Linear Quadratic Regulator (LQR) - Episode 01: Introduction & Necessary Conditions

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In this video, we introduce the LQR problem in optimal control and break it down to understand what is going on. We then derive the necessary conditions for an optimal controller to satisfy in the LQR problem, and derive the important Hamiltonian matrix equation.

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Комментарии
Автор

Very nice brief of an important concept!

amirsalimilafmejani
Автор

Can you give some reference about lqr tracking problem

kaierliang