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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

readme.m
% README.M : Matlab software associated to the paper:
%            W.L. De Koning, L.G. van Willigenburg, 1998,
%            "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.
%
%            Download this publication (number 13) from:
%            http://www.sco.wur.nl/UK/Staff/willigenburgvan_gerard/GvWPage
%
% Main M files
%
% EXAMPS  : Examples from the paper, script m-file
% SPROTIN1: Stochastic Parameter Reduced-Order Time Invariant iNfinite horizon LQG compensation.
%           Optimal compensation of (P,G,C,V,W) based on (Q,R) and nc<=nx.
%           (P,G,C) stochastic and independent. Based on SDOPE.
% SPROEQ1 : one iteration of the SDOPE.
% SPROTINO: Stochastic Parameter Reduced-Order Time Invariant iNfinite horizon LQG compensation.
%           Optimal compensation of (P,G,C,V,W) based on (Q,R) and nc<=nx.
%           (P,G,C) stochastic and independent. Based on CDOPE!!
% SPROEQO : one iteration of the CDOPE.
% EX1W    : Data example 1
% EX2W    : Data example 2
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