User`s guide

lqry
11-125
11lqry
Purpose Linear-quadratic (LQ) state-feedback regulator with output weighting
Syntax [K,S,e] = lqry(sys,Q,R)
[K,S,e] = lqry(sys,Q,R,N)
Description Given the plant
or its discrete-time counterpart,
lqry designs a state-feedback control
that minimizes the quadratic cost function with output weighting
(or its discrete-time counterpart). The function
lqry is equivalent to lqr or
dlqr with weighting matrices:
[K,S,e] = lqry(sys,Q,R,N) returns the optimal gain matrix K, the Riccati
solution
S, and the closed-loop eigenvalues e = eig(A-B*K). The state-space
model
sys specifies the continuous- or discrete-time plant data .
The default value
N=0 is assumed when N is omitted.
Example See “LQG Design for the x-Axis” on page 9-34 for an example.
Limitations The dat a must s atisfy the requirements for lqr or dlqr.
See Also lqr S tate-feedback LQ regulator for continuous plant
dlqr State-feedback LQ regulator for discrete plant
kalman Kalman estimator design
lqgreg Form LQG regulator
x
·
Ax Bu+=
yCxDu+=
uKx
–=
Ju() y
T
Qy u
T
Ru 2y
T
Nu++()td
0
∞
∫
=
QN
N
T
R
C
T
0
D
T
I
QN
N
T
R
CD
0 I
=
ABCD
,,,()
ABQRN,,,,