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Scilab help >> CACSD > lqg_ltr

# lqg_ltr

LQG/LTR (loop transform recovery)設計

### 呼び出し手順

`[kf,kc]=lqg_ltr(sl,mu,ro)`

### パラメータ

sl

mu,ro

``十分に小さく''選択した正の実数

kf,kc

コントローラおよびオブザーバのカルマンゲイン.

### 説明

```x = a*x + b*u + l*w1
(sl)
y = c*x + mu*I*w2

z = h*x```

```/+oo
|
J    = E(| [z(t)'*z(t) + ro^2*u(t)'*u(t)]dt)
lqg     |
/ 0```

lqg/ltr 手法は, 以下のように設定した`L,mu,H,ro` に似ています: J(lqg) = J(freq) ただし,

```/+oo        *  *           *
J    =  | tr[S  W  W  S ] + tr[T  T]dw
freq   |
/0```

そして

```S = (I + G*K)^(-1)
T = G*K*(I+G*K)^(-1)```

### 参照

• syslin — 線形システムを定義する

### Comments

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