<< dcgain Control System functions dlyap >>

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

<< dcgain Control System functions dlyap >>