Legolas
When you say constrained LQR, what kind of constraint do you mean? output or input?
The algorithms we have in LabVIEW Control Design and Simulation are only infinite horizon and unconstrained. However, you can limit the output of the your controller with saturation blocks and implementation. And you can use simulation to verify that you do not run over the constraints.
On the other hand, this package also have the Model Predictive Control Algorithm that allow you to specify contraints for any variable and it uses the quadratic optimization similar to LQR. Please look at the following example:
examples\Control and Simulation\Algorithms\Model Predictive Control (MPC)\CDEx Model Predictive Control for MIMO.vi
For more information on how to use the Model Predictive Control function, please see our documentation and the MPC topic in here:
http://digital.ni.com/manuals.nsf/websearch/73D787E59721B3FE862575BA006E6FA8
Hopefully you could just use the MPC instead of the Constrained LQR.
Barp - Control, Simulation, RTT and HIL - National Instruments