arrays with the correct shape.
input: int
Index of the input that will be used in this simulation.
output: int
Index of the output that will be used in this simulation. Set to None
to not trim outputs
transpose: bool
If True, transpose all input and output arrays (for backward
compatibility with MATLAB and scipy.signal.lsim)
return_x: bool
If True, return the state vector (default = False).
squeeze: bool, optional (default=True)
If True, remove single-dimensional entries from the shape of
the output. For single output systems, this converts the
output response to a 1D array.
Returns
-------
T: array
Time values of the output
yout: array
Response of the system
xout: array
Individual response of each x variable
See Also
--------
forced_response, initial_response, impulse_response
Notes
-----
This function uses the `forced_response` function with the input set to a
unit step.
Examples
--------
>>> T, yout = step_response(sys, T, X0)
"""
sys = _get_ss_simo(sys, input, output)
if T is None:
if isctime(sys):
T = _default_response_times(sys.A, 100)
else:
# For discrete time, use integers
tvec = _default_response_times(sys.A, 100)
T = range(int(np.ceil(max(tvec))))
U = np.ones_like(T)
T, yout, xout = forced_response(sys, T, U, X0, transpose=transpose,
squeeze=squeeze)
if return_x:
return T, yout, xout
return T, yout
def step_info(sys, T=None, SettlingTimeThreshold=0.02,
RiseTimeLimits=(0.1, 0.9)):
'''
Step response characteristics (Rise time, Settling Time, Peak and others).
Parameters
----------
sys: StateSpace, or TransferFunction
LTI system to simulate
T: array-like object, optional
Time vector (argument is autocomputed if not given)
SettlingTimeThreshold: float value, optional
Defines the error to compute settling time (default = 0.02)
RiseTimeLimits: tuple (lower_threshold, upper_theshold)
Defines the lower and upper threshold for RiseTime computation
Returns
-------
S: a dictionary containing:
RiseTime: Time from 10% to 90% of the steady-state value.
SettlingTime: Time to enter inside a default error of 2%
SettlingMin: Minimum value after RiseTime
SettlingMax: Maximum value after RiseTime
Overshoot: Percentage of the Peak relative to steady value
Undershoot: Percentage of undershoot
Peak: Absolute peak value
PeakTime: time of the Peak
SteadyStateValue: Steady-state value
See Also
--------
step, lsim, initial, impulse
Examples
--------
>>> info = step_info(sys, T)
'''
sys = _get_ss_simo(sys)
if T is None:
if isctime(sys):
T = _default_response_times(sys.A, 1000)
else:
# For discrete time, use integers
tvec = _default_response_times(sys.A, 1000)
T = range(int(np.ceil(max(tvec))))
T, yout = step_response(sys, T)
# Steady state value
InfValue = yout[-1]
# RiseTime
tr_lower_index = (np.where(yout >= RiseTimeLimits[0] * InfValue)[0])[0]
tr_upper_index = (np.where(yout >= RiseTimeLimits[1] * InfValue)[0])[0]
RiseTime = T[tr_upper_index] - T[tr_lower_index]
# SettlingTime
sup_margin = (1. + SettlingTimeThreshold) * InfValue
inf_margin = (1. - SettlingTimeThreshold) * InfValue
# find Steady State looking for the first point out of specified limits
for i in reversed(range(T.size)):
if((yout[i] <= inf_margin) | (yout[i] >= sup_margin)):
SettlingTime = T[i + 1]
break
# Peak
PeakIndex = np.abs(yout).argmax()
PeakValue = yout[PeakIndex]
PeakTime = T[PeakIndex]
SettlingMax = (yout).max()
SettlingMin = (yout[tr_upper_index:]).min()
# I'm really not very confident about UnderShoot:
UnderShoot = yout.min()
OverShoot = 100. * (yout.max() - InfValue) / (InfValue - yout[0])
# Return as a dictionary
S = {
'RiseTime': RiseTime,
'SettlingTime': SettlingTime,
'SettlingMin': SettlingMin,
'SettlingMax': SettlingMax,
'Overshoot': OverShoot,
'Undershoot': UnderShoot,
'Peak': PeakValue,
'PeakTime': PeakTime,
'SteadyStateValue': InfValue
}
return S
def initial_response(sys, T=None, X0=0., input=0, output=None,
transpose=False, return_x=False, squeeze=True):
# pylint: disable=W0622
"""Initial condition response of a linear system
If the system has multiple outputs (MIMO), optionally, one output
may be selected. If no selection is made for the output, all
outputs are given.
For information on the **shape** of parameters `T`, `X0` and
return values `T`, `yout`, see :ref:`time-series-convention`.
