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Reduced-order discrete-time LQG design for systems with white parameters

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Reduced-order discrete-time LQG design for systems with white parameters

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22 May 2008 (Updated )

Optimal compensation of time-varying discrete-time linear systems with white stochastic parameters

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Description

Matlab software associated with 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.

http://gvw007.yolasite.com/resources/aut99.pdf

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
MATLAB release MATLAB 6.0 (R12)
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30 Mar 2010

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14 Apr 2013

A paper download link has been added to the description. No changes to the files.

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