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Optimal reduced-order discrete-time LQG design

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Optimal reduced-order discrete-time LQG design

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16 May 2008 (Updated )

Solution of the SDOPE by repeated forward and backward iteration

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Description

Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).

Software associated with 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.

http://gvw007.yolasite.com/resources/ejc00.pdf

Required Products Control System Toolbox
MATLAB release MATLAB 6.0 (R12)
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Comments and Ratings (2)
03 Jun 2008 zitouni mahieddine

bsde

03 Jun 2008 zitouni mahieddine

je prepare une memoire et j'ai un probleme d'avoir un programme matlab pour resoudre une equation differntielle retograde

Updates
30 Mar 2010

Slight modification to the tags. Files are unchanged.

14 Apr 2013

A paper download link has been added to the description. No changes to the files.

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