Linear Quadratic Regulators

Perform optimal control of a continuous-time linear plant, time-varying or static, with or without reference tracking using LQR

Use the finite-time Linear Quadratic Regulator paradigm to solve the time-varying linear optimal control program:

such that

where is the state vector at time t and is the state reference.

The file "example.m" provides an example of how to use the LQR functions.

The files "basicLQR.m" and "trackingLQR.m" can generate the optimal LQR input as a function . In "basicLQR.m" there is no reference tracking, and in "trackingLQR.m" the LQR solution optimally tracks the state reference . Note: Optimal tracking does not equate to a constraint

Feedback gains and LQR input functions are implemented using the computationally-efficient MATLAB function.