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<h1 class="title">Complementary Filters Shaping Using \(\mathcal{H}_\infty\) Synthesis - Matlab Computation</h1>
<div id="table-of-contents">
<h2>Table of Contents</h2>
<div id="text-table-of-contents">
<ul>
<li><a href="#orgcd571e1">1. H-Infinity synthesis of complementary filters</a>
<ul>
<li><a href="#orgea65f42">1.1. Synthesis Architecture</a></li>
<li><a href="#org8a8a446">1.2. Design of Weighting Function</a></li>
<li><a href="#orgfe22503">1.3. H-Infinity Synthesis</a></li>
<li><a href="#orgf9471db">1.4. Obtained Complementary Filters</a></li>
</ul>
</li>
<li><a href="#org0e59118">2. Generating 3 complementary filters</a>
<ul>
<li><a href="#orgfbd127e">2.1. Theory</a></li>
<li><a href="#orgb689a85">2.2. Weights</a></li>
<li><a href="#org24d1ff1">2.3. H-Infinity Synthesis</a></li>
<li><a href="#orgef81b1e">2.4. Obtained Complementary Filters</a></li>
</ul>
</li>
<li><a href="#org2c0b99c">3. Implement complementary filters for LIGO</a>
<ul>
<li><a href="#org6ea0071">3.1. Specifications</a></li>
<li><a href="#org8f811fb">3.2. FIR Filter</a></li>
<li><a href="#org9a34a27">3.3. Weights</a></li>
<li><a href="#orgc9f5d68">3.4. H-Infinity Synthesis</a></li>
<li><a href="#orgd83a581">3.5. Compare FIR and H-Infinity Filters</a></li>
</ul>
</li>
</ul>
</div>
</div>
<p>
In this document, the design of complementary filters is studied.
</p>
<p>
One use of complementary filter is described below:
</p>
<blockquote>
<p>
The basic idea of a complementary filter involves taking two or more sensors, filtering out unreliable frequencies for each sensor, and combining the filtered outputs to get a better estimate throughout the entire bandwidth of the system.
To achieve this, the sensors included in the filter should complement one another by performing better over specific parts of the system bandwidth.
</p>
</blockquote>
<p>
This document is divided into several sections:
</p>
<ul class="org-ul">
<li>in section <a href="#org954a80e">1</a>, the \(\mathcal{H}_\infty\) synthesis is used for generating two complementary filters</li>
<li>in section <a href="#orga319f0c">2</a>, a method using the \(\mathcal{H}_\infty\) synthesis is proposed to shape three of more complementary filters</li>
<li>in section <a href="#orgb69dc24">3</a>, the \(\mathcal{H}_\infty\) synthesis is used and compared with FIR complementary filters used for LIGO</li>
</ul>
<div class="note" id="org3c0f990">
<p>
Add the Matlab code use to obtain the results presented in the paper are accessible <a href="matlab.zip">here</a> and presented below.
</p>
</div>
<div id="outline-container-orgcd571e1" class="outline-2">
<h2 id="orgcd571e1"><span class="section-number-2">1</span> H-Infinity synthesis of complementary filters</h2>
<div class="outline-text-2" id="text-1">
<p>
<a id="org954a80e"></a>
</p>
<div class="note" id="orgca3b1ba">
<p>
The Matlab file corresponding to this section is accessible <a href="matlab/h_inf_synthesis_complementary_filters.m">here</a>.
</p>
</div>
</div>
<div id="outline-container-orgea65f42" class="outline-3">
<h3 id="orgea65f42"><span class="section-number-3">1.1</span> Synthesis Architecture</h3>
<div class="outline-text-3" id="text-1-1">
<p>
We here synthesize two complementary filters using the \(\mathcal{H}_\infty\) synthesis.
The goal is to specify upper bounds on the norms of the two complementary filters \(H_1(s)\) and \(H_2(s)\) while ensuring their complementary property (\(H_1(s) + H_2(s) = 1\)).
</p>
<p>
In order to do so, we use the generalized plant shown on figure <a href="#org46317e2">1</a> where \(W_1(s)\) and \(W_2(s)\) are weighting transfer functions that will be used to shape \(H_1(s)\) and \(H_2(s)\) respectively.
</p>
<div id="org46317e2" class="figure">
<p><img src="figs-tikz/h_infinity_robust_fusion.png" alt="h_infinity_robust_fusion.png" />
</p>
<p><span class="figure-number">Figure 1: </span>\(\mathcal{H}_\infty\) synthesis of the complementary filters</p>
</div>
<p>
The \(\mathcal{H}_\infty\) synthesis applied on this generalized plant will give a transfer function \(H_2\) (figure <a href="#org46317e2">1</a>) such that the \(\mathcal{H}_\infty\) norm of the transfer function from \(w\) to \([z_1,\ z_2]\) is less than one:
\[ \left\| \begin{array}{c} (1 - H_2(s)) W_1(s) \\ H_2(s) W_2(s) \end{array} \right\|_\infty < 1 \]
</p>
<p>
Thus, if the above condition is verified, we can define \(H_1(s) = 1 - H_2(s)\) and we have that:
\[ \left\| \begin{array}{c} H_1(s) W_1(s) \\ H_2(s) W_2(s) \end{array} \right\|_\infty < 1 \]
Which is almost (with an maximum error of \(\sqrt{2}\)) equivalent to:
</p>
\begin{align*}
|H_1(j\omega)| &< \frac{1}{|W_1(j\omega)|}, \quad \forall \omega \\
|H_2(j\omega)| &< \frac{1}{|W_2(j\omega)|}, \quad \forall \omega
\end{align*}
<p>
We then see that \(W_1(s)\) and \(W_2(s)\) can be used to shape both \(H_1(s)\) and \(H_2(s)\) while ensuring their complementary property by the definition of \(H_1(s) = 1 - H_2(s)\).
</p>
</div>
</div>
<div id="outline-container-org8a8a446" class="outline-3">
<h3 id="org8a8a446"><span class="section-number-3">1.2</span> Design of Weighting Function</h3>
<div class="outline-text-3" id="text-1-2">
<p>
A formula is proposed to help the design of the weighting functions:
</p>
\begin{equation}
W(s) = \left( \frac{
\frac{1}{\omega_0} \sqrt{\frac{1 - \left(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - \left(\frac{G_c}{G_\infty}\right)^{\frac{2}{n}}}} s + \left(\frac{G_0}{G_c}\right)^{\frac{1}{n}}
}{
\left(\frac{1}{G_\infty}\right)^{\frac{1}{n}} \frac{1}{\omega_0} \sqrt{\frac{1 - \left(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - \left(\frac{G_c}{G_\infty}\right)^{\frac{2}{n}}}} s + \left(\frac{1}{G_c}\right)^{\frac{1}{n}}
}\right)^n
\end{equation}
<p>
The parameters permits to specify:
</p>
<ul class="org-ul">
<li>the low frequency gain: \(G_0 = lim_{\omega \to 0} |W(j\omega)|\)</li>
<li>the high frequency gain: \(G_\infty = lim_{\omega \to \infty} |W(j\omega)|\)</li>
<li>the absolute gain at \(\omega_0\): \(G_c = |W(j\omega_0)|\)</li>
<li>the absolute slope between high and low frequency: \(n\)</li>
</ul>
<p>
The general shape of a weighting function generated using the formula is shown in figure <a href="#org4ee6999">2</a>.
</p>
<div id="org4ee6999" class="figure">
<p><img src="figs-tikz/weight_formula.png" alt="weight_formula.png" />
</p>
<p><span class="figure-number">Figure 2: </span>Amplitude of the proposed formula for the weighting functions</p>
</div>
<div class="org-src-container">
<pre class="src src-matlab">n = 2; w0 = 2<span class="org-type">*</span><span class="org-constant">pi</span><span class="org-type">*</span>11; G0 = 1<span class="org-type">/</span>10; G1 = 1000; Gc = 1<span class="org-type">/</span>2;
W1 = (((1<span class="org-type">/</span>w0)<span class="org-type">*</span>sqrt((1<span class="org-type">-</span>(G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(2<span class="org-type">/</span>n))<span class="org-type">/</span>(1<span class="org-type">-</span>(Gc<span class="org-type">/</span>G1)<span class="org-type">^</span>(2<span class="org-type">/</span>n)))<span class="org-type">*</span>s <span class="org-type">+</span> (G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(1<span class="org-type">/</span>n))<span class="org-type">/</span>((1<span class="org-type">/</span>G1)<span class="org-type">^</span>(1<span class="org-type">/</span>n)<span class="org-type">*</span>(1<span class="org-type">/</span>w0)<span class="org-type">*</span>sqrt((1<span class="org-type">-</span>(G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(2<span class="org-type">/</span>n))<span class="org-type">/</span>(1<span class="org-type">-</span>(Gc<span class="org-type">/</span>G1)<span class="org-type">^</span>(2<span class="org-type">/</span>n)))<span class="org-type">*</span>s <span class="org-type">+</span> (1<span class="org-type">/</span>Gc)<span class="org-type">^</span>(1<span class="org-type">/</span>n)))<span class="org-type">^</span>n;
n = 3; w0 = 2<span class="org-type">*</span><span class="org-constant">pi</span><span class="org-type">*</span>10; G0 = 1000; G1 = 0.1; Gc = 1<span class="org-type">/</span>2;
W2 = (((1<span class="org-type">/</span>w0)<span class="org-type">*</span>sqrt((1<span class="org-type">-</span>(G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(2<span class="org-type">/</span>n))<span class="org-type">/</span>(1<span class="org-type">-</span>(Gc<span class="org-type">/</span>G1)<span class="org-type">^</span>(2<span class="org-type">/</span>n)))<span class="org-type">*</span>s <span class="org-type">+</span> (G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(1<span class="org-type">/</span>n))<span class="org-type">/</span>((1<span class="org-type">/</span>G1)<span class="org-type">^</span>(1<span class="org-type">/</span>n)<span class="org-type">*</span>(1<span class="org-type">/</span>w0)<span class="org-type">*</span>sqrt((1<span class="org-type">-</span>(G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(2<span class="org-type">/</span>n))<span class="org-type">/</span>(1<span class="org-type">-</span>(Gc<span class="org-type">/</span>G1)<span class="org-type">^</span>(2<span class="org-type">/</span>n)))<span class="org-type">*</span>s <span class="org-type">+</span> (1<span class="org-type">/</span>Gc)<span class="org-type">^</span>(1<span class="org-type">/</span>n)))<span class="org-type">^</span>n;
</pre>
</div>
<div id="org79474f8" class="figure">
<p><img src="figs/weights_W1_W2.png" alt="weights_W1_W2.png" />
</p>
<p><span class="figure-number">Figure 3: </span>Weights on the complementary filters \(W_1\) and \(W_2\) and the associated performance weights</p>
</div>
</div>
</div>
<div id="outline-container-orgfe22503" class="outline-3">
<h3 id="orgfe22503"><span class="section-number-3">1.3</span> H-Infinity Synthesis</h3>
<div class="outline-text-3" id="text-1-3">
<p>
We define the generalized plant \(P\) on matlab.
</p>
<div class="org-src-container">
<pre class="src src-matlab">P = [W1 <span class="org-type">-</span>W1;
0 W2;
1 0];
</pre>
</div>
<p>
And we do the \(\mathcal{H}_\infty\) synthesis using the <code>hinfsyn</code> command.
</p>
<div class="org-src-container">
<pre class="src src-matlab">[H2, <span class="org-type">~</span>, gamma, <span class="org-type">~</span>] = hinfsyn(P, 1, 1,<span class="org-string">'TOLGAM'</span>, 0.001, <span class="org-string">'METHOD'</span>, <span class="org-string">'ric'</span>, <span class="org-string">'DISPLAY'</span>, <span class="org-string">'on'</span>);
</pre>
</div>
<pre class="example" id="org9fcd456">
[H2, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
Resetting value of Gamma min based on D_11, D_12, D_21 terms
Test bounds: 0.1000 &lt; gamma &lt;= 1050.0000
gamma hamx_eig xinf_eig hamy_eig yinf_eig nrho_xy p/f
1.050e+03 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
525.050 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
262.575 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
131.337 2.8e+01 2.4e-07 4.1e+00 -1.0e-13 0.0000 p
65.719 2.8e+01 2.4e-07 4.1e+00 -9.5e-14 0.0000 p
32.909 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
16.505 2.8e+01 2.4e-07 4.1e+00 -1.0e-13 0.0000 p
8.302 2.8e+01 2.4e-07 4.1e+00 -7.2e-14 0.0000 p
4.201 2.8e+01 2.4e-07 4.1e+00 -2.5e-25 0.0000 p
2.151 2.7e+01 2.4e-07 4.1e+00 -3.8e-14 0.0000 p
1.125 2.6e+01 2.4e-07 4.1e+00 -5.4e-24 0.0000 p
0.613 2.3e+01 -3.7e+01# 4.1e+00 0.0e+00 0.0000 f
0.869 2.6e+01 -3.7e+02# 4.1e+00 0.0e+00 0.0000 f
0.997 2.6e+01 -1.1e+04# 4.1e+00 0.0e+00 0.0000 f
1.061 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
1.029 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
1.013 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
1.005 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
1.001 2.6e+01 -3.1e+04# 4.1e+00 -3.8e-14 0.0000 f
1.003 2.6e+01 -2.8e+05# 4.1e+00 0.0e+00 0.0000 f
1.004 2.6e+01 2.4e-07 4.1e+00 -5.8e-24 0.0000 p
1.004 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
Gamma value achieved: 1.0036
</pre>
<p>
We then define the high pass filter \(H_1 = 1 - H_2\). The bode plot of both \(H_1\) and \(H_2\) is shown on figure <a href="#orgbc23afe">4</a>.
</p>
<div class="org-src-container">
<pre class="src src-matlab">H1 = 1 <span class="org-type">-</span> H2;
</pre>
</div>
</div>
</div>
<div id="outline-container-orgf9471db" class="outline-3">
<h3 id="orgf9471db"><span class="section-number-3">1.4</span> Obtained Complementary Filters</h3>
<div class="outline-text-3" id="text-1-4">
<p>
The obtained complementary filters are shown on figure <a href="#orgbc23afe">4</a>.
</p>
<div id="orgbc23afe" class="figure">
<p><img src="figs/hinf_filters_results.png" alt="hinf_filters_results.png" />
</p>
<p><span class="figure-number">Figure 4: </span>Obtained complementary filters using \(\mathcal{H}_\infty\) synthesis</p>
</div>
</div>
</div>
</div>
<div id="outline-container-org0e59118" class="outline-2">
<h2 id="org0e59118"><span class="section-number-2">2</span> Generating 3 complementary filters</h2>
<div class="outline-text-2" id="text-2">
<p>
<a id="orga319f0c"></a>
</p>
<div class="note" id="org2ba2674">
<p>
The Matlab file corresponding to this section is accessible <a href="matlab/three_comp_filters.m">here</a>.
</p>
</div>
</div>
<div id="outline-container-orgfbd127e" class="outline-3">
<h3 id="orgfbd127e"><span class="section-number-3">2.1</span> Theory</h3>
<div class="outline-text-3" id="text-2-1">
<p>
We want:
</p>
\begin{align*}
& |H_1(j\omega)| < 1/|W_1(j\omega)|, \quad \forall\omega\\
& |H_2(j\omega)| < 1/|W_2(j\omega)|, \quad \forall\omega\\
& |H_3(j\omega)| < 1/|W_3(j\omega)|, \quad \forall\omega\\
& H_1(s) + H_2(s) + H_3(s) = 1
\end{align*}
<p>
For that, we use the \(\mathcal{H}_\infty\) synthesis with the architecture shown on figure <a href="#org353bdb6">5</a>.
