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Optimal reduced-order discrete-time LQG design

version 1.3 (18.3 KB) by

Solution of the SDOPE by repeated forward and backward iteration

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Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).

Software associated with 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.

http://gvw007.yolasite.com/resources/ejc00.pdf

Comments and Ratings (3)

Excellent work! The examples illustrate the code very well, and the algorithm produces excellent regulators. Thank you!

zitouni mahieddine

bsde

zitouni mahieddine

je prepare une memoire et j'ai un probleme d'avoir un programme matlab pour resoudre une equation differntielle retograde

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1.1

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