Mercurial > hg > octave-nkf
diff scripts/control/lqr.m @ 2311:2b5788792cad
[project @ 1996-07-11 20:18:38 by jwe]
author | jwe |
---|---|
date | Thu, 11 Jul 1996 20:18:38 +0000 |
parents | 5cffc4b8de57 |
children | 204cc7db6f4a |
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--- a/scripts/control/lqr.m +++ b/scripts/control/lqr.m @@ -17,27 +17,27 @@ ### Software Foundation, 59 Temple Place - Suite 330, Boston, MA ### 02111-1307, USA. -function [k, p, e] = lqr (a, b, q, r, zz) +## Usage: [k, p, e] = lqr (A, B, Q, R {,Z}) +## +## Linear quadratic regulator design for the continuous time system +## +## dx/dt = A x + B u +## +## to minimize the cost functional +## +## J = int_0^\infty{ x' Q x + u' R u } Z omitted +## +## or +## +## J = int_0^\infty{ x' Q x + u' R u +2 x' Z u} Z included +## +## Returns: +## +## k = state feedback gain, (A - B K) is stable +## p = solution of algebraic Riccati equation +## e = closed loop poles of (A - B K) - ## Usage: [k, p, e] = lqr (A, B, Q, R {,Z}) - ## - ## Linear quadratic regulator design for the continuous time system - ## - ## dx/dt = A x + B u - ## - ## to minimize the cost functional - ## - ## J = int_0^\infty{ x' Q x + u' R u } Z omitted - ## - ## or - ## - ## J = int_0^\infty{ x' Q x + u' R u +2 x' Z u} Z included - ## - ## Returns: - ## - ## k = state feedback gain, (A - B K) is stable - ## p = solution of algebraic Riccati equation - ## e = closed loop poles of (A - B K) +function [k, p, e] = lqr (a, b, q, r, zz) ## Written by A. S. Hodel (scotte@eng.auburn.edu) August 1993.