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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

readme.m
% README.M : 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.
%
%            Download this publication (number 18) from:
%            http://www.sco.wur.nl/UK/Staff/willigenburgvan_gerard/GvWPage
%
% Main script files:
% SCDOPE  : Erroneous answers from the CDOPE (Conventional Discrete-time Optimal
%           Projection Equations) and correct answers from the SDOPE (Strengthened
%           Discrete-time Optimal Projection Equations) of example 1 in the paper.
% EXAMP2  : Results of example 2 in the paper.
% EXAMP3  : Results of example 3 in the paper.
%
% Main functions:
% DPROTIN : Deterministic Parameter Reduced-Order Time-Invariant iNfinite horizon LQG compensation.
%           Optimal compensation of (P,G,C,V,W) based on (Q,R) and nc<=nx.
%          (P,G,C) deterministic. Based on the SDOPE.
% DPROTINO: The same but based on the CDOPE that provide erroneous answers!
% DPROEQ  : One iteration of the SDOPE.
% DPROEQO : One iteration of the CDOPE that provide erroneous answers!
% GMHFAC  : gmh alpha factorization of ph*sh, ph>=0, sh>=0, ph=ph', sh=sh',
%           r=rank(ph)=rank(sh) (=rank(ph*sh))
%
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