LQR Optimal Control Input for Q=IQ=I, R=1R=1

LQR Optimal Control Input for Q=IQ=I, R=1R=1

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Nov 3, 2026

In the continuous-time Linear Quadratic Regulator (LQR), you minimize the cost functional

J=∫0∞(x(t)TQx(t)+u(t)TRu(t))dtJ=\int_{0}^{\infty}\left(x(t)^{T}Qx(t)+u(t)^{T}Ru(t)\right)dt

subject to linear dynamics. For LQR, the optimal control is a state-feedback law of the form

u(t)=−Kx(t),u(t)=-Kx(t),

where KK is computed from the solution to the (algebraic/differential) Riccati equation. With Q=IQ=I and R=1R=1, the structure of the optimal input remains the same: it is still proportional to −x(t)-x(t) (only the gain value changes).

Therefore, among the choices, the correct option is (i) −Kx-Kx.

A useful way to connect the options to LQR is to note that:

  • uu depends on the state via xx (state-feedback), not on QxQx directly and not on RuRu (that would be circular).
  • −K-K alone would be a constant control, but LQR gives a gain times the state vector, i.e., −Kx-Kx.

LQR: Optimal Control Law u = -Kx

Choosing the Correct Control Input Form

  1. 1
    Step 1

    For standard continuous-time LQR, the optimal input is state feedback u(t)=−Kx(t)u(t)=-Kx(t), where KK comes from solving the Riccati equation.

  2. 2
    Step 2

    Setting Q=IQ=I and R=1R=1 changes the numerical value of KK (the gain), but not the functional dependence on x(t)x(t).

  3. 3
    Step 3

    Options like −K-K (constant input), QxQx (uses the wrong weighting directly), or RuRu (not a closed-form control law) do not match the LQR state-feedback form.

  4. 4
    Step 4

    The only option with the LQR-required structure u=−Kxu=-Kx is (i) −Kx-Kx.

Pro Tip

In LQR, QQ and RR mainly determine the gain KK via the Riccati solution; the controller form stays u=−Kxu=-Kx for state-feedback LQR.

Common Exam Pitfall

Don't confuse the cost term xTQxx^TQx with the control law. LQR does not produce u=Qxu=Qx; it produces u=−Kxu=-Kx.

Matching Options to LQR Structure

Qualitative check: which option has the correct state-feedback dependence on xx.

How LQR Produces the Control Law

Define cost

1

J=∫(xTQx+uTRu)dtJ=\int (x^TQx+u^TRu)dt"

Solve Riccati

2

Find PP (or P(t)P(t)) from Riccati equation"

Compute gain

3

K=R−1BTPK=R^{-1}B^TP (gain depends on Q,RQ,R)"

Apply state feedback

4

Use u(t)=−Kx(t)u(t)=-Kx(t)"

Quick FAQ: Why it’s $-Kx$

Knowledge Check

Question 1 of 3
Q1Single choice

For continuous-time LQR with cost J=∫(xTQx+uTRu)dtJ=\int (x^TQx+u^TRu)dt, the optimal control input has which form?