LQRPenalty

Purpose

Linear-quadratic regulator design for LTI systems

Syntax

P = system.LQRPenalty()

Description

P = system.LQRPenalty() calculates the solution of the discre-time Riccati equation.

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 Function").

Output Arguments

P

Solution of the discrete-time Riccati equation

Class: double


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