Scalar LQR: solving the Riccati equation for the optimal gain
hardnumerical
General
Consider the scalar LTI system with , (open-loop unstable). You design an infinite-horizon continuous-time LQR controller minimizing with and . The optimal control is where and solves the control algebraic Riccati equation (CARE). Compute the resulting closed-loop pole (the eigenvalue of ).
1/s (rad/s)