The following Matlab project contains the source code and Matlab examples used for solves siso mean-square optimal control design problems: a(p)x = b(p)u + f(t) .
Solves SISO mean-square optimal control design problems of the
following form:
Let the controlled plant is described by differential equation
A(p)x = B(p)u + f(t),
where x - scalar controlled variable, u - scalar control, A(p),B(p) are polynomials of p = d/dt, f(t) - external disturbance with known spectral density Sf=S(s)S(-s)=N(s)N(-s)/(T(s)T(-s)) (N(s),T(s) are Hurwitz polynomials).

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

## Project Files:

File Name | Size |
---|---|

alg2.m | 870 |

analys.m | 2597 |

gurnogur.m | 431 |

instr.m | 2425 |

mysort.m | 352 |

polfac.m | 413 |

polsum.m | 383 |

sisomsc.m | 9594 |

sisomsc.mat | 8224 |

xuminmax.m | 687 |