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| author | Jeff Armstrong <jeff@approximatrix.com> | 2012-10-13 09:13:29 -0400 |
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| committer | Jeff Armstrong <jeff@approximatrix.com> | 2012-10-13 09:13:29 -0400 |
| commit | 5108d9ed4eb750e1f2afcbaa1f1a5d57aca91fd6 (patch) | |
| tree | ecc800b969d529fc71f944f00a83807cb1ff26ab /ccc2012/ccc2012.textile | |
| parent | 1e2ee6748232d2f2a7a1756bdea2588dd38e6ae0 (diff) | |
| download | presentations-5108d9ed4eb750e1f2afcbaa1f1a5d57aca91fd6.tar.gz presentations-5108d9ed4eb750e1f2afcbaa1f1a5d57aca91fd6.zip | |
Added DARE example
Diffstat (limited to 'ccc2012/ccc2012.textile')
| -rw-r--r-- | ccc2012/ccc2012.textile | 20 |
1 files changed, 19 insertions, 1 deletions
diff --git a/ccc2012/ccc2012.textile b/ccc2012/ccc2012.textile index 7875c29..9fcb1d9 100644 --- a/ccc2012/ccc2012.textile +++ b/ccc2012/ccc2012.textile @@ -231,7 +231,25 @@ p=. `X = A^T X A - ( A^T X B) (R + B^T X B)^-1 (B^T X A) + Q` h1. Distrusting Others {{{ -failed DARE... +>>> from scipy import linalg +>>> A +array([[ 0.63399379, 0.54906824, 0.76253406], + [ 0.5404729 , 0.53745766, 0.08731853], + [ 0.27524045, 0.84922129, 0.4681622 ]]) +>>> B +array([[ 0.96861695], + [ 0.05532739], + [ 0.78934047]]) +>>> Q +array([[ 1., 0., 0.], + [ 0., 1., 0.], + [ 0., 0., 1.]]) +>>> R +array([[ 1.]]) +>>> linalg.solve_discrete_are(A, B, Q, R) +array([[-2.67522766, -5.39447418, 2.19128542], + [-1.94918951, -3.15480639, 5.24379117], + [ 4.29133973, 8.10585767, -5.88895897]]) }}} * Lies! |