📄 lqdelay.m
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function [C,D0,D1,D2]=lqdelay(A0,A1,B,delay,M,N)
%LQDELAY calculates coefficients of the explicit solution
% of the linear quadratic regulator problem for systems with delays.
%
% For the system x'= A0*x + A1*y(-delay) + B*u , this function calculates
% optimal control gain as follows.
%
% u=-inv(N)B'Px+integral(-delay,0,D0*exp(D1)*D2*y(s))ds
%
% INPUT :
% A0,A1,B - System coefficient
% delay - State delay
% M - Positive nxn matrix (n is the system order)
% N - Input weighting matrix
%
% OUTPUT :
% C=-inv(N)B'P;
% D0=-inv(N)B';
% D1=-(P*K-A0');
% D2=exp(D1*delay)*P*A1;
misdefinite=isdef(M);
nisdefinite=isdef(N);
if((length(misdefinite)==17)&(length(nisdefinite)==17))
if((sum(misdefinite=='positive definite')==17)&(sum(nisdefinite=='positive definite')==17))
[gain P eigenvalue]=lqr(A0,B,M,N);
K=B*inv(N)*(B');
C=-inv(N)*B'*P;
D0=-inv(N)*B';
D1=-(P*K-A0');
D2=expm(D1*delay)*P*A1;
else
disp('You must input positive matrix M or N');
end
else
disp('You must input positive matrix M or N');
end
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