DiscreteLQRegulatorGains

DiscreteLQRegulatorGains[ssm,{q,r},τ]

gives the optimal discrete-time state feedback gain matrix with sampling period τ for the continuous-time StateSpaceModel ssm and the quadratic cost function, with state and control weighting matrices q and r.

DiscreteLQRegulatorGains[ssm,{q,r,p},τ]

includes the state-control cross-coupling matrix p in the cost function.

DiscreteLQRegulatorGains[{ssm,finputs},{…},τ]

specifies the feedback inputs of ssm.

Details and Options

  • The standard state-space model ssm can be given as StateSpaceModel[{a,b,…}], where a and b represent the state and input matrices in the continuous-time system .
  • The descriptor continuous-time state-space model ssm defined by can be given as StateSpaceModel[{a,b,c,d,e}].
  • The argument finputs is a list of integers specifying the positions of the feedback inputs in .
  • DiscreteLQRegulatorGains[ssm,{…},τ] is equivalent to DiscreteLQRegulatorGains[{ssm,All},{…},τ].
  • The cost function is given by .
  • In DiscreteLQRegulatorGains[ssm,{q,r},τ], the cross-coupling matrix is assumed to be zero.
  • DiscreteLQRegulatorGains computes the regulator gains based on the emulated system with cost function .
  • The matrix is the submatrix of associated with the feedback inputs .
  • The emulated closed-loop system with the computed feedback gain matrix k can be obtained from SystemsModelStateFeedbackConnect[ToDiscreteTimeModel[ssm,τ,Method->"ZeroOrderHold"],k]

Examples

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Basic Examples  (1)

Compute a set of discrete-time regulator gains for a continuous-time system:

Scope  (3)

Compute a set of discrete LQ regulator gains for a continuous-time state-space model:

Only use the first input as the feedback input:

Compute the gains with state-control coupling in the cost function:

Use only inputs 1 and 3 for feedback:

Find the optimal gains for a descriptor state-space model:

Applications  (1)

Design an optimal controller by emulation:

The step response of the emulated system:

Properties & Relations  (1)

A continuous-time system:

Compute the weights for the emulated discrete-time system:

Compute the discrete LQ gains using the emulated system and corresponding weights:

DiscreteLQRegulatorGains directly gives the same result:

Possible Issues  (1)

It is not possible to compute an optimal regulator for a system that is not stabilizable:

The second mode is not stabilizable:

Wolfram Research (2010), DiscreteLQRegulatorGains, Wolfram Language function, https://reference.wolfram.com/language/ref/DiscreteLQRegulatorGains.html (updated 2012).

Text

Wolfram Research (2010), DiscreteLQRegulatorGains, Wolfram Language function, https://reference.wolfram.com/language/ref/DiscreteLQRegulatorGains.html (updated 2012).

BibTeX

@misc{reference.wolfram_2020_discretelqregulatorgains, author="Wolfram Research", title="{DiscreteLQRegulatorGains}", year="2012", howpublished="\url{https://reference.wolfram.com/language/ref/DiscreteLQRegulatorGains.html}", note=[Accessed: 19-April-2021 ]}

BibLaTeX

@online{reference.wolfram_2020_discretelqregulatorgains, organization={Wolfram Research}, title={DiscreteLQRegulatorGains}, year={2012}, url={https://reference.wolfram.com/language/ref/DiscreteLQRegulatorGains.html}, note=[Accessed: 19-April-2021 ]}

CMS

Wolfram Language. 2010. "DiscreteLQRegulatorGains." Wolfram Language & System Documentation Center. Wolfram Research. Last Modified 2012. https://reference.wolfram.com/language/ref/DiscreteLQRegulatorGains.html.

APA

Wolfram Language. (2010). DiscreteLQRegulatorGains. Wolfram Language & System Documentation Center. Retrieved from https://reference.wolfram.com/language/ref/DiscreteLQRegulatorGains.html