Web-Based Control System Analysis and Design
## LQG Design

#### DESCRIPTION:

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: