LQR algorithm

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3 Replies - 16235 Views - Last Post: 16 December 2012 - 04:34 PM

#1 megastriker

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LQR algorithm

Posted 16 December 2012 - 07:38 AM

Hello everyone!

I am a student and i am looking for a full description of LQR algorithm, that can be easily programmed. Can anybody help me?

Besides, I will programm this algorithm on C++.
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Replies To: LQR algorithm

#2 macosxnerd101

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Re: LQR algorithm

Posted 16 December 2012 - 09:55 AM

http://en.wikipedia....ratic_regulator

#3 megastriker

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Re: LQR algorithm

Posted 16 December 2012 - 03:19 PM

macosxnerd101, on 16 December 2012 - 09:55 AM, said:

Yes, I saw it, but there are transposable and inverse matriсes, integrals and Riccati equation in algorithm, I don't know how to program this.

Ok, integrals can be approximated by Simpson's method, bud what wiil I do with transposition and inversion?

#4 Skydiver

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Re: LQR algorithm

Posted 16 December 2012 - 04:34 PM

So in short, you aren't looking for

Quote

i am looking for a full description of LQR algorithm, that can be easily programmed.
, but rather a step by description of the algorithm so that you'll just convert each step into a program.

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