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Reduced-order inf. horizon time-inv. discr.-time LQG control for systems with white parameters 1.0

  Date Added: July 15, 2013  |  Visits: 312

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

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Software described in and associated with the paper"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.The optimal reduced-order compensator (controller) for time-invariant linear discrete-time systems with white parameters (multiplicative white noise) is computed. The cost function is quadratic, the horizon infinite, and the system and measurements are disturbed by additive as well as multiplicative white noise. The algorithm is based on the strengthened discrete-time optimal projection equations (SDOPE).

Requirements: No special requirements
Platforms: Matlab
Keyword: Additive Algorithm Based Compensator Computed Controller Disturbed Function Horizon Infinite Linear Multiplicative Noise Parameters Quadratic Reducedorder Sdope Strengthened System Timeinvariant
Users rating: 0/10

License: Freeware Size: 20.48 KB
REDUCED-ORDER INF. HORIZON TIME-INV. DISCR.-TIME LQG CONTROL FOR SYSTEMS WITH WHITE PARAMETERS RELATED
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