Optimal reduced-order discrete-time LQG design

Solution of the SDOPE by repeated forward and backward iteration

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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

Cite As

Gerard Van Willigenburg (2026). Optimal reduced-order discrete-time LQG design (https://www.mathworks.com/matlabcentral/fileexchange/19948-optimal-reduced-order-discrete-time-lqg-design), MATLAB Central File Exchange. Retrieved .

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General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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Version Published Release Notes
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