lqr

safe_learning.utilities.lqr(a, b, q, r)

Compute the continuous time LQR-controller.

The optimal control input is u = -k.dot(x).

Parameters:

a : np.array

b : np.array

q : np.array

r : np.array

Returns:

k : np.array

Controller matrix

p : np.array

Cost to go matrix