Matlab scripts to generate example in paper
"Nonlinear Q-Design for Convex Stochastic Control",
J. Skaf and S. Boyd, 
to appear, IEEE Transactions on Automatic Control, 2009.
For fuller version of paper (including figures and plots)
see Boyd's website.

tracking_ex.m  -- generates example data, designs the controllers,
verifies them on an independent set of sample, reports results.
	requires CVX to run.
tracking_ex_plot.m -- plots histograms and other plots in longer 
	technical report.  must run tracking_ex first.

the script tracking_ex.m runs everything, which will take a long time
(many minutes, at least).   you might want to comment out bits of it 
(especially, the testing of the CE-MPC controller) to reduce run time.