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Linear Regulators and Controllers

The theory of optimal control is concerned with operating a dynamic system at minimum cost. The case where the system dynamics are described by a set of linear differential equations and the cost is described by a quadratic function is called the LQ problem. One of the main results in the theory is that the solution is provided by the linear-quadratic regulator (LQR), a feedback controller whose equations are given below. The LQR is an important part of the solution to the LQG (Linear-Quadratic-Gaussian) problem. Like the LQR problem itself, the LQG problem is one of the most fundamental problems in control theory. This means that the settings of a (regulating) controller governing either a machine or process (like an airplane or chemical reactor) are found by using a mathematical algorithm that minimizes a cost function with weighting factors supplied by a human (engineer). The "cost" (function) is often defined as a sum of the deviations of key measurements from their desired values. In effect this algorithm finds those controller settings that minimize the undesired deviations, like deviations from desired altitude or process temperature. Often the magnitude of the control action itself is included in this sum so as to keep the energy expended by the control action itself limited.

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