Code covered by the BSD License
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[f,k,l,sigp,sigs,spr,pt,st,ph...
DPROTIN: Deterministic Parameter Reduced-Order Time-Invariant iNfinite horizon LQG compensation.
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[f,k,l,sigp,sigs,spr,pt,st,ph...
DPROTINO: Erroneous Deterministic Parameter Reduced-Order Time-Invariant iNfinite horizon LQG compensation.
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[ggipsd]=gginv(psd,r,tol)
GGINV: Group generalized inverse of matrix psd
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[nx,ny,nu,q,mc,v,me]=pgcchk(p...
PGCCHK: Check and generate dimensions
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[osc,endc,conver,bb,nocon,tps...
ROCOCHK: Check reduced-order algorithm convergence
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[osc,ldif,sdif]=detosc(osc,tr...
DETOSC : detect oscillation during iteration
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[ph,p12,p2]=iniphsh(ic,nx,nc)
INIPHSH : Function generates initial values ph, sh
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[psd]=psdrn(nx,nc)
PSDRN: Generate a random positive semi-definite
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[pt,ph,st,sh,psi1,psi2]=dproe...
DPROEQ : one iteration of the SDOPE (Strengthened Discrete-time Optimal
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[pt,ph,st,sh,psi1,psi2]=dproe...
DPROEQO: one iteration of the CDOPE (Conventional Discrete-time Optimal
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[tau,ga,ha,ma]=gmhfac(ph,sh,n...
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pinvf(A,r,tol)
PINVF: Pseudoinverse based on r singular values of A.
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pinvrd(A,tol)
PINVRD pseudo inverse with rank deficiency detection.
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plconv(trt,trr,epsl,endloop,t...
PLCONV: Plot convergence results
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sr=sperad(mat);
SPERAD: spectral radius of a square matrix
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examp2.m
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examp3.m
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readme.m
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scdope.m
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View all files
Optimal reduced-order discrete-time LQG design
by Gerard Van Willigenburg
16 May 2008
(Updated 30 Mar 2010)
Solution of the SDOPE by repeated forward and backward iteration
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| File Information |
| Description |
Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).
The software is described in and associated to the paper:
L.G. Van Willigenburg, W.L. De Koning, 2000,"Numerical algorithms and issues concerning the discrete-time optimal projection equations",European Journal of Control, 6, 1, pp. 93-110. |
| Required Products |
Control System Toolbox
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| MATLAB release |
MATLAB 6.0 (R12)
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| Comments and Ratings (2) |
| 03 Jun 2008 |
zitouni mahieddine
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| 03 Jun 2008 |
zitouni mahieddine
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| Updates |
| 09 Jun 2008 |
updated readme.m, gmhfac.m |
| 30 Mar 2010 |
Slight modification to the tags. Files are unchanged. |
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