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- function [k,s,e] = lqry(a,b,c,d,q,r)
- %LQRY Linear quadratic regulator design with output weighting
- % for continuous-time systems.
- %
- % [K,S,E] = LQRY(A,B,C,D,Q,R) calculates the optimal feedback
- % gain matrix K such that the feedback law u = -Kx minimizes
- % the cost function:
- %
- % J = Integral {y'Qy + u'Ru} dt
- %
- % subject to the constraint equation:
- % .
- % x = Ax + Bu, y = Cx + Du
- %
- % Also returned is S, the steady-state solution to the associated
- % algebraic Riccati equation and the closed loop eigenvalues
- % E = EIG(A-B*K).
- %
- % The controller can be formed using REG.
- %
- % See also: LQR, LQR2 and REG.
-
- % J.N. Little 7-11-88
- % Revised: 7-18-90 Clay M. Thompson
- % Copyright (c) 1986-93 by the MathWorks, Inc.
-
- error(nargchk(6,6,nargin));
- qq = c'*q*c;
- rr = r + d'*q*d;
- nn = c'*q*d;
- [k,s,e] = lqr(a,b,qq,rr,nn);
-