Optimal reduced-order discrete-time LQG design: All Files - File Exchange

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Optimal reduced-order discrete-time LQG design

[f,k,l,sigp,sigs,spr,pt,st,ph... DPROTIN: Deterministic Parameter Reduced-Order Time-Invariant iNfinite horizon LQG compensation.
[f,k,l,sigp,sigs,spr,pt,st,ph... DPROTINO: Erroneous Deterministic Parameter Reduced-Order Time-Invariant iNfinite horizon LQG compensation.
[ggipsd]=gginv(psd,r,tol) GGINV: Group generalized inverse of matrix psd
[nx,ny,nu,q,mc,v,me]=pgcchk(p... PGCCHK: Check and generate dimensions
[osc,endc,conver,bb,nocon,tps... ROCOCHK: Check reduced-order algorithm convergence
[osc,ldif,sdif]=detosc(osc,tr... DETOSC : detect oscillation during iteration
[ph,p12,p2]=iniphsh(ic,nx,nc) INIPHSH : Function generates initial values ph, sh
[psd]=psdrn(nx,nc) PSDRN: Generate a random positive semi-definite
[pt,ph,st,sh,psi1,psi2]=dproe... DPROEQ : one iteration of the SDOPE (Strengthened Discrete-time Optimal
[pt,ph,st,sh,psi1,psi2]=dproe... DPROEQO: one iteration of the CDOPE (Conventional Discrete-time Optimal
[tau,ga,ha,ma]=gmhfac(ph,sh,n...
pinvf(A,r,tol) PINVF: Pseudoinverse based on r singular values of A.
pinvrd(A,tol) PINVRD pseudo inverse with rank deficiency detection.
plconv(trt,trr,epsl,endloop,t... PLCONV: Plot convergence results
sr=sperad(mat); SPERAD: spectral radius of a square matrix
examp2.m
examp3.m
readme.m
scdope.m
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from Optimal reduced-order discrete-time LQG design by Gerard Van Willigenburg
Solution of the SDOPE by repeated forward and backward iteration

All files for Optimal reduced-order discrete-time LQG design

/detosc.m
/dproeq.m
/dproeqo.m
/dprotin.m
/dprotino.m
/examp2.m
/examp3.m
/gginv.m
/gmhfac.m
/iniphsh.m
/license.txt
/pgcchk.m
/pinvf.m
/pinvrd.m
/plconv.m
/psdrn.m
/readme.m
/rocochk.m
/scdope.m
/sperad.m

Highlights from Optimal reduced-order discrete-time LQG design

Highlights from
Optimal reduced-order discrete-time LQG design