</p>
<div id="org353bdb6" class="figure">
<p><img src="figs-tikz/comp_filter_three_hinf.png" alt="comp_filter_three_hinf.png" />
</p>
<p><span class="figure-number">Figure 5: </span>Generalized architecture for generating 3 complementary filters</p>
</div>
<p>
The \(\mathcal{H}_\infty\) objective is:
</p>
\begin{align*}
& |(1 - H_2(j\omega) - H_3(j\omega)) W_1(j\omega)| < 1, \quad \forall\omega\\
& |H_2(j\omega) W_2(j\omega)| < 1, \quad \forall\omega\\
& |H_3(j\omega) W_3(j\omega)| < 1, \quad \forall\omega\\
\end{align*}
<p>
And thus if we choose \(H_1 = 1 - H_2 - H_3\) we have solved the problem.
</p>
</div>
</div>
<div id="outline-container-orgb689a85" class="outline-3">
<h3 id="orgb689a85"><span class="section-number-3">2.2</span> Weights</h3>
<div class="outline-text-3" id="text-2-2">
<p>
First we define the weights.
</p>
<div class="org-src-container">
<pre class="src src-matlab">n = 2; w0 = 2<span class="org-type">*</span><span class="org-constant">pi</span><span class="org-type">*</span>1; G0 = 1<span class="org-type">/</span>10; G1 = 1000; Gc = 1<span class="org-type">/</span>2;
W1 = (((1<span class="org-type">/</span>w0)<span class="org-type">*</span>sqrt((1<span class="org-type">-</span>(G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(2<span class="org-type">/</span>n))<span class="org-type">/</span>(1<span class="org-type">-</span>(Gc<span class="org-type">/</span>G1)<span class="org-type">^</span>(2<span class="org-type">/</span>n)))<span class="org-type">*</span>s <span class="org-type">+</span> (G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(1<span class="org-type">/</span>n))<span class="org-type">/</span>((1<span class="org-type">/</span>G1)<span class="org-type">^</span>(1<span class="org-type">/</span>n)<span class="org-type">*</span>(1<span class="org-type">/</span>w0)<span class="org-type">*</span>sqrt((1<span class="org-type">-</span>(G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(2<span class="org-type">/</span>n))<span class="org-type">/</span>(1<span class="org-type">-</span>(Gc<span class="org-type">/</span>G1)<span class="org-type">^</span>(2<span class="org-type">/</span>n)))<span class="org-type">*</span>s <span class="org-type">+</span> (1<span class="org-type">/</span>Gc)<span class="org-type">^</span>(1<span class="org-type">/</span>n)))<span class="org-type">^</span>n;
W2 = 0.22<span class="org-type">*</span>(1 <span class="org-type">+</span> s<span class="org-type">/</span>2<span class="org-type">/</span><span class="org-constant">pi</span><span class="org-type">/</span>1)<span class="org-type">^</span>2<span class="org-type">/</span>(sqrt(1e<span class="org-type">-</span>4) <span class="org-type">+</span> s<span class="org-type">/</span>2<span class="org-type">/</span><span class="org-constant">pi</span><span class="org-type">/</span>1)<span class="org-type">^</span>2<span class="org-type">*</span>(1 <span class="org-type">+</span> s<span class="org-type">/</span>2<span class="org-type">/</span><span class="org-constant">pi</span><span class="org-type">/</span>10)<span class="org-type">^</span>2<span class="org-type">/</span>(1 <span class="org-type">+</span> s<span class="org-type">/</span>2<span class="org-type">/</span><span class="org-constant">pi</span><span class="org-type">/</span>1000)<span class="org-type">^</span>2;
n = 3; w0 = 2<span class="org-type">*</span><span class="org-constant">pi</span><span class="org-type">*</span>10; G0 = 1000; G1 = 0.1; Gc = 1<span class="org-type">/</span>2;
W3 = (((1<span class="org-type">/</span>w0)<span class="org-type">*</span>sqrt((1<span class="org-type">-</span>(G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(2<span class="org-type">/</span>n))<span class="org-type">/</span>(1<span class="org-type">-</span>(Gc<span class="org-type">/</span>G1)<span class="org-type">^</span>(2<span class="org-type">/</span>n)))<span class="org-type">*</span>s <span class="org-type">+</span> (G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(1<span class="org-type">/</span>n))<span class="org-type">/</span>((1<span class="org-type">/</span>G1)<span class="org-type">^</span>(1<span class="org-type">/</span>n)<span class="org-type">*</span>(1<span class="org-type">/</span>w0)<span class="org-type">*</span>sqrt((1<span class="org-type">-</span>(G0<span class="org-type">/</span>Gc)<span class="org-type">^</span>(2<span class="org-type">/</span>n))<span class="org-type">/</span>(1<span class="org-type">-</span>(Gc<span class="org-type">/</span>G1)<span class="org-type">^</span>(2<span class="org-type">/</span>n)))<span class="org-type">*</span>s <span class="org-type">+</span> (1<span class="org-type">/</span>Gc)<span class="org-type">^</span>(1<span class="org-type">/</span>n)))<span class="org-type">^</span>n;
</pre>
</div>
<div id="org743463d" class="figure">
<p><img src="figs/three_weighting_functions.png" alt="three_weighting_functions.png" />
</p>
<p><span class="figure-number">Figure 6: </span>Three weighting functions used for the \(\mathcal{H}_\infty\) synthesis of the complementary filters</p>
</div>
</div>
</div>
<div id="outline-container-org24d1ff1" class="outline-3">
<h3 id="org24d1ff1"><span class="section-number-3">2.3</span> H-Infinity Synthesis</h3>
<div class="outline-text-3" id="text-2-3">
<p>
Then we create the generalized plant <code>P</code>.
</p>
<div class="org-src-container">
<pre class="src src-matlab">P = [W1 <span class="org-type">-</span>W1 <span class="org-type">-</span>W1;
0 W2 0 ;
0 0 W3;
1 0 0];
</pre>
</div>
<p>
And we do the \(\mathcal{H}_\infty\) synthesis.
</p>
<div class="org-src-container">
<pre class="src src-matlab">[H, <span class="org-type">~</span>, gamma, <span class="org-type">~</span>] = hinfsyn(P, 1, 2,<span class="org-string">'TOLGAM'</span>, 0.001, <span class="org-string">'METHOD'</span>, <span class="org-string">'ric'</span>, <span class="org-string">'DISPLAY'</span>, <span class="org-string">'on'</span>);
</pre>
</div>
<pre class="example" id="org4dc4918">
[H, ~, gamma, ~] = hinfsyn(P, 1, 2,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
Resetting value of Gamma min based on D_11, D_12, D_21 terms
Test bounds: 0.1000 &lt; gamma &lt;= 1050.0000
gamma hamx_eig xinf_eig hamy_eig yinf_eig nrho_xy p/f
1.050e+03 3.2e+00 4.5e-13 6.3e-02 -1.2e-11 0.0000 p
525.050 3.2e+00 1.3e-13 6.3e-02 0.0e+00 0.0000 p
262.575 3.2e+00 2.1e-12 6.3e-02 -1.5e-13 0.0000 p
131.337 3.2e+00 1.1e-12 6.3e-02 -7.2e-29 0.0000 p
65.719 3.2e+00 2.0e-12 6.3e-02 0.0e+00 0.0000 p
32.909 3.2e+00 7.4e-13 6.3e-02 -5.9e-13 0.0000 p
16.505 3.2e+00 1.4e-12 6.3e-02 0.0e+00 0.0000 p
8.302 3.2e+00 1.6e-12 6.3e-02 0.0e+00 0.0000 p
4.201 3.2e+00 1.6e-12 6.3e-02 0.0e+00 0.0000 p
2.151 3.2e+00 1.6e-12 6.3e-02 0.0e+00 0.0000 p
1.125 3.2e+00 2.8e-12 6.3e-02 0.0e+00 0.0000 p
0.613 3.0e+00 -2.5e+03# 6.3e-02 0.0e+00 0.0000 f
0.869 3.1e+00 -2.9e+01# 6.3e-02 0.0e+00 0.0000 f
0.997 3.2e+00 1.9e-12 6.3e-02 0.0e+00 0.0000 p
0.933 3.1e+00 -6.9e+02# 6.3e-02 0.0e+00 0.0000 f
0.965 3.1e+00 -3.0e+03# 6.3e-02 0.0e+00 0.0000 f
0.981 3.1e+00 -8.6e+03# 6.3e-02 0.0e+00 0.0000 f
0.989 3.2e+00 -2.7e+04# 6.3e-02 0.0e+00 0.0000 f
0.993 3.2e+00 -5.7e+05# 6.3e-02 0.0e+00 0.0000 f
0.995 3.2e+00 2.2e-12 6.3e-02 0.0e+00 0.0000 p
0.994 3.2e+00 1.6e-12 6.3e-02 0.0e+00 0.0000 p
0.994 3.2e+00 1.0e-12 6.3e-02 0.0e+00 0.0000 p
Gamma value achieved: 0.9936
</pre>
</div>
</div>
<div id="outline-container-orgef81b1e" class="outline-3">
<h3 id="orgef81b1e"><span class="section-number-3">2.4</span> Obtained Complementary Filters</h3>
<div class="outline-text-3" id="text-2-4">
<p>
The obtained filters are:
</p>
<div class="org-src-container">
<pre class="src src-matlab">H2 = tf(H(1));
H3 = tf(H(2));
H1 = 1 <span class="org-type">-</span> H2 <span class="org-type">-</span> H3;
</pre>
</div>
<div id="org7b51da2" class="figure">
<p><img src="figs/three_complementary_filters_results.png" alt="three_complementary_filters_results.png" />
</p>
<p><span class="figure-number">Figure 7: </span>The three complementary filters obtained after \(\mathcal{H}_\infty\) synthesis</p>
</div>
</div>
</div>
</div>
<div id="outline-container-org2c0b99c" class="outline-2">
<h2 id="org2c0b99c"><span class="section-number-2">3</span> Implement complementary filters for LIGO</h2>
<div class="outline-text-2" id="text-3">
<p>
<a id="orgb69dc24"></a>
</p>
<div class="note" id="orgce8d730">
<p>
The Matlab file corresponding to this section is accessible <a href="matlab/comp_filters_ligo.m">here</a>.
</p>
</div>
<p>
Let&rsquo;s try to design complementary filters that are corresponding to the complementary filters design for the LIGO and described in (<a href="#citeproc_bib_item_1">Hua 2005</a>).
</p>
<p>
The FIR complementary filters designed in (<a href="#citeproc_bib_item_1">Hua 2005</a>) are of order 512.
</p>
</div>
<div id="outline-container-org6ea0071" class="outline-3">
<h3 id="org6ea0071"><span class="section-number-3">3.1</span> Specifications</h3>
<div class="outline-text-3" id="text-3-1">
<p>
The specifications for the filters are:
</p>
<ol class="org-ol">
<li>From \(0\) to \(0.008\text{ Hz}\),the magnitude of the filter’s transfer function should be less than or equal to \(8 \times 10^{-3}\)</li>
<li>From \(0.008\text{ Hz}\) to \(0.04\text{ Hz}\), it attenuates the input signal proportional to frequency cubed</li>
<li>Between \(0.04\text{ Hz}\) and \(0.1\text{ Hz}\), the magnitude of the transfer function should be less than 3</li>
<li>Above \(0.1\text{ Hz}\), the maximum of the magnitude of the complement filter should be as close to zero as possible. In our system, we would like to have the magnitude of the complementary filter to be less than \(0.1\). As the filters obtained in (<a href="#citeproc_bib_item_1">Hua 2005</a>) have a magnitude of \(0.045\), we will set that as our requirement</li>
</ol>
<p>
The specifications are translated in upper bounds of the complementary filters are shown on figure <a href="#orgcfe60ed">8</a>.
</p>
<div id="orgcfe60ed" class="figure">
<p><img src="figs/ligo_specifications.png" alt="ligo_specifications.png" />
</p>
<p><span class="figure-number">Figure 8: </span>Specification for the LIGO complementary filters</p>
</div>
</div>
</div>
<div id="outline-container-org8f811fb" class="outline-3">
<h3 id="org8f811fb"><span class="section-number-3">3.2</span> FIR Filter</h3>
<div class="outline-text-3" id="text-3-2">
<p>
We here try to implement the FIR complementary filter synthesis as explained in (<a href="#citeproc_bib_item_1">Hua 2005</a>).
For that, we use the <a href="http://cvxr.com/cvx/">CVX matlab Toolbox</a>.
</p>
<p>
We setup the CVX toolbox and use the <code>SeDuMi</code> solver.
</p>
<div class="org-src-container">
<pre class="src src-matlab">cvx_startup;
cvx_solver sedumi;
</pre>
</div>
<p>
We define the frequency vectors on which we will constrain the norm of the FIR filter.
</p>
<div class="org-src-container">
<pre class="src src-matlab">w1 = 0<span class="org-type">:</span>4.06e<span class="org-type">-</span>4<span class="org-type">:</span>0.008;
w2 = 0.008<span class="org-type">:</span>4.06e<span class="org-type">-</span>4<span class="org-type">:</span>0.04;
w3 = 0.04<span class="org-type">:</span>8.12e<span class="org-type">-</span>4<span class="org-type">:</span>0.1;
w4 = 0.1<span class="org-type">:</span>8.12e<span class="org-type">-</span>4<span class="org-type">:</span>0.83;
</pre>
</div>
<p>
We then define the order of the FIR filter.
</p>
<div class="org-src-container">
<pre class="src src-matlab">n = 512;
</pre>
</div>
<div class="org-src-container">
<pre class="src src-matlab">A1 = [ones(length(w1),1), cos(kron(w1<span class="org-type">'.*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span>),[1<span class="org-type">:</span>n<span class="org-type">-</span>1]))];
A2 = [ones(length(w2),1), cos(kron(w2<span class="org-type">'.*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span>),[1<span class="org-type">:</span>n<span class="org-type">-</span>1]))];
A3 = [ones(length(w3),1), cos(kron(w3<span class="org-type">'.*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span>),[1<span class="org-type">:</span>n<span class="org-type">-</span>1]))];
A4 = [ones(length(w4),1), cos(kron(w4<span class="org-type">'.*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span>),[1<span class="org-type">:</span>n<span class="org-type">-</span>1]))];
B1 = [zeros(length(w1),1), sin(kron(w1<span class="org-type">'.*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span>),[1<span class="org-type">:</span>n<span class="org-type">-</span>1]))];
B2 = [zeros(length(w2),1), sin(kron(w2<span class="org-type">'.*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span>),[1<span class="org-type">:</span>n<span class="org-type">-</span>1]))];
B3 = [zeros(length(w3),1), sin(kron(w3<span class="org-type">'.*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span>),[1<span class="org-type">:</span>n<span class="org-type">-</span>1]))];
B4 = [zeros(length(w4),1), sin(kron(w4<span class="org-type">'.*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span>),[1<span class="org-type">:</span>n<span class="org-type">-</span>1]))];
</pre>
</div>
<p>
We run the convex optimization.
