in [5] and, although the derived model does not replace III.

ROBUST AND R ECURSIVE LQR D ESIGN

a complete nonlinear dynamic formulation, it still enables
position and velocity controlling of commercial quadrotors
with fairly good approximation.
The following formulation applies to quadrotors that
work by receiving elementary velocity commands ν =
[uvx uvy uvz uvψ ]T that are responsible for actuation along
the axes x, y and z and ψ (yaw). Internal embedded con-
trollers are assumed to be responsible for maintaining attitude
for the remaining DOFs. Additionally, each element in ν is
assumed to be normalized within the range [−1.0, +1.0].
The work presented in [7] developed a Robust Linear-
Quadratic Regulator (R-LQR) for time-varying linear sys-
tems subject to parametric uncertainties. The regulator is
based on penalty parameters and regularized least squares,
providing an algorithm that is independent of tuning param-
eters in online applications. Consider the following discrete-
time linear system subject to parametric uncertainties:
xi+1 = (Fi + δFi )xi + (Gi + δGi )ui ; i = 0, ..., N, (7)

A. Mathematical model where Fi ∈ Rn×n and Gi ∈ Rn×m are the system’s nominal
 T
Define qg = xg yg zg ψg as the state that collects parameters matrices, xi ∈ Rn is the state vector, ui ∈ Rm
position and yaw orientation with respect to the global is the system’s input control and N is a integer number that
coordinate frame. Then, the dynamic model in state-space defines amount of iterations. Assume that the initial state
presented in [5] can be written as x0 is known and uncertainties matrices δFi ∈ Rn×n and
δGi ∈ Rn×m are modeled as
q̈g (t) = ARtT q̇g (t) + Bν(t), (1)
   
with Rt being the rotation matrix along the z axis and δFi δGi = Hi Δi EFi EG i ; i = 0, ..., N, (8)
matrices A and B defined by
⎡ ⎤ where Hi ∈ Rn×k , EFi ∈ Rl×n and EGi ∈ Rl×m are
−γ2 cos(ψ) γ4 sin(ψ) 0 0
⎢ −γ2 sin(ψ) −γ4 cos(ψ) assumed to be known matrices and Δi ∈ Rk×l is defined
0 0 ⎥
A⎢ ⎣
⎥, as an arbitrary matrix with Δi  ≤ 1. According to [7], in
0 0 −γ6 0 ⎦
order to obtain a solution for the R-LQR problem, one must
0 0 0 −γ8
⎡ ⎤ (2) solve the following unconstrained optimization problem
γ1 cos(ψ) −γ3 sin(ψ) 0 0
⎢ γ1 sin(ψ) γ3 cos(ψ) 0 0⎥
B⎢ ⎣
⎥,
max {J˜iμ (xi+1 , ui , δFi , δGi )},
0 0 γ5 0 ⎦ min
xi+1 ,ui δFi ,δGi
(9)
0 0 0 γ7
in which γi parameters, with i ∈ {1, . . . , 8}, are coefficients where J˜iμ is the regularized quadratic cost function defined
to be identified. by (10), where Pi+1  0, Qi  0 and Ri  0 are known
matrices and μ > 0 is a fixed penalty parameter responsible
B. Trajectory tracking model for guaranteeing that equality in (7) holds.
Consider the dynamic model to be defined as in (1). For each penalty parameter μ > 0, the R-LQR is based on
Let q d (t) be a twice differentiable function representing the solution (x∗i+1 (μ), u∗i (μ)) of the min-max optimization
the reference to be tracked. Define the state-error q̃(t) = problem, which intends to obtain the lowest state magnitude
qg (t) − q d (t) as the error between state and reference, then and lowest control action magnitude for the worst uncertainty
substituting into (1) yields scenario. The optimal solution is obtained according to the
proofs made in [7]. Additionally, when the penalty parameter
¨ = ARtT q̃(t)
q̃(t) ˙ + Bν(t) + ARtT q̇ d (t) − q̈ d (t). (3) tends to infinity, the presented R-LQR is obtained.
Finally, by defining a virtual input u(t) = Bν(t) + A major asset regarding the R-LQR formulation is that a
ARtT q̇ d (t) − q̈ d (t), we find the state-error dynamic equation recursive approach can be used in order to find the optimal
to be solution. Assume matrix Hi to be not null and EGi to be full
¨ = ARtT q̃(t)
˙ + In u(t), row rank for every i = 1, ..., N . Then, the following theorem
q̃(t) (4)
summarizes the recursive solution for the problem.
where the real input ν(t) has a direct relation described by Theorem 3.1: [7] Consider the linear system subject to
parametric uncertainties presented in (7) and (8). Then,
ν(t) = B −1 [u(t) − ARtT q̇ d (t) + q̈ d (t)]. (5) considering the optimization problem detailed in (9) and
Notice that inverse of B always exists if no γ parameter in (10), the optimal solution for each μ > 0 is given by (11)
B is null (det B = γ1 γ3 γ5 γ7 ). Now, define an augmented and (12),
state x̃(t) ∈ R8 , such that x̃(t) = [ q̃˙T q̃ T ]T . Hence, from ⎡ ⎤ ⎡ ⎤⎡ ⎤
x∗i+1 (μ) I 0 0 Li,μ
(4) we can write
⎣ u∗i (μ) ⎦ = ⎣0 I 0 ⎦ ⎣Ki,μ ⎦ x∗i (μ),
˙ ARtT 0 I J˜iμ (x∗i+1 (μ), u∗i (μ)) 0 0 ∗
xi (μ)T Pi,μ
x̃(t) = x̃(t) + u(t). (6)
I 0 0 (11)



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