import numpy as np
import scipy.linalg
[docs]def continuous_to_discrete(a, b, sampling_rate):
"""
Converts a continuous-time system to its equivalent discrete-time version.
Parameters
----------
a : (N, N) array of floats
State variable coefficients describing the continuous-time system.
b : (N,) or (N, 1) array of floats
Constant coefficients describing the continuous-time system. Can be
either a rank-1 array or a rank-2 array of shape (N, 1).
sampling_rate : float
Rate in Hz at which the continuous-time system is to be sampled.
Returns
-------
phi : (N, N) array of floats
Variable coefficients describing the discrete-time system.
gamma : (N,) or (N, 1) array of floats
Constant coefficients describing the discrete-time system. Shape of
this output maintains the shape passed as `b`.
"""
a = a.astype(float)
b = b.astype(float)
phi = scipy.linalg.expm(a * sampling_rate)
a_pinv = scipy.linalg.pinv2(a)
gamma = np.dot(np.dot(a_pinv, phi - np.eye(a.shape[0])), b)
return phi, gamma