</p>
<div class="org-src-container">
<pre class="src src-matlab">cvx_begin
variable y(n<span class="org-type">+</span>1,1)
<span class="org-comment">% t</span>
maximize(<span class="org-type">-</span>y(1))
<span class="org-keyword">for</span> <span class="org-variable-name"><span class="org-constant">i</span></span> = <span class="org-constant">1:length(w1)</span>
norm([0 A1(<span class="org-constant">i</span>,<span class="org-type">:</span>); 0 B1(<span class="org-constant">i</span>,<span class="org-type">:</span>)]<span class="org-type">*</span>y) <span class="org-type">&lt;=</span> 8e<span class="org-type">-</span>3;
<span class="org-keyword">end</span>
<span class="org-keyword">for</span> <span class="org-variable-name"><span class="org-constant">i</span></span> = <span class="org-constant">1:length(w2)</span>
norm([0 A2(<span class="org-constant">i</span>,<span class="org-type">:</span>); 0 B2(<span class="org-constant">i</span>,<span class="org-type">:</span>)]<span class="org-type">*</span>y) <span class="org-type">&lt;=</span> 8e<span class="org-type">-</span>3<span class="org-type">*</span>(2<span class="org-type">*</span><span class="org-constant">pi</span><span class="org-type">*</span>w2(<span class="org-constant">i</span>)<span class="org-type">/</span>(0.008<span class="org-type">*</span>2<span class="org-type">*</span><span class="org-constant">pi</span>))<span class="org-type">^</span>3;
<span class="org-keyword">end</span>
<span class="org-keyword">for</span> <span class="org-variable-name"><span class="org-constant">i</span></span> = <span class="org-constant">1:length(w3)</span>
norm([0 A3(<span class="org-constant">i</span>,<span class="org-type">:</span>); 0 B3(<span class="org-constant">i</span>,<span class="org-type">:</span>)]<span class="org-type">*</span>y) <span class="org-type">&lt;=</span> 3;
<span class="org-keyword">end</span>
<span class="org-keyword">for</span> <span class="org-variable-name"><span class="org-constant">i</span></span> = <span class="org-constant">1:length(w4)</span>
norm([[1 0]<span class="org-type">'-</span> [0 A4(<span class="org-constant">i</span>,<span class="org-type">:</span>); 0 B4(<span class="org-constant">i</span>,<span class="org-type">:</span>)]<span class="org-type">*</span>y]) <span class="org-type">&lt;=</span> y(1);
<span class="org-keyword">end</span>
cvx_end
h = y(2<span class="org-type">:</span>end);
</pre>
</div>
<pre class="example" id="orgd562951">
cvx_begin
variable y(n+1,1)
% t
maximize(-y(1))
for i = 1:length(w1)
norm([0 A1(i,:); 0 B1(i,:)]*y) &lt;= 8e-3;
end
for i = 1:length(w2)
norm([0 A2(i,:); 0 B2(i,:)]*y) &lt;= 8e-3*(2*pi*w2(i)/(0.008*2*pi))^3;
end
for i = 1:length(w3)
norm([0 A3(i,:); 0 B3(i,:)]*y) &lt;= 3;
end
for i = 1:length(w4)
norm([[1 0]'- [0 A4(i,:); 0 B4(i,:)]*y]) &lt;= y(1);
end
cvx_end
Calling SeDuMi 1.34: 4291 variables, 1586 equality constraints
For improved efficiency, SeDuMi is solving the dual problem.
------------------------------------------------------------
SeDuMi 1.34 (beta) by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
eqs m = 1586, order n = 3220, dim = 4292, blocks = 1073
nnz(A) = 1100727 + 0, nnz(ADA) = 1364794, nnz(L) = 683190
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 4.11E+02 0.000
1 : -2.58E+00 1.25E+02 0.000 0.3049 0.9000 0.9000 4.87 1 1 3.0E+02
2 : -2.36E+00 3.90E+01 0.000 0.3118 0.9000 0.9000 1.83 1 1 6.6E+01
3 : -1.69E+00 1.31E+01 0.000 0.3354 0.9000 0.9000 1.76 1 1 1.5E+01
4 : -8.60E-01 7.10E+00 0.000 0.5424 0.9000 0.9000 2.48 1 1 4.8E+00
5 : -4.91E-01 5.44E+00 0.000 0.7661 0.9000 0.9000 3.12 1 1 2.5E+00
6 : -2.96E-01 3.88E+00 0.000 0.7140 0.9000 0.9000 2.62 1 1 1.4E+00
7 : -1.98E-01 2.82E+00 0.000 0.7271 0.9000 0.9000 2.14 1 1 8.5E-01
8 : -1.39E-01 2.00E+00 0.000 0.7092 0.9000 0.9000 1.78 1 1 5.4E-01
9 : -9.99E-02 1.30E+00 0.000 0.6494 0.9000 0.9000 1.51 1 1 3.3E-01
10 : -7.57E-02 8.03E-01 0.000 0.6175 0.9000 0.9000 1.31 1 1 2.0E-01
11 : -5.99E-02 4.22E-01 0.000 0.5257 0.9000 0.9000 1.17 1 1 1.0E-01
12 : -5.28E-02 2.45E-01 0.000 0.5808 0.9000 0.9000 1.08 1 1 5.9E-02
13 : -4.82E-02 1.28E-01 0.000 0.5218 0.9000 0.9000 1.05 1 1 3.1E-02
14 : -4.56E-02 5.65E-02 0.000 0.4417 0.9045 0.9000 1.02 1 1 1.4E-02
15 : -4.43E-02 2.41E-02 0.000 0.4265 0.9004 0.9000 1.01 1 1 6.0E-03
16 : -4.37E-02 8.90E-03 0.000 0.3690 0.9070 0.9000 1.00 1 1 2.3E-03
17 : -4.35E-02 3.24E-03 0.000 0.3641 0.9164 0.9000 1.00 1 1 9.5E-04
18 : -4.34E-02 1.55E-03 0.000 0.4788 0.9086 0.9000 1.00 1 1 4.7E-04
19 : -4.34E-02 8.77E-04 0.000 0.5653 0.9169 0.9000 1.00 1 1 2.8E-04
20 : -4.34E-02 5.05E-04 0.000 0.5754 0.9034 0.9000 1.00 1 1 1.6E-04
21 : -4.34E-02 2.94E-04 0.000 0.5829 0.9136 0.9000 1.00 1 1 9.9E-05
22 : -4.34E-02 1.63E-04 0.015 0.5548 0.9000 0.0000 1.00 1 1 6.6E-05
23 : -4.33E-02 9.42E-05 0.000 0.5774 0.9053 0.9000 1.00 1 1 3.9E-05
24 : -4.33E-02 6.27E-05 0.000 0.6658 0.9148 0.9000 1.00 1 1 2.6E-05
25 : -4.33E-02 3.75E-05 0.000 0.5972 0.9187 0.9000 1.00 1 1 1.6E-05
26 : -4.33E-02 1.89E-05 0.000 0.5041 0.9117 0.9000 1.00 1 1 8.6E-06
27 : -4.33E-02 9.72E-06 0.000 0.5149 0.9050 0.9000 1.00 1 1 4.5E-06
28 : -4.33E-02 2.94E-06 0.000 0.3021 0.9194 0.9000 1.00 1 1 1.5E-06
29 : -4.33E-02 9.73E-07 0.000 0.3312 0.9189 0.9000 1.00 2 2 5.3E-07
30 : -4.33E-02 2.82E-07 0.000 0.2895 0.9063 0.9000 1.00 2 2 1.6E-07
31 : -4.33E-02 8.05E-08 0.000 0.2859 0.9049 0.9000 1.00 2 2 4.7E-08
32 : -4.33E-02 1.43E-08 0.000 0.1772 0.9059 0.9000 1.00 2 2 8.8E-09
iter seconds digits c*x b*y
32 49.4 6.8 -4.3334083581e-02 -4.3334090214e-02
|Ax-b| = 3.7e-09, [Ay-c]_+ = 1.1E-10, |x|= 1.0e+00, |y|= 2.6e+00
Detailed timing (sec)
Pre IPM Post
3.902E+00 4.576E+01 1.035E-02
Max-norms: ||b||=1, ||c|| = 3,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 4.26267.
------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): -0.0433341
h = y(2:end);
</pre>
<p>
Finally, we compute the filter response over the frequency vector defined and the result is shown on figure <a href="#org0d25e01">9</a> which is very close to the filters obtain in (<a href="#citeproc_bib_item_1">Hua 2005</a>).
</p>
<div class="org-src-container">
<pre class="src src-matlab">w = [w1 w2 w3 w4];
H = [exp(<span class="org-type">-</span><span class="org-constant">j</span><span class="org-type">*</span>kron(w<span class="org-type">'.*</span>2<span class="org-type">*</span><span class="org-constant">pi</span>,[0<span class="org-type">:</span>n<span class="org-type">-</span>1]))]<span class="org-type">*</span>h;
</pre>
</div>
<div id="org0d25e01" class="figure">
<p><img src="figs/fir_filter_ligo.png" alt="fir_filter_ligo.png" />
</p>
<p><span class="figure-number">Figure 9: </span>FIR Complementary filters obtain after convex optimization (<a href="./figs/fir_filter_ligo.png">png</a>, <a href="./figs/fir_filter_ligo.pdf">pdf</a>)</p>
</div>
</div>
</div>
<div id="outline-container-org9a34a27" class="outline-3">
<h3 id="org9a34a27"><span class="section-number-3">3.3</span> Weights</h3>
<div class="outline-text-3" id="text-3-3">
<p>
We design weights that will be used for the \(\mathcal{H}_\infty\) synthesis of the complementary filters.
These weights will determine the order of the obtained filters.
Here are the requirements on the filters:
</p>
<ul class="org-ul">
<li>reasonable order</li>
<li>to be as close as possible to the specified upper bounds</li>
<li>stable minimum phase</li>
</ul>
<p>
The bode plot of the weights is shown on figure <a href="#orge27ef5e">10</a>.
</p>
<div id="orge27ef5e" class="figure">
<p><img src="figs/ligo_weights.png" alt="ligo_weights.png" />
</p>
<p><span class="figure-number">Figure 10: </span>Weights for the \(\mathcal{H}_\infty\) synthesis</p>
</div>
</div>
</div>
<div id="outline-container-orgc9f5d68" class="outline-3">
<h3 id="orgc9f5d68"><span class="section-number-3">3.4</span> H-Infinity Synthesis</h3>
<div class="outline-text-3" id="text-3-4">
<p>
We define the generalized plant as shown on figure <a href="#org46317e2">1</a>.
</p>
<div class="org-src-container">
<pre class="src src-matlab">P = [0 wL;
wH <span class="org-type">-</span>wH;
1 0];
</pre>
</div>
<p>
And we do the \(\mathcal{H}_\infty\) synthesis using the <code>hinfsyn</code> command.
</p>
<div class="org-src-container">
<pre class="src src-matlab">[Hl, <span class="org-type">~</span>, gamma, <span class="org-type">~</span>] = hinfsyn(P, 1, 1,<span class="org-string">'TOLGAM'</span>, 0.001, <span class="org-string">'METHOD'</span>, <span class="org-string">'ric'</span>, <span class="org-string">'DISPLAY'</span>, <span class="org-string">'on'</span>);
</pre>
</div>
<pre class="example" id="org51b2320">
[Hl, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
Resetting value of Gamma min based on D_11, D_12, D_21 terms
Test bounds: 0.3276 &lt; gamma &lt;= 1.8063
gamma hamx_eig xinf_eig hamy_eig yinf_eig nrho_xy p/f
1.806 1.4e-02 -1.7e-16 3.6e-03 -4.8e-12 0.0000 p
1.067 1.3e-02 -4.2e-14 3.6e-03 -1.9e-12 0.0000 p
0.697 1.3e-02 -3.0e-01# 3.6e-03 -3.5e-11 0.0000 f
0.882 1.3e-02 -9.5e-01# 3.6e-03 -1.2e-34 0.0000 f
0.975 1.3e-02 -2.7e+00# 3.6e-03 -1.6e-12 0.0000 f
1.021 1.3e-02 -8.7e+00# 3.6e-03 -4.5e-16 0.0000 f
1.044 1.3e-02 -6.5e-14 3.6e-03 -3.0e-15 0.0000 p
1.032 1.3e-02 -1.8e+01# 3.6e-03 0.0e+00 0.0000 f
1.038 1.3e-02 -3.8e+01# 3.6e-03 0.0e+00 0.0000 f
1.041 1.3e-02 -8.3e+01# 3.6e-03 -2.9e-33 0.0000 f
1.042 1.3e-02 -1.9e+02# 3.6e-03 -3.4e-11 0.0000 f
1.043 1.3e-02 -5.3e+02# 3.6e-03 -7.5e-13 0.0000 f
Gamma value achieved: 1.0439
</pre>
<p>
The high pass filter is defined as \(H_H = 1 - H_L\).
</p>
<div class="org-src-container">
<pre class="src src-matlab">Hh = 1 <span class="org-type">-</span> Hl;
</pre>
</div>
<p>
The size of the filters is shown below.
</p>
<pre class="example" id="orgede384d">
size(Hh), size(Hl)
State-space model with 1 outputs, 1 inputs, and 27 states.
State-space model with 1 outputs, 1 inputs, and 27 states.
</pre>
<p>
The bode plot of the obtained filters as shown on figure <a href="#org941eede">11</a>.
</p>
<div id="org941eede" class="figure">
<p><img src="figs/hinf_synthesis_ligo_results.png" alt="hinf_synthesis_ligo_results.png" />
</p>
<p><span class="figure-number">Figure 11: </span>Obtained complementary filters using the \(\mathcal{H}_\infty\) synthesis</p>
</div>
</div>
</div>
<div id="outline-container-orgd83a581" class="outline-3">
<h3 id="orgd83a581"><span class="section-number-3">3.5</span> Compare FIR and H-Infinity Filters</h3>
<div class="outline-text-3" id="text-3-5">
<p>
Let&rsquo;s now compare the FIR filters designed in (<a href="#citeproc_bib_item_1">Hua 2005</a>) and the one obtained with the \(\mathcal{H}_\infty\) synthesis on figure <a href="#org4f70e8a">12</a>.
</p>
<div id="org4f70e8a" class="figure">
<p><img src="figs/comp_fir_ligo_hinf.png" alt="comp_fir_ligo_hinf.png" />
</p>
<p><span class="figure-number">Figure 12: </span>Comparison between the FIR filters developped for LIGO and the \(\mathcal{H}_\infty\) complementary filters</p>
</div>
</div>
</div>
</div>
<p>
</p>
<style>.csl-entry{text-indent: -1.5em; margin-left: 1.5em;}</style><h2 class='citeproc-org-bib-h2'>Bibliography</h2>
<div class="csl-bib-body">
<div class="csl-entry"><a name="citeproc_bib_item_1"></a>Hua, Wensheng. 2005. “Low Frequency Vibration Isolation and Alignment System for Advanced LIGO.” stanford university.</div>
</div>
</div>
<div id="postamble" class="status">
<p class="author">Author: Thomas Dehaeze</p>
<p class="date">Created: 2020-10-26 lun. 18:59</p>
</div>
</body>
</html>
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#+TITLE: Complementary Filters Shaping Using $\mathcal{H}_\infty$ Synthesis - Matlab Computation
:DRAWER:
#+HTML_LINK_HOME: ../index.html
#+HTML_LINK_UP: ../index.html
#+LATEX_CLASS: cleanreport
#+LATEX_CLASS_OPTIONS: [tocnp, secbreak, minted]
#+HTML_HEAD: <link rel="stylesheet" type="text/css" href="../css/htmlize.css"/>
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#+PROPERTY: header-args:matlab :session *MATLAB*
#+PROPERTY: header-args:matlab+ :tangle matlab/comp_filters_design.m
#+PROPERTY: header-args:matlab+ :comments org
#+PROPERTY: header-args:matlab+ :exports both
#+PROPERTY: header-args:matlab+ :results none
#+PROPERTY: header-args:matlab+ :eval no-export
#+PROPERTY: header-args:matlab+ :noweb yes
#+PROPERTY: header-args:matlab+ :mkdirp yes
#+PROPERTY: header-args:matlab+ :output-dir figs
:END:
* Introduction :ignore:
In this document, the design of complementary filters is studied.
One use of complementary filter is described below:
#+begin_quote
The basic idea of a complementary filter involves taking two or more sensors, filtering out unreliable frequencies for each sensor, and combining the filtered outputs to get a better estimate throughout the entire bandwidth of the system.
To achieve this, the sensors included in the filter should complement one another by performing better over specific parts of the system bandwidth.
