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lqg Scilab Group Scilab Function lqg
NAME
lqg - LQG compensator
CALLING SEQUENCE
[K]=lqg(P,r)
PARAMETERS
P : syslin list (augmented plant) in state-space form
r : 1x2 row vector = (number of measurements, number of inputs)
(dimension of the 2,2 part of P)
K : syslin list (controller)
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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