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Linear Quadratic Optimal Control

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Encyclopedia of Systems and Control

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Abstract

Linear quadratic optimal control is a collective term for a class of optimal control problems involving a linear input-state-output system and a cost functional that is a quadratic form of the state and the input. The aim is to minimize this cost functional over a given class of input functions. The optimal input depends on the initial condition, but can be implemented by means of a state feedback control law independent of the initial condition. Both the feedback gain and the optimal cost can be computed in terms of solutions of Riccati equations.

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Author information

Authors and Affiliations

  1. Johann Bernoulli Institute for Mathematics and Computer Science, University of Groningen, P. O. Box 800, 9700, Groningen, AV, The Netherlands

    Harry Trentelman

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  1. Harry Trentelman
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Correspondence to Harry Trentelman .

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Editors and Affiliations

  1. Electrical and Computer Engineering, Boston University, Boston, Massachusetts, USA

    John Baillieul

  2. Automation and Control Solutions, Honeywell, Golden Valley, Minnesota, USA

    Tariq Samad

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© 2013 Springer-Verlag London

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Trentelman, H. (2013). Linear Quadratic Optimal Control. In: Baillieul, J., Samad, T. (eds) Encyclopedia of Systems and Control. Springer, London. https://doi.org/10.1007/978-1-4471-5102-9_201-3

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  • DOI: https://doi.org/10.1007/978-1-4471-5102-9_201-3

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  • Online ISBN: 978-1-4471-5102-9

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