Alternative Formulation of the Discrete Linear Quadratic Regulator (DLQR)

In this paper, an alternative apriori and aposteriori formulation has been derived for the discrete linear quadratic regulator (DLQR) in a manner analogous to that used in the discrete Kalman filter. It has been shown that the formulation seamlessly fits into the available formulation of the DLQR and the equivalent terms in the existing formulation and the proposed formulation have been identified. Thereafter, the significance of this alternative formulation has been interpreted in terms of the sensitivity of the controller performances to any changes in the states or to changes in the control inputs. The implications of this alternative formulation to adaptive controller tuning have also been discussed.