Function Reference

lqr

Design linear-quadratic (LQ) state-feedback regulator for continuous plant

Syntax

• [K,S,e] = lqr(A,B,Q,R)
  [K,S,e] = lqr(A,B,Q,R,N)
  

Description

[K,S,e] = lqr(A,B,Q,R,N) calculates the optimal gain matrix K such that the state-feedback law

minimizes the quadratic cost function

for the continuous-time state-space model

The default value N=0 is assumed when N is omitted.

In addition to the state-feedback gain K, lqr returns the solution S of the associated Riccati equation

and the closed-loop eigenvalues e = eig(A-B*K). Note that is derived from by

Limitations

The problem data must satisfy:

• The pair is stabilizable.
• and .
• has no unobservable mode on the imaginary axis.

See Also
care        Solve continuous Riccati equations

dlqr        State-feedback LQ regulator for discrete plant

lqgreg      Form LQG regulator

lqrd        Discrete LQ regulator for continuous plant

lqry        State-feedback LQ regulator with output weighting

lqgreg

lqrd