LQRGain

Purpose

Linear-quadratic regulator design for LTI systems

Syntax

K = system.LQRGain()

Description

K = system.LQRGain() calculates the optimal gain matrix K such that the state-feedback law ../../../../../fig/mpt/modules/ui/@LTISystem/lqrgain1.png minimizes the LQR cost function.

Note that this function requires that penalties on states and inputs are defined in system.x.penalty and system.u.penalty (see "help SystemSignal" and "help Penalty").

Output Arguments

K

Optimal gain matrix of the state-feedback law ../../../../../fig/mpt/modules/ui/@LTISystem/lqrgain2.png

Class: double


© 2003-2013 Michal Kvasnica: STU Bratislava, michal.kvasnica@stuba.sk