| Contents | Index |
[K,S,e] = lqr(SYS,Q,R,N)
[K,S,e] = LQR(A,B,Q,R,N)
[K,S,e] = lqr(SYS,Q,R,N) calculates the optimal gain matrix K.
For a continuous time system, the state-feedback law u = –Kx minimizes the quadratic cost function
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subject to the system dynamics
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In addition to the state-feedback gain K, lqr returns the solution S of the associated Riccati equation
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and the closed-loop eigenvalues e = eig(A-B*K). K is derived from S using
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For a discrete-time state-space model, u[n] = –Kx[n] minimizes
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subject to x[n + 1] = Ax[n] + Bu[n].
[K,S,e] = LQR(A,B,Q,R,N) is an equivalent
syntax for continuous-time models with dynamics
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In all cases, when you omit the matrix N, N is set to 0.
lqr supports descriptor models with nonsingular E. The output S of lqr is the solution of the Riccati equation for the equivalent explicit state-space model:
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The problem data must satisfy:
The pair (A,B) is stabilizable.
R > 0 and
.
has no unobservable
mode on the imaginary axis (or unit circle in discrete time).
care | dlqr | lqgreg | lqi | lqrd | lqry

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