Probabilistic Differential Evolution for optimal design of LQR weighting matrices

Recently, Differential Evolution algorithms come into play as they provide best tradeoffs between solution quality and the computational effort required for determining a satisfactory approximation of the optimised solution. In this paper, an optimal design of LQR weighting matrices using Probabilistic Differential Evolution algorithm for a constrained state feedback problem is presented. These weighting matrices are designed on the desired performance set by the designer. This method shows its efficiency in the proposed problem and can be considered as a competitive method for those issued from a complicate mathematic formulation. In fact, the results of simulation of an Aircraft Landing system show the effectiveness of the proposed method.