Man Scilab

lqg
Scilab Function

lqg - LQG compensator

Calling Sequence

[K]=lqg(P,r)

Parameters

Description

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 .

See Also

lqg2stan ,   lqr ,   lqe ,   h_inf ,   obscont ,  

Author

F.D.

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