dlqr
Linear-quadratic (LQ) state-feedback regulator for discrete-time state-space system
Description
Input Arguments
Output Arguments
Algorithms
dlqr
computes the optimal gain matrix K
such that
the state-feedback law minimizes the quadratic cost function
for the discrete-time state-space model .
In addition to the state-feedback gain K
, dlqr
returns the infinite horizon solution S of the associated discrete-time
Riccati equation
and the closed-loop eigenvalues . The gain matrix K
is derived from S
using
In all cases, when you omit the cross term matrix N
,
dlqr
sets N
to 0.
Version History
Introduced before R2006a