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Optimal reduced-order discrete-time LQG design

version 1.3.0.0 (18.3 KB) by Gerard Van Willigenburg
Solution of the SDOPE by repeated forward and backward iteration

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Updated 14 Apr 2013

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Software for reduced-order discrete-time infinite horizon LQG design based on the SDOPE (Strengthened Discrete-time Optimal Projection Equations).

Software associated with the paper:

L.G. Van Willigenburg, W.L. De Koning, 2000,"Numerical algorithms and issues concerning the discrete-time optimal projection equations",European Journal of Control, 6, 1, pp. 93-110.

http://gvw007.yolasite.com/resources/ejc00.pdf

Comments and Ratings (3)

Excellent work! The examples illustrate the code very well, and the algorithm produces excellent regulators. Thank you!

zitouni mahieddine

bsde

zitouni mahieddine

je prepare une memoire et j'ai un probleme d'avoir un programme matlab pour resoudre une equation differntielle retograde

Updates

1.3.0.0

A paper download link has been added to the description. No changes to the files.

1.1.0.0

Slight modification to the tags. Files are unchanged.

1.0.0.0

updated readme.m, gmhfac.m

MATLAB Release Compatibility
Created with R12
Compatible with any release
Platform Compatibility
Windows macOS Linux

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