Algorithme d'un observateur d'état

Fermé
rimadoctorat Messages postés 1 Date d'inscription vendredi 4 octobre 2013 Statut Membre Dernière intervention 4 octobre 2013 - 4 oct. 2013 à 11:52
Bjr
je suis débutante pour la programmation matlab et j'ai un algorithme que j'aime bien vous m'aider a le programer et merci d'avance :
1. initialize: set n=1
select Q>=0, R>0 and L1 such as f(A-L1*C)<1, where f(A-L1*C) is the spectral radius of (A-L1*C).
2. n th iterative:
using this value of Ln and the resolution of the discret lyapunov equation F3(Ln,Pn)=0, we obtain the value for Pn.
.with Ln and the resolution of the discret lyapunov equation F2(Ln, Jn)=0 we get Jn.
3. n=n+1:
Repeat the step 2 for n=n+1 to obtain the optimal values.
4. Terminate:
stop the algorothm if llPn-Pn-1ll=<e (e is a prescribed small number used to check the convergence of the algorithm).
so for n=1,2....., we have
Pn is found from the discret lyapunov equation F3(Ln,Pn)=0
Jn is found from the discret lyapunov equation F2(Ln,Jn)=0
Ln+1 is found from F1(Ln+1,Pn,Jn)
With :F1(L,P,J): L=(R+P)^-1PAJC'(CJC')^-1
F2(L,P,J): (A-LC)J(A-LC)'-J+I=0
F3(L,P,J):(A-LC)'P(A-LC)-P+Q+C'L'RLC=0