User`s guide

Table Of Contents
LQG Design
7-11
discrete problems as well as the design of d iscrete LQG regulators for
continuous plants.
Seethecasestudyonpage9-31foranexampleofLQGdesign.Youcanalsouse
the functions
kalman andkalmd to perform Kalman filtering; seethecase study
on page 9-50 for details.
LQG Design
care
Solve c o ntinuo us- ti m e algebraic Riccati equations.
dare
Solve d is cre te -t ime algebraic Riccati e quat io ns.
dlqr
LQ-optimal gain for discrete systems.
kalman
Kalman e stimat or.
kalmd
Discre te Kalman estimato r for contin uou s plant.
lqgreg
Form L Q G regulator give n LQ gain and Kalma n
filter.
lqr
LQ-optimal gain for continuous systems.
lqrd
Discre te LQ g a in for c ontinuo u s p lant.
lqry
LQ-optimal gai n with output w eighting.