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
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).