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
Last updated
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