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

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

[pm,gm,cm,pms,gms,cms,pva,gva,cva,...
% EX2W   :  Example 2 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,pva,gva,cva,v,w,q,r,nc,...
%                     H,x0c,N,x0m]=ex1w;
%
%           L.G. Van Willigenburg, W.L. De Koning, 28-11-95.
%
  function [pm,gm,cm,pms,gms,cms,pva,gva,cva,...
             v,w,q,r,nc]=ex2w();

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

% System matrices
  pm=[-0.7336 0.6036; -0.6036 -0.7336];
  gm=[0.4492; 0.1784]; cm=[0.6171 0.3187];

% 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([0.7327 0.8612]);
  q=diag([0.0437 0.1108]);
  w=0.9334; r=0.3311;

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