DLQR and DLQE #670

sawyerbfuller · 2021-11-09T05:19:41Z

update 2021.1.09
Slycot not currently working with my new M1 mac so I made it so lqr, lqe, dlqr, and dlqe now have a fallback to scipy-only. They use an updated version of care and dare that have non-slycot options available.

care and dare now use scipy solve_continuous_are and solve_discrete_are if possible instead of slycot (only case they don't is when stabilizing=False)

…trol

bnavigator · 2021-11-09T22:00:02Z

Any indication, why you can't have Slycot on your M1? No conda packages?

sawyerbfuller · 2021-11-09T22:08:57Z

Any indication, why you can't have Slycot on your M1? No conda packages?

Not sure. conda has been spending a lot of time "solving" the environment and then not succeeding (I don't remember the error message) when I try to install slycot with conda-forge. Will try again

bnavigator · 2021-11-09T22:11:23Z

control/tests/statefbk_test.py

+    @slycotonly
+    def test_care_antistabilizing(self, matarrayin):
+        """Test anti-stabilizing feedbacks, continuous"""


How about instead of duplicating code lines, you parameterize test_care and test_dare with something like

@pytest.mark.parametrize( "stabilizing", [True, pytest.param(False, marks=slycotonly), ] def test_care(self, matarrayin, stabilizing): ... X, L, G = care(A, B, Q, R, S, E, stabilizing=stabilizing) sgn = {True: -1, False: 1}[stabilizing] assert np.all((sgn * np.real(L)) > 0)

?

thanks for the suggestion & code sketch. done

bnavigator · 2021-11-09T22:20:59Z

control/mateqn.py

+    if not stabilizing:
+        return care_slycot(A, B, Q, R, S, E, stabilizing)
+    else:


This always favors the SciPy version over Slycot for stabilizing=True. I guess the SLICOT routine should be more efficient than calling 3 solvers for X, G, L.

Found 7cf9630 and #8. Has this ever been investigated thoroughly?

Might be nicer to implement a method keyword as suggested in #255.

I guess the significant number of uncovered lines as reported by coveralls comes from this change.

One of my grad students actually encountered that bug with slycot’s dare. I’ll see if I can find the bug. Ok if we leave adding a method keyword to a different PR?

I'm would be okay with deferring the method keyword to a later PR.

But I don't like leaving code in the repo which is essentially untested or disabled.

bnavigator · 2021-11-09T22:37:37Z

control/mateqn.py

-            raise ControlArgument("Q must be a symmetric matrix.")
+            raise ControlDimension("Q must be a symmetric matrix.")


That's not a dimension error. ControlDimension would have been raised above.

True. I was trying to make it so both slycot and scipy versions raised the same kind of error (ValueError) rather than different types (ControlArgument is a TypeError), so that we could run the same test on both. win-win solution: I'll just change that to a ValueError because I think it can be argued that being non-symmetric is more of a value error than a type error.

coveralls · 2021-11-09T22:45:00Z

Coverage increased (+0.1%) to 93.655% when pulling 0d4ff4c on sawyerbfuller:dlqr2 into 8356044 on python-control:master.

sawyerbfuller · 2021-11-23T22:42:17Z

Marked this as ready for a review to merge. Still working on getting slycot working on my mac (reinstall anaconda didn't do it) so I think a PR that adds a method keyword will have to wait until I get that resolved.

murrayrm · 2021-11-26T18:05:25Z

Some (minor) overlapping changes in #673, which allows the lqe function to be called with a StateSpace object as the first argument. We might consider adding some of the functionality for #673 into this PR, for consistency. We could also update lqr and lqe so that if they are passed a discrete time LTI system as their first argument, they call dlqr and dlqe directly (?).

sawyerbfuller · 2021-11-26T22:56:22Z

@murrayrm I like the idea of "overloading" lqe and lqr to work as the corresponding discrete-time versions when passed a discrete-time SS system. Possible rationale: they're both still "linear quadratic regulators/estimators".

Happy to rebase this one on top of #673, or vice versa, but it may be a few days before I have time to do anything on it.

murrayrm · 2021-12-24T15:17:48Z

@sawyerbfuller FYI, if you rebase this, you might want to wait until #683 is merged since that has a lot of relevant changes in both mateqn and statefbk.

…trol

…ug in non-slycot care. lqr, lqe, dlqr, dlqe now get tested without slycot.

