DPRE
by Ivo Houtzager
09 Sep 2008
(Updated 09 Sep 2008)
Discrete-time periodic Riccati equation solver for periodic LQ state-feedback design
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| File Information |
| Description |
The m-file "dpre" solves the discrete-time periodic optimal control problem by a cyclic QZ method. It is not the fastest method available, but works quite well. The m-file "dpre" computes the unique stabilizing solution X{k} of the discrete-time periodic Riccati equation and also returns the gain matrix K{k} in the state-feedback u{k} = -K{k}x{k}, where k = 1:P. |
| MATLAB release |
MATLAB 7.4 (R2007a)
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