Parameters
----------
sys: StateSpace, or TransferFunction
LTI system to simulate
T: array-like object, optional
Time vector (argument is autocomputed if not given)
X0: array-like object or number, optional
Initial condition (default = 0)
Numbers are converted to constant arrays with the correct shape.
input: int
Ignored, has no meaning in initial condition calculation. Parameter
ensures compatibility with step_response and impulse_response
output: int
Index of the output that will be used in this simulation. Set to None
to not trim outputs
transpose: bool
If True, transpose all input and output arrays (for backward
compatibility with MATLAB and scipy.signal.lsim)
return_x: bool
If True, return the state vector (default = False).
squeeze: bool, optional (default=True)
If True, remove single-dimensional entries from the shape of
the output. For single output systems, this converts the
output response to a 1D array.
Returns
-------
T: array
Time values of the output
yout: array
Response of the system
xout: array
Individual response of each x variable
See Also
--------
forced_response, impulse_response, step_response
Notes
-----
This function uses the `forced_response` function with the input set to
zero.
Examples
--------
>>> T, yout = initial_response(sys, T, X0)
"""
sys = _get_ss_simo(sys, input, output)
# Create time and input vectors; checking is done in forced_response(...)
# The initial vector X0 is created in forced_response(...) if necessary
if T is None:
if isctime(sys):
T = _default_response_times(sys.A, 1000)
else:
# For discrete time, use integers
tvec = _default_response_times(sys.A, 1000)
T = range(int(np.ceil(max(tvec))))
U = np.zeros_like(T)
T, yout, _xout = forced_response(sys, T, U, X0, transpose=transpose,
squeeze=squeeze)
if return_x:
return T, yout, _xout
return T, yout
def impulse_response(sys, T=None, X0=0., input=0, output=None,
transpose=False, return_x=False, squeeze=True):
# pylint: disable=W0622
"""Impulse response of a linear system
If the system has multiple inputs or outputs (MIMO), one input has
to be selected for the simulation. Optionally, one output may be
selected. The parameters `input` and `output` do this. All other
inputs are set to 0, all other outputs are ignored.
For information on the **shape** of parameters `T`, `X0` and
return values `T`, `yout`, see :ref:`time-series-convention`.
Parameters
----------
sys: StateSpace, TransferFunction
LTI system to simulate
T: array-like object, optional
Time vector (argument is autocomputed if not given)
X0: array-like object or number, optional
Initial condition (default = 0)
Numbers are converted to constant arrays with the correct shape.
input: int
Index of the input that will be used in this simulation.
output: int
Index of the output that will be used in this simulation. Set to None
to not trim outputs
transpose: bool
If True, transpose all input and output arrays (for backward
compatibility with MATLAB and scipy.signal.lsim)
return_x: bool
If True, return the state vector (default = False).
squeeze: bool, optional (default=True)
If True, remove single-dimensional entries from the shape of
the output. For single output systems, this converts the
output response to a 1D array.
Returns
-------
T: array
Time values of the output
yout: array
Response of the system
xout: array
Individual response of each x variable
See Also
--------
forced_response, initial_response, step_response
Notes
-----
This function uses the `forced_response` function to compute the time
response. For continuous time systems, the initial condition is altered to
account for the initial impulse.
Examples
--------
>>> T, yout = impulse_response(sys, T, X0)
"""
sys = _get_ss_simo(sys, input, output)
# System has direct feedthrough, can't simulate impulse response
# numerically
if np.any(sys.D != 0) and isctime(sys):
warnings.warn("System has direct feedthrough: ``D != 0``. The "
"infinite impulse at ``t=0`` does not appear in the "
"output.\n"
"Results may be meaningless!")
# create X0 if not given, test if X0 has correct shape.
# Must be done here because it is used for computations here.
n_states = sys.A.shape[0]
X0 = _check_convert_array(X0, [(n_states,), (n_states, 1)],
'Parameter ``X0``: \n', squeeze=True)
# Compute T and U, no checks necessary, they will be checked in lsim
if T is None:
if isctime(sys):
T = _default_response_times(sys.A, 100)
else:
# For discrete time, use integers
tvec = _default_response_times(sys.A, 100)
T = range(int(np.ceil(max(tvec))))
U = np.zeros_like(T)
# Compute new X0 that contains the impulse
# We can't put the impulse into U because there is no numerical
# representation for it (infinitesimally short, infinitely high).
# See also: http://www.mathworks.com/support/tech-notes/1900/1901.html
if isctime(sys):
B = np.asarray(sys.B).squeeze()
new_X0 = B + X0
else:
new_X0 = X0
U[0] = 1.
T, yout, _xout = forced_response(sys, T, U, new_X0, transpose=transpose,
squeeze=squeeze)
if return_x:
return T, yout, _xout
return T, yout