LQRData Struct Reference

Holds the data for a single time step of LQR. More...

#include <lqr_data.h>

Data Fields
int	nstates
int	ninputs
Matrix	Q
Matrix	R
Matrix	H
Matrix	q
Matrix	r
double *	c
Matrix	A
Matrix	B
Matrix	f
Matrix	K
	Feedback gain.
Matrix	d
	Feedforward gain.
Matrix	P
	Hessian of the cost-to-go.
Matrix	p
	gradient fo the cost-to-go
Matrix	Qxx
	Action-value state Hessian.
Matrix	Quu
	Action-value control Hessian.
Matrix	Qux
	Action-value Hessian cross-term.
Matrix	Qx
	Action-value state gradient.
Matrix	Qu
	Action-value control gradient.
Matrix	y
	dual variable
int	datasize
	number of doubles needed to store the data

Detailed Description

Holds the data for a single time step of LQR.

Stores the \( Q, R, q, r, c \) values for the cost function:

\[ \frac{1}{2} x^T Q x + q^T x + \frac{1}{2} u^T R u + r^T r + c \]

and the \( A, B, d \) values for the dynamics:

\[ x_{k+1} = A x_k + B u_k + d \]

Construction and destruction

A new LQRData object is constructed using ulqr_NewLQRData(), which must be freed with a call to ulqr_FreeLQRData().

Methods

• ulqr_NewLQRData()
• ulqr_FreeLQRData()
• ulqr_InitializeLQRData()
• ulqr_CopyLQRData()
• ulqr_PrintLQRData()

Getters

The follow methods return a Matrix object wrapping the data from an LQRData object. The user should NOT call FreeMatrix() on this data since it is owned by the LQRData object.

• ulqr_GetA()
• ulqr_GetB()
• ulqr_Getd()
• ulqr_GetQ()
• ulqr_GetR()
• ulqr_Getq()
• ulqr_Getr()

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The documentation for this struct was generated from the following file:

• src/riccati/lqr_data.h