IntermediateTopic 63 of 101Signals, Control & Comms
LQR
Optimal control that minimises a quadratic cost.
In depth
LQR chooses K to minimise J=∫(xᵀQx+uᵀRu)dt; solution u=-Kx with K=R⁻¹BᵀP from the algebraic Riccati equation. Guarantees stability and good margins (≥60° PM). Tuning Q (state penalty) vs R (control effort) trades performance and effort. LQG adds a Kalman filter.
Key points
- Riccati equation
- Q and R weighting
- Optimality
ExampleAn LQR balances an inverted pendulum with minimal effort.
What is LQR?
Optimal control that minimises a quadratic cost.
Why is it important to understand LQR?
LQR gives an optimal state feedback by balancing state error and control effort, which leads to systematic designs for many systems.
What does the LQR cost function include?
Weighted sums of the state deviations and the control effort, so the designer chooses weights to set the trade-off.
What is the main advantage of LQR?
It gives guaranteed stability margins for the nominal model and a systematic method to find the gain.
How is LQR used in practice?
Typical applications include designing a controller for a self-balancing robot that balances speed and effort, tuning an aircraft pitch controller with a quadratic cost and choosing weights for an active suspension that trades comfort and body motion.
What should I learn before LQR?
Study "Observers" first (topic 62 of 101 in Signals, Control & Comms). It covers the groundwork this topic builds on.
What are the key points of LQR?
Riccati equation. Q and R weighting. Optimality.
Can you give an example of LQR?
An LQR balances an inverted pendulum with minimal effort.
What comes after LQR?
The next topic is "Digital control", which builds directly on this one.
How difficult is LQR?
It is classed as Intermediate in Signals, Control & Comms (topic 63 of 101). It is an intermediate topic. Work through the beginner topics in Signals, Control & Comms first.