User`s guide

Table Of Contents
7 Control Design Tools
7-10
LQG Regulator
To form the LQG regulator, simply connect the Kalman filter and LQ-optimal
gain as shown below:
This regulator has state-space equations
LQG Design Tools
The Control System Toolbox contains functions to perform the three LQG
design steps outlined above. These functions cover both continuous and
K
w
u
y
v
+
+
y
v
x
ˆ
K
LQG regulator
u
Plant
Kalman
filter
x
ˆ
·
ALC BLD()K
x
ˆ
Ly
v
+=
uKx
ˆ
=