Web-Based Control System Analysis and Design

LQG Design


Given the state equations
and a cost function
the purpose of Linear Quadratic Gaussian (LQG) control scheme is to find an optimal gain matrix K, such that the state-feedback law minimizes the above cost function J(u). The gain K is called the LQ optimal gain. To obtain the LQ optimal gain, the algebraic Riccati equation shown below
is solved. Then, K can be derived from the solution S of the above equation by

Please select a model to represent the system:

System Model:

State-space equations

System Type:


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