#+end_quote
This document is divided into several sections:
- in section [[sec:h_inf_synthesis_complementary_filters]], the $\mathcal{H}_\infty$ synthesis is used for generating two complementary filters
- in section [[sec:three_comp_filters]], a method using the $\mathcal{H}_\infty$ synthesis is proposed to shape three of more complementary filters
- in section [[sec:comp_filters_ligo]], the $\mathcal{H}_\infty$ synthesis is used and compared with FIR complementary filters used for LIGO
#+begin_note
Add the Matlab code use to obtain the results presented in the paper are accessible [[file:matlab.zip][here]] and presented below.
#+end_note
* H-Infinity synthesis of complementary filters
:PROPERTIES:
:header-args:matlab+: :tangle matlab/h_inf_synthesis_complementary_filters.m
:header-args:matlab+: :comments org :mkdirp yes
:END:
<<sec:h_inf_synthesis_complementary_filters>>
** Introduction :ignore:
#+begin_note
The Matlab file corresponding to this section is accessible [[file:matlab/h_inf_synthesis_complementary_filters.m][here]].
#+end_note
** Matlab Init :noexport:ignore:
#+begin_src matlab :tangle no :exports none :results silent :noweb yes :var current_dir=(file-name-directory buffer-file-name)
<<matlab-dir>>
#+end_src
#+begin_src matlab :exports none :results silent :noweb yes
<<matlab-init>>
#+end_src
#+begin_src matlab
freqs = logspace(-1, 3, 1000);
#+end_src
** Synthesis Architecture
We here synthesize two complementary filters using the $\mathcal{H}_\infty$ synthesis.
The goal is to specify upper bounds on the norms of the two complementary filters $H_1(s)$ and $H_2(s)$ while ensuring their complementary property ($H_1(s) + H_2(s) = 1$).
In order to do so, we use the generalized plant shown on figure [[fig:h_infinity_robst_fusion]] where $W_1(s)$ and $W_2(s)$ are weighting transfer functions that will be used to shape $H_1(s)$ and $H_2(s)$ respectively.
#+name: fig:h_infinity_robst_fusion
#+caption: $\mathcal{H}_\infty$ synthesis of the complementary filters
[[file:figs-tikz/h_infinity_robust_fusion.png]]
The $\mathcal{H}_\infty$ synthesis applied on this generalized plant will give a transfer function $H_2$ (figure [[fig:h_infinity_robst_fusion]]) such that the $\mathcal{H}_\infty$ norm of the transfer function from $w$ to $[z_1,\ z_2]$ is less than one:
\[ \left\| \begin{array}{c} (1 - H_2(s)) W_1(s) \\ H_2(s) W_2(s) \end{array} \right\|_\infty < 1 \]
Thus, if the above condition is verified, we can define $H_1(s) = 1 - H_2(s)$ and we have that:
\[ \left\| \begin{array}{c} H_1(s) W_1(s) \\ H_2(s) W_2(s) \end{array} \right\|_\infty < 1 \]
Which is almost (with an maximum error of $\sqrt{2}$) equivalent to:
\begin{align*}
|H_1(j\omega)| &< \frac{1}{|W_1(j\omega)|}, \quad \forall \omega \\
|H_2(j\omega)| &< \frac{1}{|W_2(j\omega)|}, \quad \forall \omega
\end{align*}
We then see that $W_1(s)$ and $W_2(s)$ can be used to shape both $H_1(s)$ and $H_2(s)$ while ensuring their complementary property by the definition of $H_1(s) = 1 - H_2(s)$.
** Design of Weighting Function
A formula is proposed to help the design of the weighting functions:
\begin{equation}
W(s) = \left( \frac{
\frac{1}{\omega_0} \sqrt{\frac{1 - \left(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - \left(\frac{G_c}{G_\infty}\right)^{\frac{2}{n}}}} s + \left(\frac{G_0}{G_c}\right)^{\frac{1}{n}}
}{
\left(\frac{1}{G_\infty}\right)^{\frac{1}{n}} \frac{1}{\omega_0} \sqrt{\frac{1 - \left(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - \left(\frac{G_c}{G_\infty}\right)^{\frac{2}{n}}}} s + \left(\frac{1}{G_c}\right)^{\frac{1}{n}}
}\right)^n
\end{equation}
The parameters permits to specify:
- the low frequency gain: $G_0 = lim_{\omega \to 0} |W(j\omega)|$
- the high frequency gain: $G_\infty = lim_{\omega \to \infty} |W(j\omega)|$
- the absolute gain at $\omega_0$: $G_c = |W(j\omega_0)|$
- the absolute slope between high and low frequency: $n$
The general shape of a weighting function generated using the formula is shown in figure [[fig:weight_formula]].
#+name: fig:weight_formula
#+caption: Amplitude of the proposed formula for the weighting functions
[[file:figs-tikz/weight_formula.png]]
#+begin_src matlab
n = 2; w0 = 2*pi*11; G0 = 1/10; G1 = 1000; Gc = 1/2;
W1 = (((1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (G0/Gc)^(1/n))/((1/G1)^(1/n)*(1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (1/Gc)^(1/n)))^n;
n = 3; w0 = 2*pi*10; G0 = 1000; G1 = 0.1; Gc = 1/2;
W2 = (((1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (G0/Gc)^(1/n))/((1/G1)^(1/n)*(1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (1/Gc)^(1/n)))^n;
#+end_src
#+begin_src matlab :exports none
figure;
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 1./abs(squeeze(freqresp(W1, freqs, 'Hz'))), '--', 'DisplayName', '$|W_1|^{-1}$');
set(gca,'ColorOrderIndex',2)
plot(freqs, 1./abs(squeeze(freqresp(W2, freqs, 'Hz'))), '--', 'DisplayName', '$|W_2|^{-1}$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
ylim([5e-4, 20]);
xticks([0.1, 1, 10, 100, 1000]);
legend('location', 'northeast', 'FontSize', 8);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/weights_W1_W2.pdf', 'width', 'wide', 'height', 'normal');
#+end_src
#+name: fig:weights_W1_W2
#+caption: Weights on the complementary filters $W_1$ and $W_2$ and the associated performance weights
#+RESULTS:
[[file:figs/weights_W1_W2.png]]
** H-Infinity Synthesis
We define the generalized plant $P$ on matlab.
#+begin_src matlab
P = [W1 -W1;
0 W2;
1 0];
#+end_src
And we do the $\mathcal{H}_\infty$ synthesis using the =hinfsyn= command.
#+begin_src matlab :results output replace :exports both
[H2, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
#+end_src
#+RESULTS:
#+begin_example
[H2, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
Resetting value of Gamma min based on D_11, D_12, D_21 terms
Test bounds: 0.1000 < gamma <= 1050.0000
gamma hamx_eig xinf_eig hamy_eig yinf_eig nrho_xy p/f
1.050e+03 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
525.050 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
262.575 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
131.337 2.8e+01 2.4e-07 4.1e+00 -1.0e-13 0.0000 p
65.719 2.8e+01 2.4e-07 4.1e+00 -9.5e-14 0.0000 p
32.909 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
16.505 2.8e+01 2.4e-07 4.1e+00 -1.0e-13 0.0000 p
8.302 2.8e+01 2.4e-07 4.1e+00 -7.2e-14 0.0000 p
4.201 2.8e+01 2.4e-07 4.1e+00 -2.5e-25 0.0000 p
2.151 2.7e+01 2.4e-07 4.1e+00 -3.8e-14 0.0000 p
1.125 2.6e+01 2.4e-07 4.1e+00 -5.4e-24 0.0000 p
0.613 2.3e+01 -3.7e+01# 4.1e+00 0.0e+00 0.0000 f
0.869 2.6e+01 -3.7e+02# 4.1e+00 0.0e+00 0.0000 f
0.997 2.6e+01 -1.1e+04# 4.1e+00 0.0e+00 0.0000 f
1.061 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
1.029 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
1.013 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
1.005 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
1.001 2.6e+01 -3.1e+04# 4.1e+00 -3.8e-14 0.0000 f
1.003 2.6e+01 -2.8e+05# 4.1e+00 0.0e+00 0.0000 f
1.004 2.6e+01 2.4e-07 4.1e+00 -5.8e-24 0.0000 p
1.004 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
Gamma value achieved: 1.0036
#+end_example
We then define the high pass filter $H_1 = 1 - H_2$. The bode plot of both $H_1$ and $H_2$ is shown on figure [[fig:hinf_filters_results]].
#+begin_src matlab
H1 = 1 - H2;
#+end_src
** Obtained Complementary Filters
The obtained complementary filters are shown on figure [[fig:hinf_filters_results]].
#+begin_src matlab :exports none
figure;
tiledlayout(3, 1, 'TileSpacing', 'None', 'Padding', 'None');
% Magnitude
ax1 = nexttile([2, 1]);
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 1./abs(squeeze(freqresp(W1, freqs, 'Hz'))), '--', 'DisplayName', '$w_1$');
set(gca,'ColorOrderIndex',2)
plot(freqs, 1./abs(squeeze(freqresp(W2, freqs, 'Hz'))), '--', 'DisplayName', '$w_2$');
set(gca,'ColorOrderIndex',1)
plot(freqs, abs(squeeze(freqresp(H1, freqs, 'Hz'))), '-', 'DisplayName', '$H_1$');
set(gca,'ColorOrderIndex',2)
plot(freqs, abs(squeeze(freqresp(H2, freqs, 'Hz'))), '-', 'DisplayName', '$H_2$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
hold off;
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
ylabel('Magnitude');
set(gca, 'XTickLabel',[]);
ylim([1e-4, 20]);
yticks([1e-4, 1e-3, 1e-2, 1e-1, 1, 1e1]);
legend('location', 'southeast', 'FontSize', 8, 'NumColumns', 2);
% Phase
ax2 = nexttile;
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 180/pi*phase(squeeze(freqresp(H1, freqs, 'Hz'))), '-');
set(gca,'ColorOrderIndex',2)
plot(freqs, 180/pi*phase(squeeze(freqresp(H2, freqs, 'Hz'))), '-');
hold off;
xlabel('Frequency [Hz]'); ylabel('Phase [deg]');
set(gca, 'XScale', 'log');
yticks([-180:90:180]);
linkaxes([ax1,ax2],'x');
xlim([freqs(1), freqs(end)]);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/hinf_filters_results.pdf', 'width', 'wide', 'height', 'tall');
#+end_src
#+name: fig:hinf_filters_results
#+caption: Obtained complementary filters using $\mathcal{H}_\infty$ synthesis
#+RESULTS:
[[file:figs/hinf_filters_results.png]]
* Generating 3 complementary filters
:PROPERTIES:
:header-args:matlab+: :tangle matlab/three_comp_filters.m
:header-args:matlab+: :comments org :mkdirp yes
:END:
<<sec:three_comp_filters>>
** Introduction :ignore:
#+begin_note
The Matlab file corresponding to this section is accessible [[file:matlab/three_comp_filters.m][here]].
#+end_note
** Matlab Init :noexport:ignore:
#+begin_src matlab :tangle no :exports none :results silent :noweb yes :var current_dir=(file-name-directory buffer-file-name)
<<matlab-dir>>
#+end_src
#+begin_src matlab :exports none :results silent :noweb yes
<<matlab-init>>
#+end_src
#+begin_src matlab
freqs = logspace(-2, 4, 1000);
#+end_src
** Theory
We want:
\begin{align*}
& |H_1(j\omega)| < 1/|W_1(j\omega)|, \quad \forall\omega\\
& |H_2(j\omega)| < 1/|W_2(j\omega)|, \quad \forall\omega\\
& |H_3(j\omega)| < 1/|W_3(j\omega)|, \quad \forall\omega\\
& H_1(s) + H_2(s) + H_3(s) = 1
\end{align*}
For that, we use the $\mathcal{H}_\infty$ synthesis with the architecture shown on figure [[fig:comp_filter_three_hinf]].
#+name: fig:comp_filter_three_hinf
#+caption: Generalized architecture for generating 3 complementary filters
[[file:figs-tikz/comp_filter_three_hinf.png]]
The $\mathcal{H}_\infty$ objective is:
\begin{align*}
& |(1 - H_2(j\omega) - H_3(j\omega)) W_1(j\omega)| < 1, \quad \forall\omega\\
& |H_2(j\omega) W_2(j\omega)| < 1, \quad \forall\omega\\
& |H_3(j\omega) W_3(j\omega)| < 1, \quad \forall\omega\\
\end{align*}
And thus if we choose $H_1 = 1 - H_2 - H_3$ we have solved the problem.
** Weights
First we define the weights.
#+begin_src matlab
n = 2; w0 = 2*pi*1; G0 = 1/10; G1 = 1000; Gc = 1/2;
W1 = (((1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (G0/Gc)^(1/n))/((1/G1)^(1/n)*(1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (1/Gc)^(1/n)))^n;
W2 = 0.22*(1 + s/2/pi/1)^2/(sqrt(1e-4) + s/2/pi/1)^2*(1 + s/2/pi/10)^2/(1 + s/2/pi/1000)^2;
n = 3; w0 = 2*pi*10; G0 = 1000; G1 = 0.1; Gc = 1/2;
W3 = (((1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (G0/Gc)^(1/n))/((1/G1)^(1/n)*(1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (1/Gc)^(1/n)))^n;
#+end_src
#+begin_src matlab :exports none
figure;
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 1./abs(squeeze(freqresp(W1, freqs, 'Hz'))), '--', 'DisplayName', '$|W_1|^{-1}$');
set(gca,'ColorOrderIndex',2)
plot(freqs, 1./abs(squeeze(freqresp(W2, freqs, 'Hz'))), '--', 'DisplayName', '$|W_2|^{-1}$');
set(gca,'ColorOrderIndex',3)
plot(freqs, 1./abs(squeeze(freqresp(W3, freqs, 'Hz'))), '--', 'DisplayName', '$|W_3|^{-1}$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
legend('location', 'northeast', 'FontSize', 8);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/three_weighting_functions.pdf', 'width', 'wide', 'height', 'normal');
#+end_src
#+name: fig:three_weighting_functions
#+caption: Three weighting functions used for the $\mathcal{H}_\infty$ synthesis of the complementary filters
#+RESULTS:
[[file:figs/three_weighting_functions.png]]
** H-Infinity Synthesis
Then we create the generalized plant =P=.
#+begin_src matlab
P = [W1 -W1 -W1;
0 W2 0 ;
0 0 W3;
1 0 0];
#+end_src
And we do the $\mathcal{H}_\infty$ synthesis.
