Infinite-Horizon LQ Control: Solution & Example

This lecture covers the concept of Infinite-Horizon Linear Quadratic (LQ) optimal control, focusing on the solution to the problem and providing a detailed example. The instructor explains the main drawback of Finite-Horizon (FH) LQ control and introduces the idea of considering the case where the time horizon tends to infinity. The lecture demonstrates the computation of optimal control sequences and the convergence of matrices in the Algebraic Riccati Equation. Through examples, the lecture illustrates the application of LQ control in minimizing performance indices and highlights the significance of steady-state values in control systems.