LqrSim

Algebraic Riccati Equation solution in Simulink via C+Fortran

Description

This s-function solves Riccati equations in Simulink without calling the Matlab interpreter, it is FAST and usable with Real Time Workshop.

Specifically, the s-function is a level-2 gateway that calls several FORTRAN routines written by Arnold and Laub in the early eighties and publicly available under the cascade sublibrary of netlib. FORTRAN code is included in the Readme file, along with further instructions on how to compile and link the s-function.

Giampiero Campa, October 2002 and January 2009
Riccardo Bevilacqua & Jason Hall, NPS Spacecraft Robotics Lab, October 2008

• Required Products: Simulink
• MATLAB release: MATLAB 7.6 (R2008a)

[Paul Nune]

Hi. I´m Paul from Portugal.
I´ve no words to describe your excelent work.

Thank you Mr. Giampiero Campa

[samu abdu]

it is very useful for non mathematicians doing research in control theory.........

[Wojtek S]

Thank You Mr. Giampiero Campa . It works perfectly and saves time.

[xiaoming wang]

ich grade brauche ihn, danke!!!

[javad heydari]

 

[Cristian Gutiérrez]

sorry, but it needs improvement.

[Majdi Belguith]

How could I add this application to Matlab
thanks

[Martins _]

Works very well on Matlab 2007b or older, but does not work on 2008.

[Jason Hall]

Very good in Matlab 2007b. As you code, obviously keep in mind that Q needs to be a real symmetric positive semi-definite matrix and R needs to be a real symmetric positive definite matrix. Furthermore, if R is ill-conditioned, this block will not compute the gain properly. Conversely, Matlab's LQRY function can still compute the gain matrix even with an ill-conditioned R matrix. Very good block though.

[Jiang Wang]

 

[Jiang Wang]

Hello Dr. Campa,

Thanks for your excellent work. I have one question: does this subroutine support solving discrete algebraic riccati equations? The Matlab command LQRY can do this for discrete system, but after I check your code, it seems that it doesn't have this option for discrete time system. Thanks.