LQG Control

I was having difficulties understanding how to create a LQG control for the following ss system

dx/dt = [-0.5, 0 ; 0, -1]x + [1, 1 ;-.1633,0.1225]u + w

y = [0.5 0;0,1]x+v

with a weighting function with Q = [1,0;0,10] R=[1,0;0,1] and E[w w']= [0.2,0;0,0.2] and E[v v']=[0.1,0;0,0.1]

to drive the system to a setpoint of y=[3.8;1.75] instead of the typical 0 ss at [3.5,1.57].

I tried creating optimal feed back gain K using lqi and then determining the Kalman filter but was unsure what Qn and Rn are. I am new to matlab and so not familiar with the commands so any help would be much appreciated

Answer 1

[Arkadiy Turevskiy]

Take a look at the lqg function, and follow the example.

HTH. Arkadiy