lqr

Control Systems

Continuous-time Linear Quadratic Regulator. Solves the algebraic Riccati equation via matrix sign function iteration and returns the optimal gain K, Riccati solution S=P, and closed-loop eigenvalues e.

[K, S, e] = lqr(A, B, Q, R)

[K, S, e] = lqr([[0,1],[0,0]], [[0],[1]], eye(2), 1)

[K, _, _] = lqr(A, B, eye(4), 10)