Fal!2001 16.3122-11 Summary Can find the optimal feedback gains u =-K using the matlab command K=Igr(A, B, Rxx, Ruu Similar derivation for the optimal estimation problem (Linear Quadratic Estimator Full treatment requires detailed of advanced topics(e.g. stochas- tic processes and Ito calculus)- better left to a second course But, by duality, can compute optimal Kalman filter gains from e=I gr(at cT Cl, BuR BM, Ru,L=KFall 2001 16.31 22—11 Summary • Can find the optimal feedback gains u = −Kx using the Matlab command K = lqr(A, B, Rxx, Ruu) • Similar derivation for the optimal estimation problem (Linear Quadratic Estimator) — Full treatment requires detailed of advanced topics (e.g. stochas￾tic processes and Ito calculus) — better left to a second course. — But, by duality, can compute optimal Kalman filter gains from Ke = lqr(AT , Cy T , BwRwBT w, Rv), L = Ke T