#+begin_src matlab :results output replace :exports both
[H, ~, gamma, ~] = hinfsyn(P, 1, 2,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
#+end_src
#+RESULTS:
#+begin_example
[H, ~, gamma, ~] = hinfsyn(P, 1, 2,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
Resetting value of Gamma min based on D_11, D_12, D_21 terms
Test bounds: 0.1000 < gamma <= 1050.0000
gamma hamx_eig xinf_eig hamy_eig yinf_eig nrho_xy p/f
1.050e+03 3.2e+00 4.5e-13 6.3e-02 -1.2e-11 0.0000 p
525.050 3.2e+00 1.3e-13 6.3e-02 0.0e+00 0.0000 p
262.575 3.2e+00 2.1e-12 6.3e-02 -1.5e-13 0.0000 p
131.337 3.2e+00 1.1e-12 6.3e-02 -7.2e-29 0.0000 p
65.719 3.2e+00 2.0e-12 6.3e-02 0.0e+00 0.0000 p
32.909 3.2e+00 7.4e-13 6.3e-02 -5.9e-13 0.0000 p
16.505 3.2e+00 1.4e-12 6.3e-02 0.0e+00 0.0000 p
8.302 3.2e+00 1.6e-12 6.3e-02 0.0e+00 0.0000 p
4.201 3.2e+00 1.6e-12 6.3e-02 0.0e+00 0.0000 p
2.151 3.2e+00 1.6e-12 6.3e-02 0.0e+00 0.0000 p
1.125 3.2e+00 2.8e-12 6.3e-02 0.0e+00 0.0000 p
0.613 3.0e+00 -2.5e+03# 6.3e-02 0.0e+00 0.0000 f
0.869 3.1e+00 -2.9e+01# 6.3e-02 0.0e+00 0.0000 f
0.997 3.2e+00 1.9e-12 6.3e-02 0.0e+00 0.0000 p
0.933 3.1e+00 -6.9e+02# 6.3e-02 0.0e+00 0.0000 f
0.965 3.1e+00 -3.0e+03# 6.3e-02 0.0e+00 0.0000 f
0.981 3.1e+00 -8.6e+03# 6.3e-02 0.0e+00 0.0000 f
0.989 3.2e+00 -2.7e+04# 6.3e-02 0.0e+00 0.0000 f
0.993 3.2e+00 -5.7e+05# 6.3e-02 0.0e+00 0.0000 f
0.995 3.2e+00 2.2e-12 6.3e-02 0.0e+00 0.0000 p
0.994 3.2e+00 1.6e-12 6.3e-02 0.0e+00 0.0000 p
0.994 3.2e+00 1.0e-12 6.3e-02 0.0e+00 0.0000 p
Gamma value achieved: 0.9936
#+end_example
** Obtained Complementary Filters
The obtained filters are:
#+begin_src matlab
H2 = tf(H(1));
H3 = tf(H(2));
H1 = 1 - H2 - H3;
#+end_src
#+begin_src matlab :exports none
figure;
tiledlayout(3, 1, 'TileSpacing', 'None', 'Padding', 'None');
% Magnitude
ax1 = nexttile([2, 1]);
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 1./abs(squeeze(freqresp(W1, freqs, 'Hz'))), '--', 'DisplayName', '$|W_1|^{-1}$');
set(gca,'ColorOrderIndex',2)
plot(freqs, 1./abs(squeeze(freqresp(W2, freqs, 'Hz'))), '--', 'DisplayName', '$|W_2|^{-1}$');
set(gca,'ColorOrderIndex',3)
plot(freqs, 1./abs(squeeze(freqresp(W3, freqs, 'Hz'))), '--', 'DisplayName', '$|W_3|^{-1}$');
set(gca,'ColorOrderIndex',1)
plot(freqs, abs(squeeze(freqresp(H1, freqs, 'Hz'))), '-', 'DisplayName', '$H_1$');
set(gca,'ColorOrderIndex',2)
plot(freqs, abs(squeeze(freqresp(H2, freqs, 'Hz'))), '-', 'DisplayName', '$H_2$');
set(gca,'ColorOrderIndex',3)
plot(freqs, abs(squeeze(freqresp(H3, freqs, 'Hz'))), '-', 'DisplayName', '$H_3$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
hold off;
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
ylabel('Magnitude');
set(gca, 'XTickLabel',[]);
ylim([1e-4, 20]);
legend('location', 'northeast', 'FontSize', 8, 'NumColumns', 2);
% Phase
ax2 = nexttile;
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 180/pi*phase(squeeze(freqresp(H1, freqs, 'Hz'))));
set(gca,'ColorOrderIndex',2)
plot(freqs, 180/pi*phase(squeeze(freqresp(H2, freqs, 'Hz'))));
set(gca,'ColorOrderIndex',3)
plot(freqs, 180/pi*phase(squeeze(freqresp(H3, freqs, 'Hz'))));
hold off;
xlabel('Frequency [Hz]'); ylabel('Phase [deg]');
set(gca, 'XScale', 'log');
yticks([-360:90:360]); ylim([-270, 270]);
linkaxes([ax1,ax2],'x');
xlim([freqs(1), freqs(end)]);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/three_complementary_filters_results.pdf', 'width', 'wide', 'height', 'tall');
#+end_src
#+name: fig:three_complementary_filters_results
#+caption: The three complementary filters obtained after $\mathcal{H}_\infty$ synthesis
#+RESULTS:
[[file:figs/three_complementary_filters_results.png]]
* Implement complementary filters for LIGO
:PROPERTIES:
:header-args:matlab+: :tangle matlab/comp_filters_ligo.m
:header-args:matlab+: :comments org :mkdirp yes
:END:
<<sec:comp_filters_ligo>>
** Introduction :ignore:
#+begin_note
The Matlab file corresponding to this section is accessible [[file:matlab/comp_filters_ligo.m][here]].
#+end_note
Let's try to design complementary filters that are corresponding to the complementary filters design for the LIGO and described in cite:hua05_low_ligo.
The FIR complementary filters designed in cite:hua05_low_ligo are of order 512.
** Matlab Init :noexport:ignore:
#+begin_src matlab :tangle no :exports none :results silent :noweb yes :var current_dir=(file-name-directory buffer-file-name)
<<matlab-dir>>
#+end_src
#+begin_src matlab :exports none :results silent :noweb yes
<<matlab-init>>
#+end_src
#+begin_src matlab
freqs = logspace(-3, 0, 1000);
#+end_src
** Specifications
The specifications for the filters are:
1. From $0$ to $0.008\text{ Hz}$,the magnitude of the filter’s transfer function should be less than or equal to $8 \times 10^{-3}$
2. From $0.008\text{ Hz}$ to $0.04\text{ Hz}$, it attenuates the input signal proportional to frequency cubed
3. Between $0.04\text{ Hz}$ and $0.1\text{ Hz}$, the magnitude of the transfer function should be less than 3
4. Above $0.1\text{ Hz}$, the maximum of the magnitude of the complement filter should be as close to zero as possible. In our system, we would like to have the magnitude of the complementary filter to be less than $0.1$. As the filters obtained in cite:hua05_low_ligo have a magnitude of $0.045$, we will set that as our requirement
The specifications are translated in upper bounds of the complementary filters are shown on figure [[fig:ligo_specifications]].
#+begin_src matlab :exports none
figure;
hold on;
set(gca,'ColorOrderIndex',1)
plot([0.0001, 0.008], [8e-3, 8e-3], ':', 'DisplayName', 'Spec. on $H_H$');
set(gca,'ColorOrderIndex',1)
plot([0.008 0.04], [8e-3, 1], ':', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',1)
plot([0.04 0.1], [3, 3], ':', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',2)
plot([0.1, 10], [0.045, 0.045], ':', 'DisplayName', 'Spec. on $H_L$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
ylim([1e-4, 10]);
legend('location', 'southeast', 'FontSize', 8);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/ligo_specifications.pdf', 'width', 'wide', 'height', 'normal');
#+end_src
#+name: fig:ligo_specifications
#+caption: Specification for the LIGO complementary filters
#+RESULTS:
[[file:figs/ligo_specifications.png]]
** TODO FIR Filter
We here try to implement the FIR complementary filter synthesis as explained in cite:hua05_low_ligo.
For that, we use the [[http://cvxr.com/cvx/][CVX matlab Toolbox]].
We setup the CVX toolbox and use the =SeDuMi= solver.
#+begin_src matlab
cvx_startup;
cvx_solver sedumi;
#+end_src
We define the frequency vectors on which we will constrain the norm of the FIR filter.
#+begin_src matlab
w1 = 0:4.06e-4:0.008;
w2 = 0.008:4.06e-4:0.04;
w3 = 0.04:8.12e-4:0.1;
w4 = 0.1:8.12e-4:0.83;
#+end_src
We then define the order of the FIR filter.
#+begin_src matlab
n = 512;
#+end_src
#+begin_src matlab
A1 = [ones(length(w1),1), cos(kron(w1'.*(2*pi),[1:n-1]))];
A2 = [ones(length(w2),1), cos(kron(w2'.*(2*pi),[1:n-1]))];
A3 = [ones(length(w3),1), cos(kron(w3'.*(2*pi),[1:n-1]))];
A4 = [ones(length(w4),1), cos(kron(w4'.*(2*pi),[1:n-1]))];
B1 = [zeros(length(w1),1), sin(kron(w1'.*(2*pi),[1:n-1]))];
B2 = [zeros(length(w2),1), sin(kron(w2'.*(2*pi),[1:n-1]))];
B3 = [zeros(length(w3),1), sin(kron(w3'.*(2*pi),[1:n-1]))];
B4 = [zeros(length(w4),1), sin(kron(w4'.*(2*pi),[1:n-1]))];
#+end_src
We run the convex optimization.
#+begin_src matlab :results output replace :wrap example
cvx_begin
variable y(n+1,1)
% t
maximize(-y(1))
for i = 1:length(w1)
norm([0 A1(i,:); 0 B1(i,:)]*y) <= 8e-3;
end
for i = 1:length(w2)
norm([0 A2(i,:); 0 B2(i,:)]*y) <= 8e-3*(2*pi*w2(i)/(0.008*2*pi))^3;
end
for i = 1:length(w3)
norm([0 A3(i,:); 0 B3(i,:)]*y) <= 3;
end
for i = 1:length(w4)
norm([[1 0]'- [0 A4(i,:); 0 B4(i,:)]*y]) <= y(1);
end
cvx_end
h = y(2:end);
#+end_src
#+RESULTS:
#+begin_example
cvx_begin
variable y(n+1,1)
% t
maximize(-y(1))
for i = 1:length(w1)
norm([0 A1(i,:); 0 B1(i,:)]*y) <= 8e-3;
end
for i = 1:length(w2)
norm([0 A2(i,:); 0 B2(i,:)]*y) <= 8e-3*(2*pi*w2(i)/(0.008*2*pi))^3;
end
for i = 1:length(w3)
norm([0 A3(i,:); 0 B3(i,:)]*y) <= 3;
end
for i = 1:length(w4)
norm([[1 0]'- [0 A4(i,:); 0 B4(i,:)]*y]) <= y(1);
end
cvx_end
Calling SeDuMi 1.34: 4291 variables, 1586 equality constraints
For improved efficiency, SeDuMi is solving the dual problem.
------------------------------------------------------------
SeDuMi 1.34 (beta) by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
eqs m = 1586, order n = 3220, dim = 4292, blocks = 1073
nnz(A) = 1100727 + 0, nnz(ADA) = 1364794, nnz(L) = 683190
it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
0 : 4.11E+02 0.000
1 : -2.58E+00 1.25E+02 0.000 0.3049 0.9000 0.9000 4.87 1 1 3.0E+02
2 : -2.36E+00 3.90E+01 0.000 0.3118 0.9000 0.9000 1.83 1 1 6.6E+01
3 : -1.69E+00 1.31E+01 0.000 0.3354 0.9000 0.9000 1.76 1 1 1.5E+01
4 : -8.60E-01 7.10E+00 0.000 0.5424 0.9000 0.9000 2.48 1 1 4.8E+00
5 : -4.91E-01 5.44E+00 0.000 0.7661 0.9000 0.9000 3.12 1 1 2.5E+00
6 : -2.96E-01 3.88E+00 0.000 0.7140 0.9000 0.9000 2.62 1 1 1.4E+00
7 : -1.98E-01 2.82E+00 0.000 0.7271 0.9000 0.9000 2.14 1 1 8.5E-01
8 : -1.39E-01 2.00E+00 0.000 0.7092 0.9000 0.9000 1.78 1 1 5.4E-01
9 : -9.99E-02 1.30E+00 0.000 0.6494 0.9000 0.9000 1.51 1 1 3.3E-01
10 : -7.57E-02 8.03E-01 0.000 0.6175 0.9000 0.9000 1.31 1 1 2.0E-01
11 : -5.99E-02 4.22E-01 0.000 0.5257 0.9000 0.9000 1.17 1 1 1.0E-01
12 : -5.28E-02 2.45E-01 0.000 0.5808 0.9000 0.9000 1.08 1 1 5.9E-02
13 : -4.82E-02 1.28E-01 0.000 0.5218 0.9000 0.9000 1.05 1 1 3.1E-02
14 : -4.56E-02 5.65E-02 0.000 0.4417 0.9045 0.9000 1.02 1 1 1.4E-02
15 : -4.43E-02 2.41E-02 0.000 0.4265 0.9004 0.9000 1.01 1 1 6.0E-03
16 : -4.37E-02 8.90E-03 0.000 0.3690 0.9070 0.9000 1.00 1 1 2.3E-03
17 : -4.35E-02 3.24E-03 0.000 0.3641 0.9164 0.9000 1.00 1 1 9.5E-04
18 : -4.34E-02 1.55E-03 0.000 0.4788 0.9086 0.9000 1.00 1 1 4.7E-04
19 : -4.34E-02 8.77E-04 0.000 0.5653 0.9169 0.9000 1.00 1 1 2.8E-04
20 : -4.34E-02 5.05E-04 0.000 0.5754 0.9034 0.9000 1.00 1 1 1.6E-04
21 : -4.34E-02 2.94E-04 0.000 0.5829 0.9136 0.9000 1.00 1 1 9.9E-05
22 : -4.34E-02 1.63E-04 0.015 0.5548 0.9000 0.0000 1.00 1 1 6.6E-05
23 : -4.33E-02 9.42E-05 0.000 0.5774 0.9053 0.9000 1.00 1 1 3.9E-05
24 : -4.33E-02 6.27E-05 0.000 0.6658 0.9148 0.9000 1.00 1 1 2.6E-05
25 : -4.33E-02 3.75E-05 0.000 0.5972 0.9187 0.9000 1.00 1 1 1.6E-05
26 : -4.33E-02 1.89E-05 0.000 0.5041 0.9117 0.9000 1.00 1 1 8.6E-06
27 : -4.33E-02 9.72E-06 0.000 0.5149 0.9050 0.9000 1.00 1 1 4.5E-06
28 : -4.33E-02 2.94E-06 0.000 0.3021 0.9194 0.9000 1.00 1 1 1.5E-06
29 : -4.33E-02 9.73E-07 0.000 0.3312 0.9189 0.9000 1.00 2 2 5.3E-07
30 : -4.33E-02 2.82E-07 0.000 0.2895 0.9063 0.9000 1.00 2 2 1.6E-07
31 : -4.33E-02 8.05E-08 0.000 0.2859 0.9049 0.9000 1.00 2 2 4.7E-08
32 : -4.33E-02 1.43E-08 0.000 0.1772 0.9059 0.9000 1.00 2 2 8.8E-09
iter seconds digits c*x b*y
32 49.4 6.8 -4.3334083581e-02 -4.3334090214e-02
|Ax-b| = 3.7e-09, [Ay-c]_+ = 1.1E-10, |x|= 1.0e+00, |y|= 2.6e+00
Detailed timing (sec)
Pre IPM Post
3.902E+00 4.576E+01 1.035E-02
Max-norms: ||b||=1, ||c|| = 3,
Cholesky |add|=0, |skip| = 0, ||L.L|| = 4.26267.
------------------------------------------------------------
Status: Solved
Optimal value (cvx_optval): -0.0433341
h = y(2:end);
#+end_example
Finally, we compute the filter response over the frequency vector defined and the result is shown on figure [[fig:fir_filter_ligo]] which is very close to the filters obtain in cite:hua05_low_ligo.
#+begin_src matlab
w = [w1 w2 w3 w4];
H = [exp(-j*kron(w'.*2*pi,[0:n-1]))]*h;
#+end_src
#+begin_src matlab :exports none
figure;
tiledlayout(3, 1, 'TileSpacing', 'None', 'Padding', 'None');
% Magnitude
ax1 = nexttile([2, 1]);
hold on;
plot(w, abs(H), 'k-');
plot(w, abs(1-H), 'k--');
hold off;
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
ylabel('Magnitude');
set(gca, 'XTickLabel',[]);
ylim([5e-3, 5]);
% Phase
ax2 = nexttile;
hold on;
plot(w, 180/pi*angle(H), 'k-');
plot(w, 180/pi*angle(1-H), 'k--');
hold off;
xlabel('Frequency [Hz]'); ylabel('Phase [deg]');
set(gca, 'XScale', 'log');
yticks([-180:90:180]); ylim([-180, 180]);
linkaxes([ax1,ax2],'x');
xlim([1e-3, 1]);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/fir_filter_ligo.pdf', 'width', 'wide', 'height', 'normal');
#+end_src
#+name: fig:fir_filter_ligo
#+caption: FIR Complementary filters obtain after convex optimization
#+RESULTS:
[[file:figs/fir_filter_ligo.png]]
** Weights
We design weights that will be used for the $\mathcal{H}_\infty$ synthesis of the complementary filters.
