ABSTRACT
The linear quadratic regulator problem, commonly abbreviated as LQR, plays a key role in many control design methods. Not only is LQR a powerful design method, but in many respects it is also the mother of many current, systematic control design procedures for linear multiple-input, multiple output (MIMO) systems. Both the linear quadratic Gaussian, LQG or H2 , and H∞ controller design procedures have a usage and philosophy that are similar to the LQR methodology. As such, studying the proper usage and philosophy of LQR controllers is an excellent way to begin building an understanding of even more powerful design procedures.
