Linear-Quadratic-Gaussian Control

MIMO control design, Kalman estimator design

Functions

lqr Linear-Quadratic Regulator (LQR) design
lqry Form linear-quadratic (LQ) state-feedback regulator with output weighting
lqi Linear-Quadratic-Integral control
dlqr Linear-quadratic (LQ) state-feedback regulator for discrete-time state-space system
lqrd Design discrete linear-quadratic (LQ) regulator for continuous plant
kalman Kalman filter design, Kalman estimator
kalmd Design discrete Kalman estimator for continuous plant
lqg Linear-Quadratic-Gaussian (LQG) design
lqgreg Form linear-quadratic-Gaussian (LQG) regulator
lqgtrack Form Linear-Quadratic-Gaussian (LQG) servo controller
augstate Append state vector to output vector
norm Norm of linear model

Blocks

Kalman Filter Estimate states of discrete-time or continuous-time linear system
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