DQCR:
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Create a quadratic regulator.
Create a quadratic regulator of the form
u = -Kx minimizing the cost functional
J = †(1/2){u'ru + x'qx + u'nx + x'nu}dt.
Given the constraint:
x(k+1) = a x(k) + b u(k)
Since version 2.
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Form:
k = DQCR( a, b, q, r, n )
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Inputs
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a Plant matrix
b Input matrix
q State cost matrix
r Input cost matrix
n State/input cost cross-coupling matrix
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Outputs
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k Optimal gain
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References: Franklin, G.F., J.D. Powell, M.L. Workman, Digital Control
of Dynamic Systems, 2nd Edition, Addison-Wesley, 1990,
pp. 435-438.
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Children:
Common: Control/DRiccati