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controllable => stabilizable
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RussTedrake committed Jan 1, 2025
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Expand Up @@ -99,15 +99,16 @@ <h1><a href="index.html" style="text-decoration:none;">Underactuated Robotics</a
$\bx^T{\bf SA}\bx = \bx^T{\bf A}^T{\bf S}\bx$, we can write $$0 = \bx^T
\left[ {\bf Q} - {\bf S B R}^{-1}\bB^T{\bf S} + {\bf SA} + {\bf A}^T{\bf S}
\right]\bx.$$ and since this condition must hold for all $\bx$, it is
sufficient to consider the matrix equation $$0 = {\bf S} {\bf A} + {\bf A}^T
{\bf S} - {\bf S} \bB {\bf R}^{-1} \bB^T {\bf S} + {\bf Q}.$$ This extremely
important equation is a version of the <em>algebraic Riccati equation</em>.
Note that it is quadratic in ${\bf S}$, making its solution non-trivial, but
it is well known that the equation has a single positive-definite solution
if and only if the system is controllable. Moreover, there are good numerical
methods for finding that solution, even in high-dimensional problems. Both
the optimal policy and optimal cost-to-go function are available from
<drake></drake> by calling <code> (K,S) =
sufficient to consider the matrix equation $$0 = {\bf S} {\bf A} + {\bf
A}^T {\bf S} - {\bf S} \bB {\bf R}^{-1} \bB^T {\bf S} + {\bf Q}.$$ This
extremely important equation is a version of the <em>algebraic Riccati
equation</em>. Note that it is quadratic in ${\bf S}$, making its solution
non-trivial, but it is well known that the equation has a single
positive-definite solution if and only if the system is <a
href="acrobot.html#stabilizable">stabilizable</a>. Moreover, there are good
numerical methods for finding that solution, even in high-dimensional
problems. Both the optimal policy and optimal cost-to-go function are
available from <drake></drake> by calling <code> (K,S) =
LinearQuadraticRegulator(A,B,Q,R)</code>.</p>

<p>If the appearance of the quadratic form of the cost-to-go seemed
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