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

Syntax

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 (A, B) is stabilizable.

• R > 0 and Q − NR^–1N^T ≥ 0

• (Q − NR^–1N^T, A − BR^–1N^T) has no unobservable mode on the unit circle.

See Also

dare | lqgreg | lqr | lqrd | lqry

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