Simultaneous Design of Controllers and Instrumentation: ILQR/ILQG

The instrumentation, i.e., sensors and actuators, in feedback control systems often contain nonlinearities, such as saturation, deadzone, quantization, etc. Standard synthesis techniques, however, assume that the actuators and sensors are linear. This technical note is intended to modify the LQR/LQG methodology into the so-called Instrumented LQR/LQG (referred to as ILQR/ILQG), which allows for simultaneous synthesis of optimal controllers and instrumentation.