[L, P, E] = lqe(A, G, C, Q, R, N)
[L, P, E] = lqe(A, G, C, Q, R)
| Parameter | Description |
|---|---|
| A | State matrix: n x n matrix. |
| G | Defines a matrix linking the process noise to the states. |
| C | The output matrix, with dimensions (q x n), where q is the number of outputs. |
| Q | State-cost weighted matrix |
| R | Input-cost weighted matrix |
| N | Optional cross term matrix: 0 by default. |
| Parameter | Description |
|---|---|
| L | Kalman gain matrix. |
| P | Solution of the Discrete Algebraic Riccati Equation. |
| E | Closed-loop pole locations |
The function computes the optimal steady-state feedback gain matrix, denoted as L, minimizing a quadratic cost function for a linear discrete state-space system model.
c = 1;
m = 1;
k = 1;
A = [0, 2; -k/m, -c/m];
B = [0; 2/m];
G = [2 0 ; 0 2];
C = [2 0];
Q = [0.02 0; 0 0.02];
R = 0.02;
[l, p, e] = lqe(A, G, C, Q, R)| Version | Description |
|---|---|
| 1.0.0 | initial version |