Introduction to Control Analysis and Design in Julia: 7. LQR and LQG design

This video series is a high-level introduction to control analysis and design in the Julia programming language. This course assumes that you are familiar with basic control theory and have some prior experience with, or are currently learning, software for control design.

JuliaSimControl provides features such as Model-Predictive Control, robust control, graphical user interfaces, auto tuning and more.

In this video:
• We design Lqr controllers and steady-state Kalman filters
• Show some convenience functions for creating controller objects, closed-loop transfer functions and simulating from non-zero initial conditions
• We create a design that penalizes outputs rather than states

00:00 Introduction
00:43 LQR design
01:21 Simulation
03:00 Controller system and closed loop
04:36 Design Kalman filter (LQG controller)
07:10 Using the LQGProblem type
15:45 Analyzing the closed loop
17:02 Output penalties

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