Lecture

Linear Quadratic Regulator Theory

In course

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Description

This lecture introduces the Linear Quadratic Regulator (LQR) theory for multivariable systems, focusing on computing the optimal control law to minimize a performance criterion. It covers the optimal solution, feedback invariants, and the Riccati Equation. The proof sketch provided follows Joao P. Hespanha's approach to avoid variational analysis.

Instructors (2)

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Official source

https://mediaspace.epfl.ch/media/0_pll4w82e

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Ontological neighbourhood

Information engineering

Control theory and engineering: Control theory

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