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
from
Optimal reduced-order discrete-time LQG design
by Gerard Van Willigenburg
Solution of the SDOPE by repeated forward and backward iteration
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| [ph,p12,p2]=iniphsh(ic,nx,nc)
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% INIPHSH : Function generates initial values ph, sh
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% [ph,p12,p2]=iniphsh(ic,nx,nc)
%
% Input:
% ic : initialization type
% ic=1: 0.9*eye(nx)+0.1*ones(nx)
% ic=2: random
% ic=3: eye(nx)
% nx : dimension system state
% nc : dimension compensator state
%
% Output :
% ph=p12*pinv(p2)*p12'
% p12 nx x nc
% p2>=0 nc x nc
%
% L.G. Van Willigenburg, W.L. De Koning, 27-06-96.
%
function [ph,p12,p2]=iniphsh(ic,nx,nc)
if nc<1; ph=zeros(nx); p12=[]; p2=[];
else
if ic<1.5;
h1=1e-1; ph=(1-h1)*eye(nx)+h1*ones(nx);
elseif ic<2.5;
ph=psdrn(nx);
else
ph=eye(nx);
end
end
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