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Optimal reduced-order discrete-time LQG design

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

examp3.m
% Example 3
clear;

p = [ 0.05438650982239   0.15028168349930  -0.26938908545548;
     -0.16392263097279   0.35576999327113   0.47463527719833;
      0.39517637368839   0.29013007687628  -0.48922225431850];
   
g = [1; 1; 1]; c=[1 1 1]; v=eye(3); q=v; w=1; r=w;
   
% Compute reduced-order compensators and associated costs
disp(' '); disp(' Example 3');

for nc=3:-1:1
  disp(' ');
  opt=[]; opt(1)=1e-8;
  [f,k,l,sigp,sigs,spr,pt,st,ph,sh,sigc,trps]=dprotin(p,g,c,v,w,q,r,nc,opt);
  disp([' Outcome of the two cost expressions nc=' num2str(nc)]);
  disp([' sigp=' num2str(sigp) ' sigs=' num2str(sigs)]);
end

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