Reduced-order discrete-time compensation (white par's)

Optimal compensation of time-varying discrete-time linear systems with white stochastic parameters

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Matlab software associated with the paper:
L.G. Van Willigenburg, W.L. De Koning, 1999, "Optimal reduced-order compensators for time-varying discrete-time systems with deterministic and white parameters", Automatica, 35, 129-138.
Download: https://gvw007.yolasite.com/resources/aut99.pdf
Systems with white parameters (with multiplicative white noise) are useful for non-conservative robust control system design under structured parameter uncertainty. The software computes the optimal compensator (feedback controller) for time-varying discrete-time linear systems with white stochastic parameters, additive Gaussian system and measurement noise and quadratic criteria. It uses the associated optimal projection equations.

Cite As

Gerard Van Willigenburg (2026). Reduced-order discrete-time compensation (white par's) (https://www.mathworks.com/matlabcentral/fileexchange/20014-reduced-order-discrete-time-compensation-white-par-s), MATLAB Central File Exchange. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
Version Published Release Notes Action
1.3.1.1

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1.3.1.0

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1.3.0.0

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1.1.0.0

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1.0.0.0

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