UD-factored algorithms discrete-time optimal compensation

UD-factorization of algorithms for optimal output feedback control of stochastic parameter systems

U-D factored computation of optimal full and

reduced-order compensators (output-feedback controllers)

for linear discrete-time systems with white stochastic parameters

with possibly non-zero M,Y (cross term cost function & cross covariance)

Associated with the papers:

[1] L.G. Van Willigenburg, W.L. De Koning, 2016,

"Improvements and corrections concerning UD factorisations of

algorithms for optimal full and reduced-order output feedback"

Journal of Control Engineering and Technology, 6, 2, 14-18.

Download paper including the originals of [2], [3] below:

https://gvw007.yolasite.com/resources/JCET-2016-Total.pdf

[2] L.G. Van Willigenburg, W.L. De Koning, 2013,

"Minimal representation of matrix valued white stochastic processes

and U-D factorization of algorithms for optimal control",

International Journal of Control, 86, 2, 309-321.

Download improved version of the paper:

https://gvw007.yolasite.com/resources/IJC2013-EqRepUDCompU1.pdf

[3] L.G. Van Willigenburg, W.L. De Koning, 2014,

"U-D factorization of the strengthened discrete-time optimal

projection equations", International Journal of System Science,

https://dx.doi.org/10.1080/00207721.2014.911388

Download improved version of the paper:

https://gvw007.yolasite.com/resources/TSYS2014U.pdf