Linear-quadratic regulator for discrete-time systems.
Inputs
Continuous or discrete-time LTI model (p-by-m, n states).
State transition matrix of discrete-time system (n-by-n).
Input matrix of discrete-time system (n-by-m).
State weighting matrix (n-by-n).
Input weighting matrix (m-by-m).
Optional cross term matrix (n-by-m). If s is not specified, a zero matrix is assumed.
Optional descriptor matrix (n-by-n). If e is not specified, an identity matrix is assumed.
Outputs
State feedback matrix (m-by-n).
Unique stabilizing solution of the discrete-time Riccati equation (n-by-n).
Closed-loop poles (n-by-1).
Equations
x[k+1] = A x[k] + B u[k], x[0] = x0 inf J(x0) = SUM (x' Q x + u' R u + 2 x' S u) k=0 L = eig (A - B*G)
See also: dare, care, lqr.
Package: control