dlqr

Linear-quadratic (LQ) state-feedback regulator for discrete-time state-space system.

Syntax

• [K, S, e] = dlqr(A, B, Q, R, N)

• [K, S, e] = dlqr(A, B, Q, R)

Input argument

• A - State matrix: n x n matrix.

• B - Input-to-state matrix: n x m matrix.

• Q - State-cost weighted matrix

• R - Input-cost weighted matrix

• N - Optional cross term matrix: 0 by default.

Output argument

• K - Optimal gain: row vector.

• S - Solution of the Algebraic Riccati Equation.

• e - Poles of the closed-loop system: column vector.

Description

The dlqr function is designed to minimize a quadratic cost function associated with a discrete linear time-invariant state-space system model.

Example

A = [0.9, 0.2; 0, 0.8];
B = [0; 2];
Q = [4, 0; 0, 4];
R = 3;
[K, S, e] = dlqr(A, B, Q, R)

See also

lqr.

History

Version	Description
1.0.0	initial version

Author

Allan CORNET