lqr design weighing matrices selection
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Hi, I am new to lqr design. I have a system that needs to be controlled by using lqr design. What is the best way to obtain the LQR gain that stabilizes the given system. I have been through LQR in matlab. But, for this we need to specify the Q and R matrices. Is there any way to tune these matrices to obtain optimal control? Any help is much appreciated. Thanks
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