Lecture

Linear Quadratic (LQ) Optimal Control: Proof of Theorem

In course

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Description

This lecture covers the proof of the recursive formula for the optimal gains in LQ control over a finite horizon. It explains the solution to the FH-LQ problem, the stability of the closed-loop system, and the state-feedback regulator. The lecture also delves into the minimization of quadratic forms and the dynamic programming argument used in the computation of the cost-to-go. The Difference Riccati Equation (DRE) and the backward iterations for computing the optimal control law are discussed in detail.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_uv1sp54v

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Ontological neighbourhood

Mathematics

Algebra: Linear algebra

Information engineering

Control theory and engineering: Control theory

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