dlqr
Control Systems
Discrete-time Linear Quadratic Regulator. Solves the discrete algebraic Riccati equation via fixed-point iteration. Input (A, B) must have all eigenvalues strictly inside the unit circle.
Syntax
[K, S, e] = dlqr(A, B, Q, R)
Examples
[K, S, e] = dlqr([[0.9, 0.1], [0, 0.95]], [[0], [1]], eye(2), 1)▶ Run
See Also
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