The code is based on Matlab 2018b, Yalmip and Mosek 8, but applied to other versions.
Details of installing Yalmip and Mosek in Matlab can be found in links: 
https://yalmip.github.io/tutorial/installation/
https://docs.mosek.com/9.1/toolbox/install-interface.html

Note: A free personal academic licence can be requested from Mosek: https://www.mosek.com/products/academic-licenses/.

The folder includes:

1 - Main_file_controller.m
2 - Initial_controller_design.m
3 - Optimization_P1.m
4 - Optimization_P2.m
5 - Draw_figure1.m 

6 - Main_file_closed_sys.m 
7 - Closed_sys_performance.m
8 - Draw_figure2.m

where files 1-5 are used to generate gamma1,0, K0, W0, K,L, Figs.6.4-6.8;
files 6-8 are used to generate Figs.4.9-6.11

Way to run the code:
In each case, open and run "Main_file_controller.m" and "Main_file_closed_sys.m", it will automatically call the other files.