These weights will determine the order of the obtained filters.
Here are the requirements on the filters:
- reasonable order
- to be as close as possible to the specified upper bounds
- stable minimum phase
The bode plot of the weights is shown on figure [[fig:ligo_weights]].
#+begin_src matlab :exports none
w1 = 2*pi*0.008; x1 = 0.35;
w2 = 2*pi*0.04; x2 = 0.5;
w3 = 2*pi*0.05; x3 = 0.5;
% Slope of +3 from w1
wH = 0.008*(s^2/w1^2 + 2*x1/w1*s + 1)*(s/w1 + 1);
% Little bump from w2 to w3
wH = wH*(s^2/w2^2 + 2*x2/w2*s + 1)/(s^2/w3^2 + 2*x3/w3*s + 1);
% No Slope at high frequencies
wH = wH/(s^2/w3^2 + 2*x3/w3*s + 1)/(s/w3 + 1);
% Little bump between w2 and w3
w0 = 2*pi*0.045; xi = 0.1; A = 2; n = 1;
wH = wH*((s^2 + 2*w0*xi*A^(1/n)*s + w0^2)/(s^2 + 2*w0*xi*s + w0^2))^n;
wH = 1/wH;
wH = minreal(ss(wH));
#+end_src
#+begin_src matlab :exports none
n = 20; Rp = 1; Wp = 2*pi*0.102;
[b,a] = cheby1(n, Rp, Wp, 'high', 's');
wL = 0.04*tf(a, b);
wL = 1/wL;
wL = minreal(ss(wL));
#+end_src
#+begin_src matlab :exports none
figure;
hold on;
set(gca,'ColorOrderIndex',1);
plot(freqs, abs(squeeze(freqresp(inv(wH), freqs, 'Hz'))), '-', 'DisplayName', '$|w_H|^{-1}$');
set(gca,'ColorOrderIndex',2);
plot(freqs, abs(squeeze(freqresp(inv(wL), freqs, 'Hz'))), '-', 'DisplayName', '$|w_L|^{-1}$');
plot([0.0001, 0.008], [8e-3, 8e-3], 'k--', 'DisplayName', 'Spec.');
plot([0.008 0.04], [8e-3, 1], 'k--', 'HandleVisibility', 'off');
plot([0.04 0.1], [3, 3], 'k--', 'HandleVisibility', 'off');
plot([0.1, 10], [0.045, 0.045], 'k--', 'HandleVisibility', 'off');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
ylim([1e-3, 10]);
legend('location', 'southeast', 'FontSize', 8);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/ligo_weights.pdf', 'width', 'wide', 'height', 'normal');
#+end_src
#+name: fig:ligo_weights
#+caption: Weights for the $\mathcal{H}_\infty$ synthesis
#+RESULTS:
[[file:figs/ligo_weights.png]]
** H-Infinity Synthesis
We define the generalized plant as shown on figure [[fig:h_infinity_robst_fusion]].
#+begin_src matlab
P = [0 wL;
wH -wH;
1 0];
#+end_src
And we do the $\mathcal{H}_\infty$ synthesis using the =hinfsyn= command.
#+begin_src matlab :results output replace :exports both :wrap example
[Hl, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
#+end_src
#+RESULTS:
#+begin_example
[Hl, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
Resetting value of Gamma min based on D_11, D_12, D_21 terms
Test bounds: 0.3276 < gamma <= 1.8063
gamma hamx_eig xinf_eig hamy_eig yinf_eig nrho_xy p/f
1.806 1.4e-02 -1.7e-16 3.6e-03 -4.8e-12 0.0000 p
1.067 1.3e-02 -4.2e-14 3.6e-03 -1.9e-12 0.0000 p
0.697 1.3e-02 -3.0e-01# 3.6e-03 -3.5e-11 0.0000 f
0.882 1.3e-02 -9.5e-01# 3.6e-03 -1.2e-34 0.0000 f
0.975 1.3e-02 -2.7e+00# 3.6e-03 -1.6e-12 0.0000 f
1.021 1.3e-02 -8.7e+00# 3.6e-03 -4.5e-16 0.0000 f
1.044 1.3e-02 -6.5e-14 3.6e-03 -3.0e-15 0.0000 p
1.032 1.3e-02 -1.8e+01# 3.6e-03 0.0e+00 0.0000 f
1.038 1.3e-02 -3.8e+01# 3.6e-03 0.0e+00 0.0000 f
1.041 1.3e-02 -8.3e+01# 3.6e-03 -2.9e-33 0.0000 f
1.042 1.3e-02 -1.9e+02# 3.6e-03 -3.4e-11 0.0000 f
1.043 1.3e-02 -5.3e+02# 3.6e-03 -7.5e-13 0.0000 f
Gamma value achieved: 1.0439
#+end_example
The high pass filter is defined as $H_H = 1 - H_L$.
#+begin_src matlab
Hh = 1 - Hl;
#+end_src
#+begin_src matlab :exports none
Hh = minreal(Hh);
Hl = minreal(Hl);
#+end_src
The size of the filters is shown below.
#+begin_src matlab :exports results :results output replace :wrap example
size(Hh), size(Hl)
#+end_src
#+RESULTS:
#+begin_example
size(Hh), size(Hl)
State-space model with 1 outputs, 1 inputs, and 27 states.
State-space model with 1 outputs, 1 inputs, and 27 states.
#+end_example
The bode plot of the obtained filters as shown on figure [[fig:hinf_synthesis_ligo_results]].
#+begin_src matlab :exports none
figure;
hold on;
set(gca,'ColorOrderIndex',1);
plot([0.0001, 0.008], [8e-3, 8e-3], ':', 'DisplayName', 'Spec. on $H_H$');
set(gca,'ColorOrderIndex',1);
plot([0.008 0.04], [8e-3, 1], ':', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',1);
plot([0.04 0.1], [3, 3], ':', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',2);
plot([0.1, 10], [0.045, 0.045], ':', 'DisplayName', 'Spec. on $H_L$');
set(gca,'ColorOrderIndex',1);
plot(freqs, abs(squeeze(freqresp(Hh, freqs, 'Hz'))), '-', 'DisplayName', '$H_H$');
set(gca,'ColorOrderIndex',2);
plot(freqs, abs(squeeze(freqresp(Hl, freqs, 'Hz'))), '-', 'DisplayName', '$H_L$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
ylim([1e-3, 10]);
legend('location', 'southeast', 'FontSize', 8);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/hinf_synthesis_ligo_results.pdf', 'width', 'wide', 'height', 'normal');
#+end_src
#+name: fig:hinf_synthesis_ligo_results
#+caption: Obtained complementary filters using the $\mathcal{H}_\infty$ synthesis
#+RESULTS:
[[file:figs/hinf_synthesis_ligo_results.png]]
** TODO Compare FIR and H-Infinity Filters
Let's now compare the FIR filters designed in cite:hua05_low_ligo and the one obtained with the $\mathcal{H}_\infty$ synthesis on figure [[fig:comp_fir_ligo_hinf]].
#+begin_src matlab :exports none
figure;
tiledlayout(3, 1, 'TileSpacing', 'None', 'Padding', 'None');
% Magnitude
ax1 = nexttile([2, 1]);
hold on;
set(gca,'ColorOrderIndex',1);
plot(freqs, abs(squeeze(freqresp(Hh, freqs, 'Hz'))), '-', ...
'DisplayName', '$H_H(s)$ - $\mathcal{H}_\infty$');
set(gca,'ColorOrderIndex',2);
plot(freqs, abs(squeeze(freqresp(Hl, freqs, 'Hz'))), '-', ...
'DisplayName', '$H_L(s)$ - $\mathcal{H}_\infty$');
set(gca,'ColorOrderIndex',1);
plot(w, abs(H), '--', ...
'DisplayName', '$H_H(s)$ - FIR');
set(gca,'ColorOrderIndex',2);
plot(w, abs(1-H), '--', ...
'DisplayName', '$H_L(s)$ - FIR');
hold off;
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
ylabel('Magnitude');
set(gca, 'XTickLabel',[]);
ylim([5e-3, 10]);
legend('location', 'southeast', 'FontSize', 8, 'NumColumns', 2);
% Phase
ax2 = nexttile;
hold on;
set(gca,'ColorOrderIndex',1);
plot(freqs, 180/pi*angle(squeeze(freqresp(Hh, freqs, 'Hz'))), '-');
set(gca,'ColorOrderIndex',2);
plot(freqs, 180/pi*angle(squeeze(freqresp(Hl, freqs, 'Hz'))), '-');
set(gca,'ColorOrderIndex',1);
plot(w, 180/pi*angle(H), '--');
set(gca,'ColorOrderIndex',2);
plot(w, 180/pi*angle(1-H), '--');
set(gca, 'XScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Phase [deg]');
hold off;
yticks([-180:90:180]); ylim([-180, 180]);
linkaxes([ax1,ax2],'x');
xlim([freqs(1), freqs(end)]);
#+end_src
#+begin_src matlab :tangle no :exports results :results file replace
exportFig('figs/comp_fir_ligo_hinf.pdf', 'width', 'wide', 'height', 'tall');
#+end_src
#+name: fig:comp_fir_ligo_hinf
#+caption: Comparison between the FIR filters developped for LIGO and the $\mathcal{H}_\infty$ complementary filters
#+RESULTS:
[[file:figs/comp_fir_ligo_hinf.png]]
* Bibliography :ignore:
bibliographystyle:unsrt
bibliography:ref.bib
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freqs,ampl
0.1,0.00124984376952881
0.101393945767529,0.00125685750941772
0.102807322383087,0.00126406813733846
0.104240400702156,0.00127148117998881
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0.128296979789415,0.00141123908028183
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2.65980439559376,0.174687505528422
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3.05470967115997,0.228829152079549
3.09729066733141,0.235075323680605
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3.18424160150465,0.24807299126828
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3.27363352871525,0.261773115742795
3.31926620473319,0.268897717167807
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3.81208279584389,0.351359253853236
3.86522116263126,0.36084100290123
3.9191002494334,0.370569527251405
3.97373038148561,0.380550711759293
4.02912202795135,0.390790552208207
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4.1422324724839,0.412070741201301
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4.25851829184341,0.434460292807991
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4.43909653139217,0.470238890695935
4.50097512960805,0.482777228158622
4.56371628192476,0.495633207825031
4.62733201187869,0.508813938228191
4.6918345106078,0.522326636337199
4.75723613918789,0.53617862634452
4.82354943100147,0.550377338247268
4.89078709413959,0.564930306211964
4.95896201383721,0.579845166711924
5.02808725494248,0.595129656426328
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5.38843844260822,0.677374022888832
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214 1.88169442497056 0.0886903989645098
215 1.90792422476527 0.0911299611804565
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220 2.04466066657912 0.104373350712264
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222 2.10206088313016 0.110194593209675
223 2.13136247184144 0.113225631883545
224 2.16107250880838 0.116339825313863
225 2.19119668757815 0.119539399615746
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229 2.31595149274315 0.133238031629055
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261 3.60673495157403 0.315786163467503
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278 4.56371628192476 0.495633207825031
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280 4.6918345106078 0.522326636337199
281 4.75723613918789 0.53617862634452
282 4.82354943100147 0.550377338247268
283 4.89078709413959 0.564930306211964
284 4.95896201383721 0.579845166711924
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303 6.45088408926769 0.94279323463703
304 6.54080591499826 0.966678976290355
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306 6.72442742348425 1.01607796996062
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310 7.10727969677342 1.12163141160536
311 7.20635132129305 1.14947770611576
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313 7.40865683493956 1.20697931748277
314 7.51192949332097 1.23665123927596
315 7.61664171655289 1.26694810276361
316 7.72281357138865 1.29787788026358
317 7.83046540430119 1.3294483854004
318 7.93961784538228 1.36166725759032
319 8.05029181229598 1.3945419460805
320 8.16250851428723 1.42807969355667
321 8.27628945624635 1.46228751933592
322 8.39165644283016 1.49717220216369
323 8.50863158264058 1.53274026263664
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336 10.1862899024469 2.05969517397301
337 10.3282812594103 2.10532637993194
338 10.4722518988843 2.15169505522199
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341 10.9163173419361 2.29522119194176
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343 11.2227735620851 2.39457355671776
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361 14.3984795287601 3.41317966916477
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363 14.8026912673951 3.53871618194413
364 15.0090327557974 3.60226173690188
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366 15.4303846918356 3.73081558555893
367 15.645475886161 3.79578514304128
368 15.8635653350859 3.86118956835606
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377 17.9683839076772 4.4657640600358
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379 18.4728143709963 4.60296993330202
380 18.7303153850644 4.67181280394469
381 18.9914058236194 4.74078108951949
382 19.256135721292 4.80984863583088
383 19.5245558101686 4.87898913718794
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403 25.752633267712 6.23696868762925
404 26.1116110091746 6.30171866067413
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418 31.6958208872612 7.15153108777898
419 32.1376434410028 7.20759108032728
420 32.5856247615323 7.26297008475719
421 33.0398506987186 7.31765959905996
422 33.5004082991313 7.37165185339816
423 33.9673858227221 7.42493980230096
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427 35.9013037700707 7.63093244605004
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%% Clear Workspace and Close figures
clear; close all; clc;
%% Intialize Laplace variable
s = zpk('s');
freqs = logspace(-3, 0, 1000);
% Specifications
% The specifications for the filters are:
% 1. From $0$ to $0.008\text{ Hz}$,the magnitude of the filter’s transfer function should be less than or equal to $8 \times 10^{-3}$
% 2. From $0.008\text{ Hz}$ to $0.04\text{ Hz}$, it attenuates the input signal proportional to frequency cubed
% 3. Between $0.04\text{ Hz}$ and $0.1\text{ Hz}$, the magnitude of the transfer function should be less than 3
% 4. Above $0.1\text{ Hz}$, the maximum of the magnitude of the complement filter should be as close to zero as possible. In our system, we would like to have the magnitude of the complementary filter to be less than $0.1$. As the filters obtained in cite:hua05_low_ligo have a magnitude of $0.045$, we will set that as our requirement
% The specifications are translated in upper bounds of the complementary filters are shown on figure [[fig:ligo_specifications]].
figure;
hold on;
set(gca,'ColorOrderIndex',1)
plot([0.0001, 0.008], [8e-3, 8e-3], ':', 'DisplayName', 'Spec. on $H_H$');
set(gca,'ColorOrderIndex',1)
plot([0.008 0.04], [8e-3, 1], ':', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',1)
plot([0.04 0.1], [3, 3], ':', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',2)
plot([0.1, 10], [0.045, 0.045], ':', 'DisplayName', 'Spec. on $H_L$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
ylim([1e-4, 10]);
legend('location', 'northeast');
% FIR Filter
% We here try to implement the FIR complementary filter synthesis as explained in cite:hua05_low_ligo.
% For that, we use the [[http://cvxr.com/cvx/][CVX matlab Toolbox]].
