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    DLQR Matlab

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    AyoubMoufid
    The document describes a MATLAB function for designing a linear quadratic regulator for discrete-time systems. The function calculates the optimal feedback gain matrix to minimize a given cost function subject to system constraints. It returns the feedback gain matrix, steady-state solution to the discrete Riccati equation, and closed loop eigenvalues.

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    Download as PDF, TXT or read online from Scribd

    DLQR Matlab

    Uploaded by

    AyoubMoufid
    297 views2 pages
    The document describes a MATLAB function for designing a linear quadratic regulator for discrete-time systems. The function calculates the optimal feedback gain matrix to minimize a given cost function subject to system constraints. It returns the feedback gain matrix, steady-state solution to the discrete Riccati equation, and closed loop eigenvalues.

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    la commande lineaire quadratique

    Original Title

    dlqr matlab

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    The document describes a MATLAB function for designing a linear quadratic regulator for discrete-time systems. The function calculates the optimal feedback gain matrix to minimize a given cost function subject to system constraints. It returns the feedback gain matrix, steady-state solution to the discrete Riccati equation, and closed loop eigenvalues.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    297 views2 pages

    DLQR Matlab

    Uploaded by

    AyoubMoufid
    The document describes a MATLAB function for designing a linear quadratic regulator for discrete-time systems. The function calculates the optimal feedback gain matrix to minimize a given cost function subject to system constraints. It returns the feedback gain matrix, steady-state solution to the discrete Riccati equation, and closed loop eigenvalues.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 2

    07/02/2020 ͨ ϵ MATLAB (Proakis) source code.zip DLQR.

    www.pudn.com > ͨ ϵ MATLAB (Proakis) source code.zip > DLQR.M, change:2003-03-04,size:2403b

    Search codes

    function [k,s,e] = dlqr(a,b,q,r,nn)


    %DLQR Linear quadratic regulator design for discrete-time systems.
    % [K,S,E] = DLQR(A,B,Q,R) calculates the optimal feedback gain
    % matrix K such that the feedback law u[n] = -Kx[n] minimizes the
    % cost function
    % J = Sum {x'Qx + u'Ru}
    % subject to the constraint equation:
    % x[n+1] = Ax[n] + Bu[n]
    %
    % Also returned is S, the steady-state solution to the associated
    % discrete matrix Riccati equation and the closed loop eigenvalues
    % E, -1
    % 0 = S - A'SA + A'SB(R+B'SB) BS'A - Q E = EIG(A-B*K)
    %
    % [K.S,E] = DLQR(A,B,Q,R,N) includes the cross-term N that relates
    % u to x in the cost function:
    %
    % J = Sum {x'Qx + u'Ru + 2*x'Nu}
    %
    % The controller can be formed with DREG.
    %
    % See also: DLQRY, LQRD, and DREG.

    % J.N. Little 4-21-85


    % Revised 6-23-86 JNL
    % Revised 7-16-90 Clay M. Thompson
    % Copyright (c) 1986-93 by the MathWorks, Inc.

    error(nargchk(4,5,nargin));
    error(abcdchk(a,b));
    if ~length(a) | ~length(b)
    error('A and B matrices cannot be empty.')
    end

    [m,n] = size(a);
    [mb,nb] = size(b);
    [mq,nq] = size(q);
    if (m ~= mq) | (n ~= nq)
    error('A and Q must be the same size');
    end
    [mr,nr] = size(r);
    if (mr ~= nr) | (nb ~= mr)
    error('B and R must be consistent');
    end

    if nargin==5
    [mn,nnn] = size(nn);
    if (mn ~= m) | (nnn ~= nr), error('N must be consistent with Q and R'); end
    % Add cross term
    q = q - nn/r*nn';
    a = a - b/r*nn';
    else
    nn = zeros(m,nb);
    end

    % Check if q is positive semi-definite and symmetric


    nq = norm(q,1);
    if any(eig(q) < -eps*nq) | (norm(q'-q,1)/nq > eps)
    disp('Warning: Q is not symmetric and positive semi-definite');
    end
    % Check if r is positive definite and symmetric
    nr = norm(r,1);
    if any(eig(r) <= -eps*nr) | (norm(r'-r,1)/nr > eps)
    disp('Warning: R is not symmetric and positive definite');
    end

    % eigenvectors of Hamiltonian
    [v,d] = eig([a+b/r*b'/a'*q -b/r*b'/a'; -a'\q inv(a)']);

    read.pudn.com/downloads40/sourcecode/book/139496/control/DLQR.M__.htm 1/2
    07/02/2020 ͨ ϵ MATLAB (Proakis) source code.zip DLQR.M
    d = diag(d);
    [e,index] = sort(abs(d)); % sort on magnitude of eigenvalues
    if (~((e(n) < 1) & (e(n+1)>1)))
    error('Can''t order eigenvalues, (A,B) may be uncontrollable.');
    else
    e = d(index(1:n));
    end
    % select vectors with eigenvalues inside unit circle
    chi = v(1:n,index(1:n));
    lambda = v((n+1):(2*n),index(1:n));
    s = real(lambda/chi);
    k = (r+b'*s*b)\b'*s*a + r\nn';

    read.pudn.com/downloads40/sourcecode/book/139496/control/DLQR.M__.htm 2/2

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