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LQG-LQR controller design

LQG-LQR controller design

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LQG-LQR
LQG-LQR

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Published by: api-3698538 on Oct 16, 2008
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Undergraduate Lecture Notes on
LQG/LQR controller design
Jo\u02dc
ao P. Hespanha
April 1, 2007
Disclaimer: This is a draft and probably contains several typos.
Comments and information about typos are welcome. Please contact the author at (hespanha@
ece.ucsb.edu).
c
\ue000Copyright to Jo\u02dc
ao Hespanha. Please do not distribute this document without the author\u2019s
consent.
Contents
1 Review of State-space models
3

1.1 State-spacemodels. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 1.2 Input-output relations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 1.3 Realizations. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.4 Controllability and observability. . . . . . . . . . . . . . . . . . . . . . . . . 6 1.5 Stability. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 1.6 MATLAB hints. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

2 Linear Quadratic Regulation (LQR)
9

2.1 Feedbackcon\ufb01guration. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9 2.2 Optimal Regulation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10 2.3 State-FeedbackLQR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11 2.4 Stability and Robustness. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12 2.5 Loop-shaping control using LQR. . . . . . . . . . . . . . . . . . . . . . . . . 15 2.6 MATLAB hints. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17 2.7 To probe further. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18 2.8 Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

3 LQG/LQR Output Feedback
21

3.1 Output Feedback. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 3.2 Full-orderobservers. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21 3.3 LQGestimation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23 3.4 LQG/LQR output feedback. . . . . . . . . . . . . . . . . . . . . . . . . . . . 24 3.5 SeparationPrinciple. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 3.6 Loop-gainrecovery. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25 3.7 MATLAB hints. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27 3.8 Exercises. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27

4 Set-point control
29

4.1 Nonzero equilibrium state and input. . . . . . . . . . . . . . . . . . . . . . . 29 4.2 State-feedback. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30 4.3 Output-feedback. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31 4.4 To probe further. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32

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