14 min
Intermediate
Video
Theory
Link to External Site
This Tech Talk looks at an optimal controller called linear quadratic regulator, or LQR, and shows why the Riccati equation plays such an important role in solving it efficiently. The talk walks through three different ways that the LQR problem can be solved: an intuitive, but ultimately inefficient brute force way; a more efficient learning algorithm way; and then the most efficient approach, which is accomplished analytically using the algebraic Riccati equation.
