How can I use simulink to solve the algebraic Riccati equation?

Hi,

I need to use simulink to solve the algebraic Riccati equation. How can I do?

I 'm using the LQR for vibrations control.

[max]

I need to solve Riccati at every step, in a real time controller.

[burak ergocmen]

do you find any answer to your question

[Sam Chak]

Look up "State-dependent Riccati equation techniques". There is no textbook dedicated for this single topic. You probably have to read hundreds of journal papers to get the gist of the advanced controller.

Answer 1

[Kshitij Kadiya]

I'm not sure if this helps any of you but I'm posting for anyone new who lands on this page as I did when I needed to do this.

You can use

coder.extrinsic('icare')

inside your matlab function from simulink.

Beware though that you will have to initiate the variable you plan to assign the output to. Have a look at extrinsic functions help page.

[Constance]

Works great. Thanks!!

Answer 2

[Shashank Prasanna]

You will always solve the Riccati equation offline to compute your LQR gain matrix. You will then use your gain matrix in the simulation in Simulink.

You can solve your LQR Riccati equation by just calling LQR command in the Control Systems Toolbox:

http://www.mathworks.com/help/control/ref/lqr.html

If you want a generic solver use CARE:

http://www.mathworks.com/help/control/ref/care.html

[Shashank Prasanna]

I believe you can use s-functions to implement the same in matlab and include it in simulink