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Originally Posted by kylestach1678
This cost function is just the state error part of LQR, correct?
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Yes. Since it doesn't have the U part of the LQR controller, it isn't provably stable, and I've seen ones which aren't...
Quote:
Originally Posted by kylestach1678
I noticed that this solution ends up evaluating to the (pseudo)inverse of B when Q is a constant multiple of the identity matrix, which is the solution to R(n+1)=A*R(n)+B*u when u=Kff*(R(n+1)-A*R(n)). What is the reasoning behind using the LQR weighted solution instead of the simpler version?
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Good catch. It worked, so we stopped?
I'd like to revisit that math this summer. It doesn't always return an answer which converges, which suggests to me that something is wrong with it.