16, ME-422 Multivariable control / Week 8 hour 1 - EPFL - Ecole polytechnique fédérale de Lausanne

16, ME-422 Multivariable control / Week 8 hour 1

From Giancarlo Ferrari Trecate

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LQ control over a finite horizon

- definition of the problem

- analysis of the cost

- Recursive formula for the optimal gains

- Difference Riccati equation

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