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Question: whatever reference/discussion of the three-term LQR cost function

Open hurak opened this issue 1 month ago • 0 comments

Among the provided functions there is also the lqr3 function. Its docstring reads:

Calculate the feedback gain of the discrete LQR cost function augmented with control differences.

Could you please direct me to any discussion of this extension in the literature? Or I would be grateful for whatever discussion of this.

It is quite common to penalize the increments of control in the quadratic cost and not the control itself when using MPC, but I have never encountered the three-term version.

Thanks.

hurak avatar May 10 '24 20:05 hurak