JLQTWOF:

Path: Common/Control

% Output feedback design with a reference input.

   dx/dt = ax + bu + gr
       y = cx + fr
       z = hx        (Performance criteria)

   The performance index is
   J = † (t^k *x'*P*x + x'*Q*x) dt

   options(1) = 1 add control to t^k term
                  else add to Q

   options(2) = 1 tracker problem
                  else regulator problem
   
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   Form:
   j = JLQTWOF( k, g, w, t, options )
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   ------
   Inputs
   ------
   k                      Gain
   g                      State space data structure
   w                      Weighting matrix
   t                      Tracking matrices data structure
   options       (1,2)    Algorithm options
                          options(1) = 1 Multiply the control weighting by t^k
                          options(1) = 0 Multiply the control weighting by 1
                          options(2) = 1 Tracker problem
                          options(2) = 0 Regulator problem

   -------
   Outputs
   -------
   j                      Scalar cost

--------------------------------------------------------------------------

Children:

Math: Analysis/LyapG
Math: Linear/Factorl

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