Optimization Problem - Cost function

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Raj Kumar Muniyandi
评论： Emmanouil Tzorakoleftherakis 2020-5-19
I am trying to design a mpc controller for trajectory control. But my cost function contains integration of sum of series. Can someone help me defining the cost function ?
where T = 60;
N = 10.
My approach is i am trying to make calculate all the 4 terms inside the cost function and integrate it at last using the integral(fun,0,T) but i get a lot of error.
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Raj Kumar Muniyandi
Raj Kumar Muniyandi 2020-5-19
Hi Rubin,
Yes i do have discritized system dynamics of A,B. But i dont understand the part of conventional MPC cost function.
Emmanouil Tzorakoleftherakis
Emmanouil Tzorakoleftherakis 2020-5-19
Have a look at, e.g. this page for reference. You can use a discrete sum to approximate the integral after you calculate the inner sums.

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