…when arrays are not of the correct dimension

murrayrm · 2021-12-26T21:30:20Z

Rebased on latest master. A couple of other things we could do before merging:

Add timebase checks to lqr() to call the lqr or dlqr, as appropriate
Regularize the use of _method in care and dare
Remove redundant argument processing in dare and _dare_slycot (since the latter is an internal function)

sawyerbfuller · 2021-12-27T06:37:22Z

@murrayrm thanks for moving this one toward the finish line.

One remark in regards to a change on line 280 in statefbk.py that changed B to G. I think it should remain B. In the general case there should be a distinction between the B (input) and G (disturbance input) matrices , and it is nice to have a G in case you have disturbances that only act on a subset of states (eg force but not velocity disturbances).

The question is, what if lqe is passed a system? Then I think it is ok to interpret the system’s B matrix as G, as currently implemented. But I think the place to state that is down at the end of the doc string where the option to pass a system is described.

murrayrm · 2021-12-27T15:14:43Z

One remark in regards to a change on line 280 in statefbk.py that changed B to G. I think it should remain B. In the general case there should be a distinction between the B (input) and G (disturbance input) matrices , and it is nice to have a G in case you have disturbances that only act on a subset of states (eg force but not velocity disturbances).

Oops. Reverted.

sawyerbfuller and others added 2 commits May 19, 2020 11:44

added link to lqe (linear quadratic estimator) function in docs

e2d8f9d

Merge branch 'master' of https://github.com/python-control/python-con…

0854ee4

…trol

sawyerbfuller linked an issue Nov 9, 2021 that may be closed by this pull request

Discrete Time LQR Option #359

Closed

bnavigator reviewed Nov 9, 2021

View reviewed changes

bnavigator mentioned this pull request Nov 9, 2021

Add Apple Silicon builds conda-forge/slycot-feedstock#34

Closed

sawyerbfuller marked this pull request as draft November 10, 2021 17:41

sawyerbfuller marked this pull request as ready for review November 23, 2021 22:40

sawyerbfuller changed the title ~~[WIP] DLQR and DLQE~~ DLQR and DLQE Nov 23, 2021

murrayrm mentioned this pull request Nov 26, 2021

Improved lqe calling functionality #673

Merged

bnavigator mentioned this pull request Dec 2, 2021

Remove duplicate Slycot error handling, require Slycot >=0.4 #678

Merged

murrayrm added the needs rebase The PR needs a rebase to current master branch label Dec 26, 2021

murrayrm and others added 10 commits December 26, 2021 12:01

Merge branch 'master' of https://github.com/sawyerbfuller/python-control

4c79cb2

Merge branch 'master' of https://github.com/python-control/python-con…

7076fac

…trol

enable non-slycot lqr

b382f2d

initial addition of dlqe and dlqr

04cfe65

dare and care now use scipy routines if slycot not available. fixed b…

0fa431c

…ug in non-slycot care. lqr, lqe, dlqr, dlqe now get tested without slycot.

enabled some non-slycot testing of dare and care functions in mateqn.py

0af8f83

change exceptions to controlDimension instead of controlArgument for …

798ccd5

…when arrays are not of the correct dimension

correct the expected error type in mateqn_test.py

88960af

one more error type correction

90ad3a6

shortened testing code as suggested by @bnavigator

e26f765

enable non-slycot testing + minor cleanup after rebase

3e99742

murrayrm force-pushed the dlqr2 branch from 82d328a to 3e99742 Compare December 26, 2021 21:25

murrayrm removed the needs rebase The PR needs a rebase to current master branch label Dec 26, 2021

murrayrm added 4 commits December 26, 2021 15:38

add lqr/lqe overload for discrete time systems

20b0312

remove redundant argument process in care/dare + fix up error strings

cf3c9b2

remove _dare_slycot and make slycot/scipy structure moer uniform

f1f5375

require StateSpace for lqr/lqe first arg + process uniformly

fdd399f

Fix lqe docstring per @sawyerbfuller

0d4ff4c

murrayrm added this to the 0.9.1 milestone Dec 30, 2021

murrayrm merged commit a33bcc5 into python-control:master Dec 31, 2021

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DLQR and DLQE #670

DLQR and DLQE #670

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sawyerbfuller commented Dec 27, 2021

murrayrm commented Dec 27, 2021

		raise ControlArgument("Q must be a symmetric matrix.")
		raise ControlDimension("Q must be a symmetric matrix.")

DLQR and DLQE #670

DLQR and DLQE #670

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