| | | Scilab Reference Manual | |
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lqg — LQG compensator
[K]=lqg(P,r)
| P | : syslin list (augmented plant) in state-space form |
| r | : 1x2 row vector = (number of measurements, number of inputs) (dimension of the 2,2 part of P) |
| K | : syslin list (controller) |
lqg computes the linear optimal LQG (H2) controller for the "augmented" plant P=syslin('c',A,B,C,D) (continuous time) or P=syslin('d',A,B,C,D) (discrete time).
The function lqg2stan returns P and r given the nominal plant, weighting terms and variances of noises.
K is given by the following ABCD matrices: [A+B*Kc+Kf*C+Kf*D*Kc,-Kf,Kc,0] where Kc=lqr(P12) is the controller gain and Kf=lqe(P21) is the filter gain. See example in lqg2stan.
F.D.
| << lqg2stan | lqr >> |