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Function Reference: dlqr

Function File: [g, x, l] = dlqr (sys, q, r)
Function File: [g, x, l] = dlqr (sys, q, r, s)
Function File: [g, x, l] = dlqr (a, b, q, r)
Function File: [g, x, l] = dlqr (a, b, q, r, s)
Function File: [g, x, l] = dlqr (a, b, q, r, [], e)
Function File: [g, x, l] = dlqr (a, b, q, r, s, e)

Linear-quadratic regulator for discrete-time systems.

Inputs

sys

Continuous or discrete-time LTI model (p-by-m, n states).

a

State transition matrix of discrete-time system (n-by-n).

b

Input matrix of discrete-time system (n-by-m).

q

State weighting matrix (n-by-n).

r

Input weighting matrix (m-by-m).

s

Optional cross term matrix (n-by-m). If s is not specified, a zero matrix is assumed.

e

Optional descriptor matrix (n-by-n). If e is not specified, an identity matrix is assumed.

Outputs

g

State feedback matrix (m-by-n).

x

Unique stabilizing solution of the discrete-time Riccati equation (n-by-n).

l

Closed-loop poles (n-by-1).

Equations

 
 
 x[k+1] = A x[k] + B u[k],   x[0] = x0

         inf
 J(x0) = SUM (x' Q x  +  u' R u  +  2 x' S u)
         k=0

 L = eig (A - B*G)

See also: dare, care, lqr

Source Code: dlqr