CDS 110b: Linear Quadratic Regulators

WARNING: This page is for a previous year. See current course homepage to find most recent page available.

Course Home

L7-2: Sensitivity

L8-1: Robust Stability

L9-1: Robust Perf

Schedule

This lecture provides a brief derivation of the linear quadratic regulator (LQR) and describes how to design an LQR-based compensator. The use of integral feedback to eliminate steady state error is also described.

Lecture Outline

1. Derivation of the LQR regulator
2. Choosing LQR weights
3. Incorporating a reference trajectory
4. Integral feedback
5. Design example

Lecture Materials

• Lecture Presentation
• Lecture notes on LQR control
• Homework 2 - Note: this homework set should be considered in draft form until class on Wed, 11 Jan.

References and Further Reading

• Friedland, Ch 9 - this is the assigned reading for this lecture. The derivation of the LQR controller is done differently, so it gives an alternate approach.
• Lewis and Syrmos, Section 3.4 - this follows the derivation in the notes above. I am not putting in a scan of this chapter since the course text is available, but you are free to have a look via Google Books.