% We setup the CVX toolbox and use the =SeDuMi= solver.
cvx_startup;
cvx_solver sedumi;
% We define the frequency vectors on which we will constrain the norm of the FIR filter.
w1 = 0:4.06e-4:0.008;
w2 = 0.008:4.06e-4:0.04;
w3 = 0.04:8.12e-4:0.1;
w4 = 0.1:8.12e-4:0.83;
% We then define the order of the FIR filter.
n = 512;
A1 = [ones(length(w1),1), cos(kron(w1'.*(2*pi),[1:n-1]))];
A2 = [ones(length(w2),1), cos(kron(w2'.*(2*pi),[1:n-1]))];
A3 = [ones(length(w3),1), cos(kron(w3'.*(2*pi),[1:n-1]))];
A4 = [ones(length(w4),1), cos(kron(w4'.*(2*pi),[1:n-1]))];
B1 = [zeros(length(w1),1), sin(kron(w1'.*(2*pi),[1:n-1]))];
B2 = [zeros(length(w2),1), sin(kron(w2'.*(2*pi),[1:n-1]))];
B3 = [zeros(length(w3),1), sin(kron(w3'.*(2*pi),[1:n-1]))];
B4 = [zeros(length(w4),1), sin(kron(w4'.*(2*pi),[1:n-1]))];
% We run the convex optimization.
cvx_begin
variable y(n+1,1)
% t
maximize(-y(1))
for i = 1:length(w1)
norm([0 A1(i,:); 0 B1(i,:)]*y) <= 8e-3;
end
for i = 1:length(w2)
norm([0 A2(i,:); 0 B2(i,:)]*y) <= 8e-3*(2*pi*w2(i)/(0.008*2*pi))^3;
end
for i = 1:length(w3)
norm([0 A3(i,:); 0 B3(i,:)]*y) <= 3;
end
for i = 1:length(w4)
norm([[1 0]'- [0 A4(i,:); 0 B4(i,:)]*y]) <= y(1);
end
cvx_end
h = y(2:end);
% #+RESULTS:
% #+begin_example
% cvx_begin
% variable y(n+1,1)
% % t
% maximize(-y(1))
% for i = 1:length(w1)
% norm([0 A1(i,:); 0 B1(i,:)]*y) <= 8e-3;
% end
% for i = 1:length(w2)
% norm([0 A2(i,:); 0 B2(i,:)]*y) <= 8e-3*(2*pi*w2(i)/(0.008*2*pi))^3;
% end
% for i = 1:length(w3)
% norm([0 A3(i,:); 0 B3(i,:)]*y) <= 3;
% end
% for i = 1:length(w4)
% norm([[1 0]'- [0 A4(i,:); 0 B4(i,:)]*y]) <= y(1);
% end
% cvx_end
% Calling SeDuMi 1.34: 4291 variables, 1586 equality constraints
% For improved efficiency, SeDuMi is solving the dual problem.
% ------------------------------------------------------------
% SeDuMi 1.34 (beta) by AdvOL, 2005-2008 and Jos F. Sturm, 1998-2003.
% Alg = 2: xz-corrector, Adaptive Step-Differentiation, theta = 0.250, beta = 0.500
% eqs m = 1586, order n = 3220, dim = 4292, blocks = 1073
% nnz(A) = 1100727 + 0, nnz(ADA) = 1364794, nnz(L) = 683190
% it : b*y gap delta rate t/tP* t/tD* feas cg cg prec
% 0 : 4.11E+02 0.000
% 1 : -2.58E+00 1.25E+02 0.000 0.3049 0.9000 0.9000 4.87 1 1 3.0E+02
% 2 : -2.36E+00 3.90E+01 0.000 0.3118 0.9000 0.9000 1.83 1 1 6.6E+01
% 3 : -1.69E+00 1.31E+01 0.000 0.3354 0.9000 0.9000 1.76 1 1 1.5E+01
% 4 : -8.60E-01 7.10E+00 0.000 0.5424 0.9000 0.9000 2.48 1 1 4.8E+00
% 5 : -4.91E-01 5.44E+00 0.000 0.7661 0.9000 0.9000 3.12 1 1 2.5E+00
% 6 : -2.96E-01 3.88E+00 0.000 0.7140 0.9000 0.9000 2.62 1 1 1.4E+00
% 7 : -1.98E-01 2.82E+00 0.000 0.7271 0.9000 0.9000 2.14 1 1 8.5E-01
% 8 : -1.39E-01 2.00E+00 0.000 0.7092 0.9000 0.9000 1.78 1 1 5.4E-01
% 9 : -9.99E-02 1.30E+00 0.000 0.6494 0.9000 0.9000 1.51 1 1 3.3E-01
% 10 : -7.57E-02 8.03E-01 0.000 0.6175 0.9000 0.9000 1.31 1 1 2.0E-01
% 11 : -5.99E-02 4.22E-01 0.000 0.5257 0.9000 0.9000 1.17 1 1 1.0E-01
% 12 : -5.28E-02 2.45E-01 0.000 0.5808 0.9000 0.9000 1.08 1 1 5.9E-02
% 13 : -4.82E-02 1.28E-01 0.000 0.5218 0.9000 0.9000 1.05 1 1 3.1E-02
% 14 : -4.56E-02 5.65E-02 0.000 0.4417 0.9045 0.9000 1.02 1 1 1.4E-02
% 15 : -4.43E-02 2.41E-02 0.000 0.4265 0.9004 0.9000 1.01 1 1 6.0E-03
% 16 : -4.37E-02 8.90E-03 0.000 0.3690 0.9070 0.9000 1.00 1 1 2.3E-03
% 17 : -4.35E-02 3.24E-03 0.000 0.3641 0.9164 0.9000 1.00 1 1 9.5E-04
% 18 : -4.34E-02 1.55E-03 0.000 0.4788 0.9086 0.9000 1.00 1 1 4.7E-04
% 19 : -4.34E-02 8.77E-04 0.000 0.5653 0.9169 0.9000 1.00 1 1 2.8E-04
% 20 : -4.34E-02 5.05E-04 0.000 0.5754 0.9034 0.9000 1.00 1 1 1.6E-04
% 21 : -4.34E-02 2.94E-04 0.000 0.5829 0.9136 0.9000 1.00 1 1 9.9E-05
% 22 : -4.34E-02 1.63E-04 0.015 0.5548 0.9000 0.0000 1.00 1 1 6.6E-05
% 23 : -4.33E-02 9.42E-05 0.000 0.5774 0.9053 0.9000 1.00 1 1 3.9E-05
% 24 : -4.33E-02 6.27E-05 0.000 0.6658 0.9148 0.9000 1.00 1 1 2.6E-05
% 25 : -4.33E-02 3.75E-05 0.000 0.5972 0.9187 0.9000 1.00 1 1 1.6E-05
% 26 : -4.33E-02 1.89E-05 0.000 0.5041 0.9117 0.9000 1.00 1 1 8.6E-06
% 27 : -4.33E-02 9.72E-06 0.000 0.5149 0.9050 0.9000 1.00 1 1 4.5E-06
% 28 : -4.33E-02 2.94E-06 0.000 0.3021 0.9194 0.9000 1.00 1 1 1.5E-06
% 29 : -4.33E-02 9.73E-07 0.000 0.3312 0.9189 0.9000 1.00 2 2 5.3E-07
% 30 : -4.33E-02 2.82E-07 0.000 0.2895 0.9063 0.9000 1.00 2 2 1.6E-07
% 31 : -4.33E-02 8.05E-08 0.000 0.2859 0.9049 0.9000 1.00 2 2 4.7E-08
% 32 : -4.33E-02 1.43E-08 0.000 0.1772 0.9059 0.9000 1.00 2 2 8.8E-09
% iter seconds digits c*x b*y
% 32 49.4 6.8 -4.3334083581e-02 -4.3334090214e-02
% |Ax-b| = 3.7e-09, [Ay-c]_+ = 1.1E-10, |x|= 1.0e+00, |y|= 2.6e+00
% Detailed timing (sec)
% Pre IPM Post
% 3.902E+00 4.576E+01 1.035E-02
% Max-norms: ||b||=1, ||c|| = 3,
% Cholesky |add|=0, |skip| = 0, ||L.L|| = 4.26267.
% ------------------------------------------------------------
% Status: Solved
% Optimal value (cvx_optval): -0.0433341
% h = y(2:end);
% #+end_example
% Finally, we compute the filter response over the frequency vector defined and the result is shown on figure [[fig:fir_filter_ligo]] which is very close to the filters obtain in cite:hua05_low_ligo.
w = [w1 w2 w3 w4];
H = [exp(-j*kron(w'.*2*pi,[0:n-1]))]*h;
figure;
ax1 = subplot(2,1,1);
hold on;
plot(w, abs(H), 'k-');
plot(w, abs(1-H), 'k--');
hold off;
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
ylabel('Magnitude');
set(gca, 'XTickLabel',[]);
ylim([5e-3, 5]);
ax2 = subplot(2,1,2);
hold on;
plot(w, 180/pi*angle(H), 'k-');
plot(w, 180/pi*angle(1-H), 'k--');
hold off;
xlabel('Frequency [Hz]'); ylabel('Phase [deg]');
set(gca, 'XScale', 'log');
yticks([-540:90:360]);
linkaxes([ax1,ax2],'x');
xlim([1e-3, 1]);
xticks([0.01, 0.1, 1, 10, 100, 1000]);
% Weights
% We design weights that will be used for the $\mathcal{H}_\infty$ synthesis of the complementary filters.
% These weights will determine the order of the obtained filters.
% Here are the requirements on the filters:
% - reasonable order
% - to be as close as possible to the specified upper bounds
% - stable minimum phase
% The bode plot of the weights is shown on figure [[fig:ligo_weights]].
w1 = 2*pi*0.008; x1 = 0.35;
w2 = 2*pi*0.04; x2 = 0.5;
w3 = 2*pi*0.05; x3 = 0.5;
% Slope of +3 from w1
wH = 0.008*(s^2/w1^2 + 2*x1/w1*s + 1)*(s/w1 + 1);
% Little bump from w2 to w3
wH = wH*(s^2/w2^2 + 2*x2/w2*s + 1)/(s^2/w3^2 + 2*x3/w3*s + 1);
% No Slope at high frequencies
wH = wH/(s^2/w3^2 + 2*x3/w3*s + 1)/(s/w3 + 1);
% Little bump between w2 and w3
w0 = 2*pi*0.045; xi = 0.1; A = 2; n = 1;
wH = wH*((s^2 + 2*w0*xi*A^(1/n)*s + w0^2)/(s^2 + 2*w0*xi*s + w0^2))^n;
wH = 1/wH;
wH = minreal(ss(wH));
n = 20; Rp = 1; Wp = 2*pi*0.102;
[b,a] = cheby1(n, Rp, Wp, 'high', 's');
wL = 0.04*tf(a, b);
wL = 1/wL;
wL = minreal(ss(wL));
figure;
hold on;
set(gca,'ColorOrderIndex',1);
plot(freqs, abs(squeeze(freqresp(inv(wH), freqs, 'Hz'))), '-', 'DisplayName', '$|w_H|^{-1}$');
set(gca,'ColorOrderIndex',2);
plot(freqs, abs(squeeze(freqresp(inv(wL), freqs, 'Hz'))), '-', 'DisplayName', '$|w_L|^{-1}$');
plot([0.0001, 0.008], [8e-3, 8e-3], 'k--', 'DisplayName', 'Spec.');
plot([0.008 0.04], [8e-3, 1], 'k--', 'HandleVisibility', 'off');
plot([0.04 0.1], [3, 3], 'k--', 'HandleVisibility', 'off');
plot([0.1, 10], [0.045, 0.045], 'k--', 'HandleVisibility', 'off');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
ylim([1e-3, 10]);
legend('location', 'southeast');
% H-Infinity Synthesis
% We define the generalized plant as shown on figure [[fig:h_infinity_robst_fusion]].
P = [0 wL;
wH -wH;
1 0];
% And we do the $\mathcal{H}_\infty$ synthesis using the =hinfsyn= command.
[Hl, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
% #+RESULTS:
% #+begin_example
% [Hl, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
% Resetting value of Gamma min based on D_11, D_12, D_21 terms
% Test bounds: 0.3276 < gamma <= 1.8063
% gamma hamx_eig xinf_eig hamy_eig yinf_eig nrho_xy p/f
% 1.806 1.4e-02 -1.7e-16 3.6e-03 -4.8e-12 0.0000 p
% 1.067 1.3e-02 -4.2e-14 3.6e-03 -1.9e-12 0.0000 p
% 0.697 1.3e-02 -3.0e-01# 3.6e-03 -3.5e-11 0.0000 f
% 0.882 1.3e-02 -9.5e-01# 3.6e-03 -1.2e-34 0.0000 f
% 0.975 1.3e-02 -2.7e+00# 3.6e-03 -1.6e-12 0.0000 f
% 1.021 1.3e-02 -8.7e+00# 3.6e-03 -4.5e-16 0.0000 f
% 1.044 1.3e-02 -6.5e-14 3.6e-03 -3.0e-15 0.0000 p
% 1.032 1.3e-02 -1.8e+01# 3.6e-03 0.0e+00 0.0000 f
% 1.038 1.3e-02 -3.8e+01# 3.6e-03 0.0e+00 0.0000 f
% 1.041 1.3e-02 -8.3e+01# 3.6e-03 -2.9e-33 0.0000 f
% 1.042 1.3e-02 -1.9e+02# 3.6e-03 -3.4e-11 0.0000 f
% 1.043 1.3e-02 -5.3e+02# 3.6e-03 -7.5e-13 0.0000 f
% Gamma value achieved: 1.0439
% #+end_example
% The high pass filter is defined as $H_H = 1 - H_L$.
Hh = 1 - Hl;
Hh = minreal(Hh);
Hl = minreal(Hl);
% The size of the filters is shown below.
size(Hh), size(Hl)
% #+RESULTS:
% #+begin_example
% size(Hh), size(Hl)
% State-space model with 1 outputs, 1 inputs, and 27 states.
% State-space model with 1 outputs, 1 inputs, and 27 states.
% #+end_example
% The bode plot of the obtained filters as shown on figure [[fig:hinf_synthesis_ligo_results]].
figure;
hold on;
set(gca,'ColorOrderIndex',1);
plot([0.0001, 0.008], [8e-3, 8e-3], ':', 'DisplayName', 'Spec. on $H_H$');
set(gca,'ColorOrderIndex',1);
plot([0.008 0.04], [8e-3, 1], ':', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',1);
plot([0.04 0.1], [3, 3], ':', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',2);
plot([0.1, 10], [0.045, 0.045], ':', 'DisplayName', 'Spec. on $H_L$');
set(gca,'ColorOrderIndex',1);
plot(freqs, abs(squeeze(freqresp(Hh, freqs, 'Hz'))), '-', 'DisplayName', '$H_H$');
set(gca,'ColorOrderIndex',2);
plot(freqs, abs(squeeze(freqresp(Hl, freqs, 'Hz'))), '-', 'DisplayName', '$H_L$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
ylim([1e-3, 10]);
legend('location', 'southeast');
% Compare FIR and H-Infinity Filters
% Let's now compare the FIR filters designed in cite:hua05_low_ligo and the one obtained with the $\mathcal{H}_\infty$ synthesis on figure [[fig:comp_fir_ligo_hinf]].
figure;
ax1 = subplot(2,1,1);
hold on;
set(gca,'ColorOrderIndex',1);
plot(freqs, abs(squeeze(freqresp(Hh, freqs, 'Hz'))), '-');
set(gca,'ColorOrderIndex',2);
plot(freqs, abs(squeeze(freqresp(Hl, freqs, 'Hz'))), '-');
set(gca,'ColorOrderIndex',1);
plot(w, abs(H), '--');
set(gca,'ColorOrderIndex',2);
plot(w, abs(1-H), '--');
hold off;
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
ylabel('Magnitude');
set(gca, 'XTickLabel',[]);
ylim([1e-3, 10]);
ax2 = subplot(2,1,2);
hold on;
set(gca,'ColorOrderIndex',1);
plot(freqs, 180/pi*angle(squeeze(freqresp(Hh, freqs, 'Hz'))), '-', 'DisplayName', '$\mathcal{H}_\infty$ filters');
set(gca,'ColorOrderIndex',2);
plot(freqs, 180/pi*angle(squeeze(freqresp(Hl, freqs, 'Hz'))), '-', 'HandleVisibility', 'off');
set(gca,'ColorOrderIndex',1);
plot(w, 180/pi*angle(H), '--', 'DisplayName', 'FIR filters');
set(gca,'ColorOrderIndex',2);
plot(w, 180/pi*angle(1-H), '--', 'HandleVisibility', 'off');
set(gca, 'XScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Phase [deg]');
hold off;
yticks([-540:90:360]);
legend('location', 'northeast');
linkaxes([ax1,ax2],'x');
xlim([freqs(1), freqs(end)]);
xticks([0.001, 0.01, 0.1, 1]);
@@ -0,0 +1,144 @@
%% Clear Workspace and Close figures
clear; close all; clc;
%% Intialize Laplace variable
s = zpk('s');
freqs = logspace(-1, 3, 1000);
% Design of Weighting Function
% A formula is proposed to help the design of the weighting functions:
% \begin{equation}
% W(s) = \left( \frac{
% \frac{1}{\omega_0} \sqrt{\frac{1 - \left(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - \left(\frac{G_c}{G_\infty}\right)^{\frac{2}{n}}}} s + \left(\frac{G_0}{G_c}\right)^{\frac{1}{n}}
% }{
% \left(\frac{1}{G_\infty}\right)^{\frac{1}{n}} \frac{1}{\omega_0} \sqrt{\frac{1 - \left(\frac{G_0}{G_c}\right)^{\frac{2}{n}}}{1 - \left(\frac{G_c}{G_\infty}\right)^{\frac{2}{n}}}} s + \left(\frac{1}{G_c}\right)^{\frac{1}{n}}
% }\right)^n
% \end{equation}
% The parameters permits to specify:
% - the low frequency gain: $G_0 = lim_{\omega \to 0} |W(j\omega)|$
% - the high frequency gain: $G_\infty = lim_{\omega \to \infty} |W(j\omega)|$
% - the absolute gain at $\omega_0$: $G_c = |W(j\omega_0)|$
% - the absolute slope between high and low frequency: $n$
% The general shape of a weighting function generated using the formula is shown in figure [[fig:weight_formula]].
