1/30/2014

Linear-Quadratic Regulator (LQR) design - MATLAB lqr - MathWorks India

lqr
Linear-Quadratic Regulator (LQR) design Syntax
[ K , S , e ]=l q r ( S Y S , Q , R , N ) [ K , S , e ]=L Q R ( A , B , Q , R , N )

Description
[ K , S , e ]=l q r ( S Y S , Q , R , N ) calculates the optimal gain matrix K . For a continuous time system, the state-feedback law u = Kx minimizes the quadratic cost function

subject to the system dynamics

In addition to the state-feedback gain K ,l q rreturns the solution Sof the associated Riccati equation

and the closed-loop eigenvalues e = e i g ( A B * K ) . K is derived from S using

For a discrete-time state-space model, u[n] = Kx [n] minimizes

subject to x [n + 1] = Ax [n] + Bu[n]. [ K , S , e ]=L Q R ( A , B , Q , R , N )is an equivalent syntax for continuous-time models w ith dynamics In all cases, w hen you omit the matrix N , Nis set to 0.

Limitations
The problem data must satisfy: The pair ( A,B) is stabilizable. R > 0 and . has no unobservable mode on the imaginary axis (or unit circle in discrete time).

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See Also
c a r e| d l q r| l q g r e g| l q i| l q r d| l q r y

http://www.mathworks.in/help/control/ref/lqr.html

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1/30/2014

Linear-Quadratic Regulator (LQR) design - MATLAB lqr - MathWorks India

http://www.mathworks.in/help/control/ref/lqr.html

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