Applied Optimal Control(05) - Linear Quadratic Regulator Basics

Keypoints:

• Finite-Time LQR
  • Representations of different matrix and how to convert them
  • Ricatti equation
  • Stability of state feedback controller
  • Optimal cost
• Infinite-Time LQR
• Trajectory Tracking

Based on the lecture notes by Dr. Marin Kobilarov on “Applied Optimal Control (2021 Fall) at Johns Hopkins University