User`s guide

Table Of Contents
Control Design Tools
1-21
Figure 1-1: Simple Regulation Loop
The following commands design the optimal LQG regulator for this
problem.
sys = ss(tf(100,[1 1 100]))% state-space plant model
% Design LQ-optimal gain K
K = lqry(sys,10,1) % u = –Kx minimizes J(u)
% Separate control input u and disturbance input d
P = sys(:,[^ ^]);
% input [u;d], output y
% Design Kalman state estimator KEST
Kest = kalman(P,1,0.01)
% Form LQG regulator = LQ gain + Kalman filter
F = lqgreg(Kest,K)
The last command returns a state-space model F of the LQG regulator .
Note that
lqry, kalman,andlqgreg perform discrete-time LQG design when
applied to discrete plants.
100
s
2
s 100++
-------------------------------
LQG regulator
+
+
+
+
Fs()
n
yd
u
ud+
Plant
y
n
Fs
()
Fs
()