Optimal reduced-order discrete-time LQG design
16 May 2008
14 Apr 2013)
Solution of the SDOPE by repeated forward and backward iteration
% 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:
% 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))