Help with LQR (optimization assignment)

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Adam
Adam 2013-12-19
Hi everybody,
I am working on an assignment where we are asked to minimize objective function (8) subject to constraints (7). We are asked to find the solution analytically. I am trying to use the LQR function in matlab to do this. So I'm trying to use [K, S, e] = LQR(A,B,Q,R) it seems like A and B should be left as they appear, R should be eye(100,100), but what should Q be? I tried Q = jacobian(jacobian(J,U),U), but that didn't work. I guess I should mention that I'm not very good at math and don't really know what I'm doing! Any suggestions would be much appreciated (I'm not even should if the LQR function is really best for this situation!)!

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