[K, S, e] = dlqr(A, B, Q, R, N)
[K, S, e] = dlqr(A, B, Q, R)
| Parameter | Description |
|---|---|
| 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. |
| Parameter | Description |
|---|---|
| K | Optimal gain: row vector. |
| S | Solution of the Algebraic Riccati Equation. |
| e | Poles of the closed-loop system: column vector. |
The dlqr function is designed to minimize a quadratic cost function associated with a discrete linear time-invariant state-space system model.
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)| Version | Description |
|---|---|
| 1.0.0 | initial version |