matlab lqr如何反求q,MATLAB中的LQR函数用法

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bhuhevx28

2014.05.20

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LQR(linearquadraticregulator)即线性二次型调节器,其对象是现代控制理论中以状态空间形式给出的线性系统,而目标函数为对象状态和控制输入的二次型函数。LQR最优设计指设计是出的状态反馈控制器K要使二次型目标函数J取最小值,而K由权矩阵Q与R唯一决定,故此Q、R的选择尤为重要。LQR理论是现代控制理论中发展最早也最为成熟的一种状态空间设计法。特别可贵的是,LQR可得到状态线性反馈的最优控制规律,易于构成闭环最优控制。而且Matlab的应用为LQR理论仿真提供了条件,更为我们实现稳、准、快的控制目标提供了方便。

LQR Linear-quadratic regulator design for state space systems.

[K,S,E] = LQR(SYS,Q,R,N) calculates the optimal gain matrix K

such that:

* For a continuous-time state-space model SYS, the state-feedback

law u = -Kx minimizes the cost function

J = Integral {x'Qx + u'Ru + 2*x'Nu} dt

subject to the system dynamics dx/dt = Ax + Bu

* For a discrete-time state-space model SYS, u[n] = -Kx[n] minimizes

J = Sum {x'Qx + u'Ru + 2*x'Nu}

subject to x[n+1] = Ax[n] + Bu[n].

The matrix N is set to zero when omitted. Also returned are the

the solution S of the associated algebraic Riccati equation and

the closed-loop eigenvalues E = EIG(A-B*K).

[K,S,E] = LQR(A,B,Q,R,N) is an equivalent syntax for continuous-time

models with dynamics dx/dt = Ax + Bu

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