Linear Quadratic Regulator (LQR)
LQR is a Control method used to design a controller for linear systems, which seeks to optimize a quadratic cost function based on the system’s state and control inputs.
Brian Machado & Friends used LQR on the BracketBot, so cool.
Wow this is what is used to build the autonomous Helicopter.
The LQR setting assumes a linear dynamical system: where
- is the state at time
- is the input at time
It assumes a quadratic cost function , are symmetric with , .
What happens when Q and R are not symmetric? Peter abbeel derives in class for lecture 5, we only care about the symmetric part anyways.