% #+name: fig:weight_formula
% #+caption: Amplitude of the proposed formula for the weighting functions
% [[file:figs-tikz/weight_formula.png]]
n = 2; w0 = 2*pi*11; G0 = 1/10; G1 = 1000; Gc = 1/2;
W1 = (((1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (G0/Gc)^(1/n))/((1/G1)^(1/n)*(1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (1/Gc)^(1/n)))^n;
n = 3; w0 = 2*pi*10; G0 = 1000; G1 = 0.1; Gc = 1/2;
W2 = (((1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (G0/Gc)^(1/n))/((1/G1)^(1/n)*(1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (1/Gc)^(1/n)))^n;
figure;
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 1./abs(squeeze(freqresp(W1, freqs, 'Hz'))), '--', 'DisplayName', '$|W_1|^{-1}$');
set(gca,'ColorOrderIndex',2)
plot(freqs, 1./abs(squeeze(freqresp(W2, freqs, 'Hz'))), '--', 'DisplayName', '$|W_2|^{-1}$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
ylim([5e-4, 20]);
xticks([0.1, 1, 10, 100, 1000]);
legend('location', 'northeast');
% H-Infinity Synthesis
% We define the generalized plant $P$ on matlab.
P = [W1 -W1;
0 W2;
1 0];
% And we do the $\mathcal{H}_\infty$ synthesis using the =hinfsyn= command.
[H2, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
% #+RESULTS:
% #+begin_example
% [H2, ~, gamma, ~] = hinfsyn(P, 1, 1,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
% Resetting value of Gamma min based on D_11, D_12, D_21 terms
% Test bounds: 0.1000 < gamma <= 1050.0000
% gamma hamx_eig xinf_eig hamy_eig yinf_eig nrho_xy p/f
% 1.050e+03 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% 525.050 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% 262.575 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% 131.337 2.8e+01 2.4e-07 4.1e+00 -1.0e-13 0.0000 p
% 65.719 2.8e+01 2.4e-07 4.1e+00 -9.5e-14 0.0000 p
% 32.909 2.8e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% 16.505 2.8e+01 2.4e-07 4.1e+00 -1.0e-13 0.0000 p
% 8.302 2.8e+01 2.4e-07 4.1e+00 -7.2e-14 0.0000 p
% 4.201 2.8e+01 2.4e-07 4.1e+00 -2.5e-25 0.0000 p
% 2.151 2.7e+01 2.4e-07 4.1e+00 -3.8e-14 0.0000 p
% 1.125 2.6e+01 2.4e-07 4.1e+00 -5.4e-24 0.0000 p
% 0.613 2.3e+01 -3.7e+01# 4.1e+00 0.0e+00 0.0000 f
% 0.869 2.6e+01 -3.7e+02# 4.1e+00 0.0e+00 0.0000 f
% 0.997 2.6e+01 -1.1e+04# 4.1e+00 0.0e+00 0.0000 f
% 1.061 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% 1.029 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% 1.013 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% 1.005 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% 1.001 2.6e+01 -3.1e+04# 4.1e+00 -3.8e-14 0.0000 f
% 1.003 2.6e+01 -2.8e+05# 4.1e+00 0.0e+00 0.0000 f
% 1.004 2.6e+01 2.4e-07 4.1e+00 -5.8e-24 0.0000 p
% 1.004 2.6e+01 2.4e-07 4.1e+00 0.0e+00 0.0000 p
% Gamma value achieved: 1.0036
% #+end_example
% We then define the high pass filter $H_1 = 1 - H_2$. The bode plot of both $H_1$ and $H_2$ is shown on figure [[fig:hinf_filters_results]].
H1 = 1 - H2;
% Obtained Complementary Filters
% The obtained complementary filters are shown on figure [[fig:hinf_filters_results]].
figure;
ax1 = subplot(2,1,1);
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 1./abs(squeeze(freqresp(W1, freqs, 'Hz'))), '--', 'DisplayName', '$w_1$');
set(gca,'ColorOrderIndex',2)
plot(freqs, 1./abs(squeeze(freqresp(W2, freqs, 'Hz'))), '--', 'DisplayName', '$w_2$');
set(gca,'ColorOrderIndex',1)
plot(freqs, abs(squeeze(freqresp(H1, freqs, 'Hz'))), '-', 'DisplayName', '$H_1$');
set(gca,'ColorOrderIndex',2)
plot(freqs, abs(squeeze(freqresp(H2, freqs, 'Hz'))), '-', 'DisplayName', '$H_2$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
hold off;
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
ylabel('Magnitude');
set(gca, 'XTickLabel',[]);
ylim([5e-4, 20]);
legend('location', 'northeast');
ax2 = subplot(2,1,2);
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 180/pi*phase(squeeze(freqresp(H1, freqs, 'Hz'))), '-');
set(gca,'ColorOrderIndex',2)
plot(freqs, 180/pi*phase(squeeze(freqresp(H2, freqs, 'Hz'))), '-');
hold off;
xlabel('Frequency [Hz]'); ylabel('Phase [deg]');
set(gca, 'XScale', 'log');
yticks([-360:90:360]);
linkaxes([ax1,ax2],'x');
xlim([freqs(1), freqs(end)]);
xticks([0.1, 1, 10, 100, 1000]);
+95
View File
@@ -0,0 +1,95 @@
%% Clear Workspace and Close figures
clear; close all; clc;
%% Intialize Laplace variable
s = zpk('s');
freqs = logspace(-2, 4, 1000);
% Weights
% First we define the weights.
n = 2; w0 = 2*pi*1; G0 = 1/10; G1 = 1000; Gc = 1/2;
W1 = (((1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (G0/Gc)^(1/n))/((1/G1)^(1/n)*(1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (1/Gc)^(1/n)))^n;
W2 = 0.22*(1 + s/2/pi/1)^2/(sqrt(1e-4) + s/2/pi/1)^2*(1 + s/2/pi/10)^2/(1 + s/2/pi/1000)^2;
n = 3; w0 = 2*pi*10; G0 = 1000; G1 = 0.1; Gc = 1/2;
W3 = (((1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (G0/Gc)^(1/n))/((1/G1)^(1/n)*(1/w0)*sqrt((1-(G0/Gc)^(2/n))/(1-(Gc/G1)^(2/n)))*s + (1/Gc)^(1/n)))^n;
figure;
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 1./abs(squeeze(freqresp(W1, freqs, 'Hz'))), '--', 'DisplayName', '$|W_1|^{-1}$');
set(gca,'ColorOrderIndex',2)
plot(freqs, 1./abs(squeeze(freqresp(W2, freqs, 'Hz'))), '--', 'DisplayName', '$|W_2|^{-1}$');
set(gca,'ColorOrderIndex',3)
plot(freqs, 1./abs(squeeze(freqresp(W3, freqs, 'Hz'))), '--', 'DisplayName', '$|W_3|^{-1}$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
xlabel('Frequency [Hz]'); ylabel('Magnitude');
hold off;
xlim([freqs(1), freqs(end)]);
xticks([0.01, 0.1, 1, 10, 100, 1000]);
legend('location', 'northeast');
% H-Infinity Synthesis
% Then we create the generalized plant =P=.
P = [W1 -W1 -W1;
0 W2 0 ;
0 0 W3;
1 0 0];
% And we do the $\mathcal{H}_\infty$ synthesis.
[H, ~, gamma, ~] = hinfsyn(P, 1, 2,'TOLGAM', 0.001, 'METHOD', 'ric', 'DISPLAY', 'on');
% Obtained Complementary Filters
% The obtained filters are:
H2 = tf(H(1));
H3 = tf(H(2));
H1 = 1 - H2 - H3;
figure;
ax1 = subplot(2,1,1);
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 1./abs(squeeze(freqresp(W1, freqs, 'Hz'))), '--', 'DisplayName', '$|W_1|^{-1}$');
set(gca,'ColorOrderIndex',2)
plot(freqs, 1./abs(squeeze(freqresp(W2, freqs, 'Hz'))), '--', 'DisplayName', '$|W_2|^{-1}$');
set(gca,'ColorOrderIndex',3)
plot(freqs, 1./abs(squeeze(freqresp(W3, freqs, 'Hz'))), '--', 'DisplayName', '$|W_3|^{-1}$');
set(gca,'ColorOrderIndex',1)
plot(freqs, abs(squeeze(freqresp(H1, freqs, 'Hz'))), '-', 'DisplayName', '$H_1$');
set(gca,'ColorOrderIndex',2)
plot(freqs, abs(squeeze(freqresp(H2, freqs, 'Hz'))), '-', 'DisplayName', '$H_2$');
set(gca,'ColorOrderIndex',3)
plot(freqs, abs(squeeze(freqresp(H3, freqs, 'Hz'))), '-', 'DisplayName', '$H_3$');
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
hold off;
set(gca, 'XScale', 'log'); set(gca, 'YScale', 'log');
ylabel('Magnitude');
set(gca, 'XTickLabel',[]);
ylim([5e-4, 20]);
legend('location', 'northeast');
ax2 = subplot(2,1,2);
hold on;
set(gca,'ColorOrderIndex',1)
plot(freqs, 180/pi*phase(squeeze(freqresp(H1, freqs, 'Hz'))));
set(gca,'ColorOrderIndex',2)
plot(freqs, 180/pi*phase(squeeze(freqresp(H2, freqs, 'Hz'))));
set(gca,'ColorOrderIndex',3)
plot(freqs, 180/pi*phase(squeeze(freqresp(H3, freqs, 'Hz'))));
hold off;
xlabel('Frequency [Hz]'); ylabel('Phase [deg]');
set(gca, 'XScale', 'log');
yticks([-360:90:360]);
linkaxes([ax1,ax2],'x');
xlim([freqs(1), freqs(end)]);
xticks([0.1, 1, 10, 100, 1000]);
+171
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@@ -0,0 +1,171 @@
@article{collette15_sensor_fusion_method_high_perfor,
author = {C. Collette and F. Matichard},
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pages = {1-21},
year = {2015},
doi = {10.1016/j.jsv.2015.01.006},
url = {https://doi.org/10.1016/j.jsv.2015.01.006},
keywords = {},
}
@phdthesis{hua05_low_ligo,
author = {Hua, Wensheng},
school = {stanford university},
title = {Low frequency vibration isolation and alignment system for
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year = 2005,
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author = {Wensheng Hua and Dan B. Debra and Corwin T. Hardham and Brian T. Lantz and Joseph A. Giaime},
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booktitle = {Proceedings of ASPE Spring Topical Meeting on Control of Precision Systems},
year = {2004},
pages = {109--114},
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publisher = {IOP Publishing},
}
@article{min15_compl_filter_desig_angle_estim,
author = {Min, Hyung Gi and Jeung, Eun Tae},
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+8 -8
View File
@@ -320,7 +320,7 @@ Let's validate the proposed design method of complementary filters with a simple
- the gain of both filters is equal to $10^{-3}$ away from the merging frequency
The weighting functions $W_1(s)$ and $W_2(s)$ are designed using eqref:eq:weight_formula.
The parameters used are summarized in table ref:tab:weights_params and the magnitude of the weighting functions is shown in Fig. ref:fig:hinf_synthesis_results.
The parameters used are summarized in table ref:tab:weights_params and the magnitude of the weighting functions is shown in Fig. ref:fig:hinf_filters_results.
#+name: tab:weights_params
#+caption: Parameters used for $W_1(s)$ and $W_2(s)$
@@ -334,16 +334,16 @@ The parameters used are summarized in table ref:tab:weights_params and the magni
| $G_c$ | $0.5$ | $0.5$ |
| $n$ | $2$ | $3$ |
The bode plots of the obtained complementary filters are shown in Fig. ref:fig:hinf_synthesis_results and their transfer functions in the Laplace domain are given below.
The bode plots of the obtained complementary filters are shown in Fig. ref:fig:hinf_filters_results and their transfer functions in the Laplace domain are given below.
\begin{align*}
H_1(s) &= \frac{10^{-8} (s+6.6e^9) (s+3450)^2 (s^2 + 49s + 895)}{(s+6.6e^4) (s^2 + 106 s + 3e^3) (s^2 + 72s + 3580)}\\
H_2(s) &= \frac{(s+6.6e^4) (s+160) (s+4)^3}{(s+6.6e^4) (s^2 + 106 s + 3e^3) (s^2 + 72s + 3580)}
\end{align*}
#+name: fig:hinf_synthesis_results
#+name: fig:hinf_filters_results
#+caption: Frequency response of the weighting functions and complementary filters obtained using $\mathcal{H}_\infty$ synthesis
#+attr_latex: :scale 1
[[file:figs/hinf_synthesis_results.pdf]]
[[file:figs/hinf_filters_results.pdf]]
** Synthesis of Three Complementary Filters
<<sec:hinf_three_comp_filters>>
@@ -380,13 +380,13 @@ By choosing $H_1(s) \triangleq 1 - H_2(s) - H_3(s)$, the proposed $\mathcal{H}_\
*** Example of generated complementary filters :ignore:
An example is given to validate the method where three sensors are used in different frequency bands (up to $\SI{1}{Hz}$, from $1$ to $\SI{10}{Hz}$ and above $\SI{10}{Hz}$ respectively).
Three weighting functions are designed using eqref:eq:weight_formula and shown by dashed curves in Fig. ref:fig:hinf_three_synthesis_results.
The bode plots of the obtained complementary filters are shown in Fig. ref:fig:hinf_three_synthesis_results.
Three weighting functions are designed using eqref:eq:weight_formula and shown by dashed curves in Fig. ref:fig:three_complementary_filters_results.
The bode plots of the obtained complementary filters are shown in Fig. ref:fig:three_complementary_filters_results.
#+name: fig:hinf_three_synthesis_results
#+name: fig:three_complementary_filters_results
#+caption: Frequency response of the weighting functions and three complementary filters obtained using $\mathcal{H}_\infty$ synthesis
#+attr_latex: :scale 1
[[file:figs/hinf_three_synthesis_results.pdf]]
[[file:figs/three_complementary_filters_results.pdf]]
* Application: Design of Complementary Filters used in the Active Vibration Isolation System at the LIGO
<<sec:application_ligo>>
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