[K, S, e] = lqry(sys, Q, R, N)
| Parameter | Description |
|---|---|
| sys | LTI model |
| 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 function lqry computes and returns the optimal gain matrix (K), the Riccati solution (S), and the closed-loop eigenvalues (e) for a given state-space model (sys) with specified weights (Q, R, N).
The plant data is defined by the matrices A, B, C, and D, representing continuous- or discrete-time dynamics.
If the parameter N is not provided, it defaults to N=0.
The closed-loop eigenvalues are determined by the eigenvalues of the matrix A - B * K.
A = [0.6, 0.25; 0, 0.9];
B = [0; 10];
C = [11, 0];
D = 0;
Q = 2;
R = 1;
[K, S, e] = lqry(A, B, C, D, Q, R)| Version | Description |
|---|---|
| 1.0.0 | initial version |