CDS 110b: Linear Quadratic Regulators

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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

References and Further Reading

Frequently Asked Questions