Transcription of 1 Linear Quadratic Regulator
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CALIFORNIA INSTITUTE OF TECHNOLOGY. Control and Dynamical Systems CDS 110b R. M. Murray Lecture 2 LQR Control 11 January 2006. This lecture provides a brief derivation of the Linear Quadratic Regulator (LQR) and describes how to design an LQR-based compensator. The use of integral feedback to eliminate steady state error is also described. Two design examples are given: lateral control of the position of a simplified vectored thrust aircraft and speed control for an automobile. 1 Linear Quadratic Regulator The finite horizon, Linear Quadratic Regulator (LQR) is given by x = Ax + Bu x Rn , u Rn , x0 given Z.
This equation is satisfied if we can find P(t) such that −P˙ = PA+ATP −PBR−1BTP +Q P(T) = P 1 ... This equation is called the algebraic Riccati equation. 4. In MATLAB, K = lqr(A, B, Q, R). ... the system is nonlinear in the state, but linear in the input; this is often the case in applications). Let e = x−xd, v = u−ud and compute ...
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