Code covered by the BSD License
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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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[nxs,nus,nys]=varchk(nx,nu,ny...
VARCHK: Check dimensions mean square and variance matrices
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[ph,p12,p2]=iniphsh(ic,nx,nc)
INIPHSH : Function generates initial values ph, sh
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[pm,gm,cm,pms,gms,cms,pgms,pc...
SPRTVVEX : Function specifying a reduced-order infinite horizon
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[pms,pva,gms,gva,cms,cva,pgms...
MSVHOM: Scale mean square values and variances for the homotopy algorithm
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[psd]=psdrn(nx,nc)
PSDRN: Generate a random positive semi-definite
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[pt,ph,st,sh]=sproeq(pt,ph,st...
SPROEQ: one iteration of the Stochastic Parameter
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[pt,ph]=spfoeqe(pm,gm,cm,pms,...
SPFOEQE one iteration of the Stochastic Parameter
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[pt,ph]=sproeqe(pm,gm,cm,pms,...
SPROEQE one iteration of the Stochastic Parameter
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[sigp,sigs,k,l]=spcomco(pm,gm...
SPCOMCO: Stochastic Parameter COMpensator COst.
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[st,sh]=spfoeqc(pm,gm,cm,pms,...
SPFOEQC: one iteration of the Stochastic Parameter
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[st,sh]=sproeqc(pm,gm,cm,pms,...
SPROEQC: one iteration of the Stochastic Parameter
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[tau,ga,ha,ma]=gmhfac(ph,sh,n...
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[xfkl,sigp,sigs,ptt,stt,pht,s...
SPFOTV: Stochastic Parameter Full Order Time Varying LQG compensation.
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[xfkl,sigp,sigs,ptt,stt,pht,s...
SPROTVV:Stochastic Parameter Reduced Order Time Varying LQG compensation.
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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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examp.m
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readme.m
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View all files
Reduced-order discrete-time LQG design for systems with white parameters
by Gerard Van Willigenburg
22 May 2008
(Updated 30 Mar 2010)
Optimal compensation of time-varying discrete-time linear systems with white stochastic parameters
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| File Information |
| Description |
Matlab software associated to the paper:
L.G. Van Willigenburg, W.L. De Koning, 1999, "Optimal reduced-order compensators for time-varying discrete-time systems
with deterministic and white parameters",
Automatica, 35, 129-138.
Systems with white parameters (with multiplicative white noise) are useful for non-conservative robust control system design under structured parameter uncertainty. The software computes the optimal compensator (feedback controller) for time-varying discrete-time linear systems with white stochastic parameters, additive Gaussian system and measurement noise and quadratic criteria. It uses the associated optimal projection equations. |
| Required Products |
Control System Toolbox
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| MATLAB release |
MATLAB 6.0 (R12)
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| Updates |
| 09 Jun 2008 |
Update readme.m |
| 30 Mar 2010 |
Slight modification to the tags. Files unchanged. |
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