Inputs

sys

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

q

Outputs weighting matrix (p-by-p).

r

Input weighting matrix (m-by-m).

s

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

Outputs

g

State feedback matrix (m-by-n).

x

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

l

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

Equations $$ \dot{x} = A\,x + B\,u,\quad x(0) = x_0 $$$$ y = C\,x + D\,u $$$$ J(x_0) = \int_0^\infty y^T Q\, y + u^T R\, u + 2\, y^T S\, u \,\, dt $$$$ L = \sigma (A - B\, G) $$

See also: lqr, dare, dlqr

Source Code: lqry