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Code Listing by Gerard Van Willigenburg

Code 1-6 of 6   

Matlab software associated to 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.

Systems with white parameters (with multiplicative white noise) are useful for non-conservative robust control system design under structured parameter uncertainty. The software...

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...

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

The software is described in and associated to the paper:

L.G. Van...

Using the delta operator, the strengthened discrete-time optimal projection equations for optimal reduced-order compensation of systems with white stochastic parameters are formulated in the delta domain. The delta domain unifies discrete time and...

To enhance the efficiency and accuracy of Kalman filter computations, in particular the time and measurement updates, UDU factorization is employed. An interesting feature of the current implementation is the extension to semi-positive...

Software associated with the paper:

L.G. van Willigenburg, W.L. De Koning, 2000, "Finite and infinite horizon fixed-order LQG compensation using the delta operator", Proceedings UKACC International Conference on Control 2000,...