LQR.hpp

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/**********************************************************************************************************************
This file is part of the Control Toolbox (https://github.com/ethz-adrl/control-toolbox), copyright by ETH Zurich.
Licensed under the BSD-2 license (see LICENSE file in main directory)
**********************************************************************************************************************/

#pragma once

#include "riccati/CARE.hpp"

#ifdef USE_MATLAB_CPP_INTERFACE
#include <matlabCppInterface/Engine.hpp>
#endif

namespace ct {
namespace optcon {

template <size_t STATE_DIM, size_t CONTROL_DIM>
class LQR
{
public:
    EIGEN_MAKE_ALIGNED_OPERATOR_NEW

    typedef Eigen::Matrix<double, STATE_DIM, STATE_DIM> state_matrix_t;
    typedef Eigen::Matrix<double, CONTROL_DIM, CONTROL_DIM> control_matrix_t;
    typedef Eigen::Matrix<double, CONTROL_DIM, STATE_DIM> control_state_matrix_t;
    typedef Eigen::Matrix<double, STATE_DIM, CONTROL_DIM> control_gain_matrix_t;
    typedef Eigen::Matrix<double, CONTROL_DIM, STATE_DIM> control_feedback_t;


    bool compute(const state_matrix_t& Q,
        const control_matrix_t& R,
        const state_matrix_t& A,
        const control_gain_matrix_t& B,
        control_feedback_t& K,
        bool RisDiagonal = false,
        bool solveRiccatiIteratively = false);

#ifdef USE_MATLAB_CPP_INTERFACE

    bool computeMatlab(const state_matrix_t& Q,
        const control_matrix_t& R,
        const state_matrix_t& A,
        const control_gain_matrix_t& B,
        control_feedback_t& K,
        bool checkControllability = false);
#endif  //USE_MATLAB_CPP_INTERFACE


private:
    CARE<STATE_DIM, CONTROL_DIM> care_;  // continuous-time algebraic riccati equation

#ifdef USE_MATLAB_CPP_INTERFACE
    matlab::Engine matlabEngine_;
#endif
};


}  // namespace optcon
}  // namespace ct