Continuous-Time, Finite-Horizon LQR

Version 1.1.0.0 (43.4 KB) by Matthew Kelly
Derivation and implementation of continuous-time finite-horizon Linear Quadratic Regulator
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Updated 21 Feb 2016
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A tutorial for using matlab to stabilize a trajectory of a non-linear system, using a finite-horizon continuous-time Linear Quadratic Regulator (LQR). The function trajectoryLqr.m solves the finite-horizon continuous-time LQR problem for a time-varying plant. This is used to generate a trajectory tracking controller. Includes multiple example files to show usage.
The image shows an estimation of the backward-reachable set of states along the trajectory which can be stabilized to the target along the trajectory of choice using the finite-horizon continuous-time LQR controller.

Cite As

Matthew Kelly (2026). Continuous-Time, Finite-Horizon LQR (https://github.com/MatthewPeterKelly/Continuous_Finite_LQR), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2012a
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.1.0.0

improved title, summary, and image.
1.0.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.