Inverted pendulum system is a nonlinear, coupling, multi-variable and unstable system. In this paper, Linear Quadratic Regulator (LQR) is used to achieve optimal control of single inverted pendulum. First, the state-space model of the system is created. Then state feedback gain is calculated by selecting suitable weight coefficient matrix. Because the inverted pendulum system exists all kinds of disturbs inevitably, the states have errors and the accuracy of control drops. So square root filter is used to estimate states on line before LQR. The simulation results show control effect has obvious improvement because of adopting square root filter.
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