vp.linalg.lqr
The linear-quadratic regulator for xdot = A x + B u with cost int x^T Q x + u^T R u: the gain K = R^-1 B^T P, m by n, with u = -K x, and the Riccati solution P. As python-control's lqr without its third result.
Part of the distribution vipyr; it runs from a checkout of the
repository. Planned on PyPI as pip install vipyr.
Alias
vp.linalg.lqr is another name for vp.control.lqr, the same kernel with the
same parameters and results. Its page has the signature, the examples and what it is checked against.