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Reduced-order inf. horizon time-inv. discr.-time LQG control for systems with white parameters

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Reduced-order inf. horizon time-inv. discr.-time LQG control for systems with white parameters

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08 Jun 2008 (Updated )

Optimal reduced-order compensation of discrete-time linear systems with white parameters

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"Numerical algorithms and issues concerning the discrete-time optimal projection equations for systems with white parameters", Proceedings UKACC International Conference on Control '98, 1-4 Sept. 1998, University of Swansea, UK, Vol. 2, pp.1605-1610.

The optimal reduced-order compensator (controller) for time-invariant linear discrete-time systems with white parameters (multiplicative white noise) is computed. The cost function is quadratic, the horizon infinite, and the system and measurements are disturbed by additive as well as multiplicative white noise. The algorithm is based on the strengthened discrete-time optimal projection equations (SDOPE).

Required Products Control System Toolbox
MATLAB release MATLAB 6.0 (R12)
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