ABSTRACT

This chapter describes ORACLS programs for designing linear state variable feedback control laws. The subroutines primarily employ Linear-Quadratic-Gaussian (LQG) methodology. Subroutines are given to implement both the continuous and discrete system versions of LQG theory. Included are algorithms for the transient regulator, sampled-data regulator, asymptotic regulator and Kalman-Bucy filter, and both the explicit and implicit versions of model following. Two distinct methods are available for solving the steady-state (algebraic) Riccati equation in both continuous and discrete forms. An algorithm is also given for single input eigenvalue placement.