Control System Toolbox™

dlqr

Linear-quadratic (LQ) state-feedback regulator for discrete-time state-space system

Syntax

[K,S,e] = dlqr(A,B,Q,R,N)

Description

[K,S,e] = dlqr(A,B,Q,R,N) calculates the optimal gain matrix K such that the state-feedback law

minimizes the quadratic cost function

for the discrete-time state-space mode

The default value N=0 is assumed when N is omitted.

In addition to the state-feedback gain K, dlqr returns the infinite horizon solution S of the associated discrete-time Riccati equation

and the closed-loop eigenvalues e = eig(A-B*K). Note that K is derived from S by

Limitations

The problem data must satisfy:

• The pair is stabilizable.

• and

• has no unobservable mode on the unit circle.

See Also

dare, lqgreg, lqr, lqrd, lqry

delayss

dlyap