Code covered by the BSD License

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

Gerard Van Willigenburg (view profile)

08 Jun 2008 (Updated )

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

[pm,gm,cm,pms,gms,cms,pva,gva,cva,...
```% EX1W :  Data example 1 UKACC Control '98 paper
%         Function specifying a reduced-order infinite horizon
%         discrete-time LQG problem with white paramaters.
%
%         function [pm,gm,cm,pms,gms,cms,pgms,pcms,pva,gva,cva,pgva,pcva,...
%                   v,w,q,r,nc]=ex1w;
%
%         L.G. Van Willigenburg, W.L. De Koning, 13-12-96.
%
function [pm,gm,cm,pms,gms,cms,pva,gva,cva,...
v,w,q,r,nc]=ex1w();

% Uncertainty measure beta and compensator order nc
global beta nc;

% System matrices
pm = [0.3884    1.6578    0.0613    0.0137         0;
0.0834    0.6802    0.0948    0.6800         0;
1.2041    0.9213    0.9395    0.1186         0;
1.2048    1.4738    1.1904    0.7405         0;
0         0         0         0    0.9500];

gm = [0.5890    0.0920;
0.9304    0.6539;
0.8462    0.4160;
0.5269    0.7012;
0         0  ];

cm = [0.9103    0.2625    0.7361    0.6326    0.9910;
0.7622    0.0475    0.3282    0.7564    0.3653];

% Model uncertainty computation.
pk=kron(pm,pm);pva=beta*pk;pms=pk+pva;
gk=kron(gm,gm);gva=beta*gk;gms=gk+gva;
ck=kron(cm,cm);cva=beta*ck;cms=ck+cva;

% Criterion matrices
v = diag([0.2470 0.9826 0.7227 0.7534 0.6515]);
q = diag([0.8847 0.2727 0.4364 0.7665 0.4777]);
w = diag([0.0727 0.6316]);
r = diag([0.2378 0.2749]);```