Lecture

Linear Quadratic Optimal Control: Theory and Applications

In course

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Description

This lecture covers the theory and applications of Linear Quadratic (LQ) optimal control, focusing on the infinite-horizon LQ problem, convergence of the algebraic Riccati Equation, and computation of the optimal control law. The lecture discusses the LQ control over a finite horizon, the system under control, the optimal control cost, and the solution to the FH-LQ problem. It also explores the Difference Riccati Equation, the solution to the Infinite-Horizon (IH) LQ optimal control, and the importance of observability in control systems.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_dfj8uhxr

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Ontological neighbourhood

Information engineering

Control theory and engineering: Control theory

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