Continuous-Time, Finite-Horizon LQR
Updated 21 Feb 2016
A tutorial for using matlab to stabilize a trajectory of a non-linear system, using a finite-horizon continuous-time Linear Quadratic Regulator (LQR). The function trajectoryLqr.m solves the finite-horizon continuous-time LQR problem for a time-varying plant. This is used to generate a trajectory tracking controller. Includes multiple example files to show usage.
The image shows an estimation of the backward-reachable set of states along the trajectory which can be stabilized to the target along the trajectory of choice using the finite-horizon continuous-time LQR controller.
Matthew Kelly (2023). Continuous-Time, Finite-Horizon LQR (https://github.com/MatthewPeterKelly/Continuous_Finite_LQR), GitHub. Retrieved .
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improved title, summary, and image.