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LinearQuadraticControl

Guides

  • ZigangPan`LinearQuadraticControl`

Symbols

  • HinfinityControl
  • HinfinityControlPSM
  • LEQGcontrol
  • LEQGcontrolPSM
  • LEQGcost
  • LQGcontrol
  • LQRcontrol
  • nusmoiaQ
  • twoslicesalgorithm
ZigangPan`LinearQuadraticControl`
LEQGcontrol
​
LEQGcontrol
[system,θ]
calculates the optimal performance level and the optimal output feedback controller for the LTI
system
with all of the control inputs as control inputs and all of the disturbance inputs as independent Wiener processes; the measurement outputs as the measurement outputs and the controlled outputs as the signal whose long term average of exponentiated energy (with risk-sensitivity parameter
θ
) is the cost function. Under regularity assumptions, the algorithm returns
{cost,controller}
if the optimal performance level is finite, where the cost is the optimal performance level of the
system
under imperfect state measurements, and
controller
is the LTI representation of the optimal output feedback controller. Under regularity assumptions, if the optimal performance level is not finite, then the algorithm returns
θstar
, which is the supremum of all risk-sensitivity parameters such that the optimal performance level is finite.
​
Examples  
(1)
Basic Examples  
(1)
In[1]:=
system1={{x1,x2,x3},{u1,u2,w1,w2,w3},{y1,y2,z1,z2,z3,z4},{{-1,1,-1,0,0,0,0,1},{-2,0,1,1,-1,0,0,1},{-3,0,-2,1,1,0,0,0},{1,0,0,0,0,1,0,0},{0,0,1,0,0,0,1,0},{1,0,0,0,0,0,0,0},{0,0,1,0,0,0,0,0},{0,0,0,1,2,0,0,0},{0,0,0,2,1,0,0,0}},{1,2},{1,2},{1,2},{3,4,5},{1,2},{3,4,5,6}};systemcheck[system1]
Out[1]=
True
In[2]:=
controllabilityQandindices[system1〚4〛〚1;;3,1;;3〛,system1〚4〛〚1;;3,4;;5〛]
Out[2]=
True,3,{1,2},-
1
4
,
1
2
,
1
2
,-
1
2
,0,0,
1
2
,-
1
2
,
1
2

In[3]:=
observabilityQandindices[system1〚4〛〚1;;3,1;;3〛,system1〚4〛〚4;;5,1;;3〛]
Out[3]=
{True,3,{2,1},{{1,0,0},{0,1,1},{0,0,1}}}
In[4]:=
{z,controller}=
LEQGcontrol
[system1,0]
Out[4]=
{6.406562650212176852693130824758494506816265367440,{{x1chk,x2chk,x3chk},{y1,y2},{u1,u2},{{-1.90819167916059281109933445350118386671920358397072,1,-0.34552921880401586879097918753611785859877584177928,0.90819167916059281109933445350118386671920358397072,-0.65447078119598413120902081246388214140122415822072},{-3.2323888378384636102044331754746386637140601647651,-1.3005647042230326010568942753084034586021476616347,0.9164965115571667342683466733080936373605221805206,0.38029296273251812308602227485485141153154709560691,0.42189498223415229586333324400585258290788695899479},{-2.1671184179867060438735490654903611544971247665888,0.0375990548657021144590755463682162466964899043906,-2.8575644436507337971607205013681037682775928171466,-0.65447078119598413120902081246388214140122415822072,0.73833757665789318791989271479601460475924707483688},{-0.3368425371443178311004903892870152740404309969839,-0.63148282467866524329890936447009360595282887862205,0.10958231339923921044542606537092852837503169860287,0,0},{0.5152533379616276560179205113327719781420820721743,0.66908187954436735775798491083830985264931878301265,-0.22880918039207981968625385194301769189337744091254,0,0}},{1,2},{1,2},{1,2},{},{1,2},{}}}
In[5]:=
LEQGcontrol
[system1,1]
No stabilizing solution found!
0
1
2
3
4
5
6
7
8
9
10
11
12
13
Out[5]=
5625
32768
In[6]:=
N[%]
Out[6]=
0.171661
In[7]:=
N[56/320]
Out[7]=
0.175
In[8]:=
LEQGcontrol
[system1,1/6]
Out[8]=
{148.6990648430959728296862173388855720524053781448,{{x1chk,x2chk,x3chk},{y1,y2},{u1,u2},{{-1.8364655948786760695384533303302508111936385116425,1,-0.38339713250516241215057284611030447218871366870278,1.0037587138544112834461439963963009734323662139709,-0.73992344099380510541931258466763463337354359755666},{-46.89979878437097718561484891637117718005564148990,-23.86453800469116595028865725028465024668999006676,20.95707425153055256987860456429478581129569423832,0.41175954543176238460585951767598649541431841628991,0.49714278927127100104190283129635323207644984325829},{2.32578987715940126899843459438079302687155804575,2.26348443436184574860150262115278668570660027123,-4.91315974959190329076307232133130304530466551936,-0.73992344099380510541931258466763463337354359755666,0.84653077555462020811137353636187849161096942756356},{-19.92373941008997242531381260557504546740838554761,-10.80052678516466010084357731456593178049169489777,9.081821236313445976704964608006004601198605722318,0,0},{24.63292641975453610646282004606614296646865726205,13.06401121952650584944507993571871846619829516899,-11.28953867294316576070855898236907557016079671871,0,0}},{1,2},{1,2},{1,2},{},{1,2},{}}}
SeeAlso
LEQGcontrolPSM
 
▪
HinfinityControl
 
▪
LEQGcost
 
▪
HinfinityControlPSM
RelatedGuides
▪
ZigangPan`LinearQuadraticControl`
""

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