Lecture

Optimal Control: Linear Quadratic Regulation

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In course

ME-321: Control systems + TP

Provides the students with basic notions and tools for the analysis and control of dynamic systems. Shows them how to design controllers and analyze the performance of controlled systems. ...

Description

This lecture introduces the concept of linear quadratic regulation (LQR) in the context of optimal control for linear systems. The instructor explains how LQR aims to minimize a quadratic cost function to move the system state towards zero, by designing a controller that balances input energy and output energy. The lecture covers the formulation of the cost function, the selection of weighting matrices, and the implications of tuning the cost parameters. The instructor also discusses the stability of optimal solutions and the practical advantages of using LQR in complex, multi-input systems. The lecture concludes by highlighting the simplicity and effectiveness of LQR in real-world applications.

Instructors (2)

Christophe Salzmann

Expertise Real-time Internet ServicesReal-time controlQuality of Service and Bandwidth adaptationLabVIEW Education PhD | Remote experimentation, Network 2005 – 2005 EPFL Directed by Denis Gillet MS. Degree | Computer Science 1999 – 1999 University of Florida Directed by Prof. H. Latchman Teaching & PhD Past EPFL PhD Students as codirector Damien Perritaz, Evgeny Bogdanov, Wissam Halimi Courses Control systems + TP ME

Colin Neil Jones

Colin Jones is an Associate Professor in the Automatic Control Laboratory at the Ecole Polytechnique Federale de Lausanne (EPFL) in Switzerland. He was a Senior Researcher at the Automatic Control Lab at ETH Zurich until 2011 and obtained a PhD in 2005 from the University of Cambridge for his work on polyhedral computational methods for constrained control. Prior to that, he was at the University of British Columbia in Canada, where he took a BASc and MASc in Electrical Engineering and Mathematics. Colin has worked in a variety of industrial roles, ranging from commercial building control to the development of custom optimization tools focusing on retail human resource scheduling. His current research interests are in the theory and computation of predictive control and optimization, and their application to green energy generation, distribution and management.

Official source

Related concepts (25)

Linear system

In systems theory, a linear system is a mathematical model of a system based on the use of a linear operator. Linear systems typically exhibit features and properties that are much simpler than the nonlinear case. As a mathematical abstraction or idealization, linear systems find important applications in automatic control theory, signal processing, and telecommunications. For example, the propagation medium for wireless communication systems can often be modeled by linear systems.

Stability theory

In mathematics, stability theory addresses the stability of solutions of differential equations and of trajectories of dynamical systems under small perturbations of initial conditions. The heat equation, for example, is a stable partial differential equation because small perturbations of initial data lead to small variations in temperature at a later time as a result of the maximum principle. In partial differential equations one may measure the distances between functions using Lp norms or the sup norm, while in differential geometry one may measure the distance between spaces using the Gromov–Hausdorff distance.

Linear time-invariant system

In system analysis, among other fields of study, a linear time-invariant (LTI) system is a system that produces an output signal from any input signal subject to the constraints of linearity and time-invariance; these terms are briefly defined below. These properties apply (exactly or approximately) to many important physical systems, in which case the response y(t) of the system to an arbitrary input x(t) can be found directly using convolution: y(t) = (x ∗ h)(t) where h(t) is called the system's impulse response and ∗ represents convolution (not to be confused with multiplication).

BIBO stability

In signal processing, specifically control theory, bounded-input, bounded-output (BIBO) stability is a form of stability for signals and systems that take inputs. If a system is BIBO stable, then the output will be bounded for every input to the system that is bounded. A signal is bounded if there is a finite value such that the signal magnitude never exceeds , that is For discrete-time signals: For continuous-time signals: For a continuous time linear time-invariant (LTI) system, the condition for BIBO stability is that the impulse response, , be absolutely integrable, i.

Lyapunov stability

Various types of stability may be discussed for the solutions of differential equations or difference equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. This may be discussed by the theory of Aleksandr Lyapunov. In simple terms, if the solutions that start out near an equilibrium point stay near forever, then is Lyapunov stable. More strongly, if is Lyapunov stable and all solutions that start out near converge to , then is said to be asymptotically stable (see asymptotic analysis).

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