linear_quadratic_regulator.h

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/******************************************************************************
 * Copyright 2017 The Apollo Authors. All Rights Reserved.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 * http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
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#pragma once

#include "Eigen/Core"

namespace apollo {
namespace common {
namespace math {

void SolveLQRProblem(const Eigen::MatrixXd &A, const Eigen::MatrixXd &B,
                     const Eigen::MatrixXd &Q, const Eigen::MatrixXd &R,
                     const Eigen::MatrixXd &M, const double tolerance,
                     const uint max_num_iteration, Eigen::MatrixXd *ptr_K);

void SolveLQRProblem(const Eigen::MatrixXd &A, const Eigen::MatrixXd &B,
                     const Eigen::MatrixXd &Q, const Eigen::MatrixXd &R,
                     const double tolerance, const uint max_num_iteration,
                     Eigen::MatrixXd *ptr_K);

}  // namespace math
}  // namespace common
}  // namespace apollo