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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

readme.m
% README.M : Matlab files 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
%
%            Download this publication (number 15) from:
%            http://www.sco.wur.nl/UK/Staff/willigenburgvan_gerard/GvWPage
%
% Main Script File
% EXAMP    : Examples from paper, script m-file
%
% Main functions
% SPRTVVEX : Function specifying the reduced-order infinite horizon
%            discrete-time LQG problem with white paramaters.
% SPROTVV  : Stochastic Parameter Reduced Order Time Varying LQG compensation.
%            Optimal compensation of (P(i),G(i),C(i),V(i),W(i),x0m,x0c) based on
%            (Q(i),R(i),H) and nc(i)<=nx.
%            (P(i),G(i),C(i)) stochastic and dependent.
% SPFOTV   : Stochastic Parameter Full Order Time Varying LQG compensation.
%            Optimal compensation of (P(i),G(i),C(i),V(i),W(i),x0m,x0c) based on
%            (Q(i),R(i),H)
%            (P(i),G(i),C(i)) stochastic and dependent.
% SPROEQC  : one iteration of the Stochastic Parameter
%            Reduced-Order LQG Control equation.
%            Control equations of compensator
%            for (P,G,C,V,W) based on (Q,R) and nc=<nx.
%            (P,G,C) stochastic and dependent.
% SPROEQE  : one iteration of the Stochastic Parameter
%            Reduced-Order LQG Estimation equation.
%            Estimation equation of compensator for
%            (P,G,C,V,W) based on (Q,R) and nc=<nx.
%            (P,G,C) stochastic and dependent.
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