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

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

[ph,p12,p2]=iniphsh(ic,nx,nc)
% INIPHSH : Function generates initial values ph, sh
%
%           [ph,p12,p2]=iniphsh(ic,nx,nc)
%
%           Input:
%           ic    : initialization type
%           ic=1: 0.9*eye(nx)+0.1*ones(nx)
%           ic=2: random
%           ic=3: eye(nx)
%	    nx :  dimension system state
%           nc :  dimension compensator state
%
%           Output :
%           ph=p12*pinv(p2)*p12'
%           p12 nx x nc
%           p2>=0 nc x nc
%
%           L.G. Van Willigenburg, W.L. De Koning, 27-06-96.
%
  function [ph,p12,p2]=iniphsh(ic,nx,nc)

  if nc<1; ph=zeros(nx); p12=[]; p2=[];
  else
    if ic<1.5;
      h1=0.1;
      ph=(1-h1)*eye(nx)+h1*ones(nx);
    elseif ic<2.5;
      ph=psdrn(nx);
    else
      ph=eye(nx);
    end
  end

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