dlqr

Linear-quadratic regulator for a discrete-time model.

Syntax

[K, S, L] = dlqr(A, B, Q, R)

[K, S, L] = dlqr(A, B, Q, R, N)

Inputs

A
The state matrix (n x n), where n is the number of states.
B
The input matrix (n x p), where p is the number of inputs.
Q
The state weighting matrix (n x n), which is symmetric positive semi-definite.
R
The input weighting matrix (p x p), which is symmetric positive definite.
N
The state/input cross product weighting matrix, such that Q - N*inv(R)*N' is positive semi-definite.

Outputs

K
The feedback gain matrix.
S
The solution of the Discrete Algebraic Riccati Equation.
L
The closed-loop pole locations, which are the eigenvalues of the matrix A-BK.

Example

A = [9, 0.2; 0, 8];
B = [0; 1];
Q = [2, 1; 1, 2];
R = 1;
[K, X, L] = dlqr(A, B, Q, R)
K = [Matrix] 1 x 2
394.61003  16.76761
X = [Matrix] 2 x 2
1.04036e+07  2.34349e+05
2.34349e+05  5.34387e+03
L = [Matrix] 2 x 1
0.11073
0.12166