Algebraic Riccati Equation Solution for Code Generation
32 次查看(过去 30 天)
显示 更早的评论
Hi all,
Knowing that the lqr, care and icare functions do not currently support code generation, does anyone have an alternative (code or function) that can be used for the computation of the state variable gain for a linear quadratic regulator?
In the past I have gone down the route of trying to solve the algebraic ricatti equation (ARE) using the Hamiltonian matrix (below is for the CARE, though can be altered for the DARE) to get the ARE solution using the schur function.
Whilst the schur decomposition supports code generation I also needed the ordschur function, which does not support code generation, to reorder the eigenvalues.
I actually can't remember if the ordschur is critical to the solution, so part of my question is do I even need to reorder the decomposition in order to appropriately solve the ARE, and if so if theres an alternative to ordschur that is support for code generation?
Z = [A -(B/R*B'); -Q -A'];
[U, S] = schur(Z);
[U, S] = ordschur(U, S, 'lhp');
[m,n] = size(U);
U11 = U(1:(m/2), 1:(n/2));
U21 = U((m/2+1):m, 1:(n/2));
P = U21/U11;
K = inv(R)*B'*P
Thanks in advance!
Just some links for context:
0 个评论
回答(2 个)
Erivelton Gualter
2021-6-8
The solution of riccati equation using Simulink was answed here:
It worked great for my application, which also evolves code generation. The solution is presented in the following link:
I needed to change a line of code. Just check the comments of this file exchange page.
1 个评论
Gary Zhang
2022-4-8
Thank you very much Erivelton. Your first link is working for real time code gen.
Victory Friday
2022-2-1
Please did you finally find a way around it, I am having similar challenge.
0 个评论
另请参阅
类别
在 Help Center 和 File Exchange 中查找有关 Matrix Computations 的更多信息
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!