LQR Optimal Control Input for ,
In the continuous-time Linear Quadratic Regulator (LQR), you minimize the cost functional
subject to linear dynamics. For LQR, the optimal control is a state-feedback law of the form
where is computed from the solution to the (algebraic/differential) Riccati equation. With and , the structure of the optimal input remains the same: it is still proportional to (only the gain value changes).
Therefore, among the choices, the correct option is (i) .
A useful way to connect the options to LQR is to note that:
- depends on the state via (state-feedback), not on directly and not on (that would be circular).
- alone would be a constant control, but LQR gives a gain times the state vector, i.e., .
LQR: Optimal Control Law u = -Kx
Choosing the Correct Control Input Form
- 1Step 1
For standard continuous-time LQR, the optimal input is state feedback , where comes from solving the Riccati equation.
- 2Step 2
Setting and changes the numerical value of (the gain), but not the functional dependence on .
- 3Step 3
Options like (constant input), (uses the wrong weighting directly), or (not a closed-form control law) do not match the LQR state-feedback form.
- 4Step 4
The only option with the LQR-required structure is (i) .
Pro Tip
In LQR, and mainly determine the gain via the Riccati solution; the controller form stays for state-feedback LQR.
Common Exam Pitfall
Don't confuse the cost term with the control law. LQR does not produce ; it produces .
Matching Options to LQR Structure
Qualitative check: which option has the correct state-feedback dependence on .
How LQR Produces the Control Law
Define cost
1"
Solve Riccati
2Find (or ) from Riccati equation"
Compute gain
3(gain depends on )"
Apply state feedback
4Use "
Quick FAQ: Why it’s $-Kx$
Knowledge Check
For continuous-time LQR with cost , the optimal control input has which form?