Design approach of weighting matrices for LQR based on multi-objective evolution algorithm

Aiming at the difficulty of designing weighting matrices for linear quadratic regulator (LQR), a multi-objective evolution algorithm (MOEA) based approach is proposed. The LQR weighting matrices, state feedback control rate and optimal controller are obtained by means of establishing the multi-objective optimization model of LQR weighting matrices and applying MOEA to it, which makes control system meet multiple performance indexes simultaneously. Controller of double inverted pendulum system is designed using the proposed approach. Simulation results show that it has shorter adjusting time, smaller amplitude value deviating from steady-state than the pole assignment LQR weighting matrices design approach. So the validity of the proposed approach is confirmed.