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LQG with cross coupling
From: |
NZG |
Subject: |
LQG with cross coupling |
Date: |
Sun, 7 Nov 2004 12:23:44 -0600 |
User-agent: |
KMail/1.6.2 |
In Matlab I can compute an LQG using the robust toolbox's lqg function,
which is of the form [af,bf,cf,df]=lqg(A,B,C,D,W,V)
This function can handle cross coupling between the state and input such
that the loss function is of the form:
l(x,u)=x'Qx + 2u'Nc'x +u'Ru
I looked into the Octave-forge lqg function, but it only provides inputs for
Q and R, assuming that they are not coupled and the loss function is
of the form:
l(x,u)=x'Qx +u'Ru
Has anyone else had to deal with this problem before?
How did you solve it?
thanks,
NZG.
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- LQG with cross coupling,
NZG <=