Reduced-order discrete-time LQG design for systems with white parameters
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.
http://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 (2024). Reduced-order discrete-time LQG design for systems with white parameters (https://www.mathworks.com/matlabcentral/fileexchange/20014-reduced-order-discrete-time-lqg-design-for-systems-with-white-parameters), MATLAB Central File Exchange. Retrieved .
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- Control Systems > Control System Toolbox > Control System Design and Tuning > State-Space Control Design and Estimation >
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