Objective function with summation
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I want to solve an MPC problem in matlab using fmincon function.
Im having hard time in figuring it out the way to write the objective function 
. Minimization is only wrt u ( x(t+1) = Ax(t)+Bu(t) )
. Minimization is only wrt u ( x(t+1) = Ax(t)+Bu(t) )Could someone please help else guide me to relevant sources
5 个评论
Torsten
2021-5-28
What are the dimensions of A and B ? How large do you want to choose N ?
I assume x(0) is given ?
Walter Roberson
2021-5-28
I do not understand the notation. x subscript k+t is normally a scalar, butit does not make sense to transpose a scalar.
SANDEEP SURAVARAPU
2021-5-28
@Torsten A is 2x2 matrix and B 2x1 matrix
@Walter Roberson 
or simply x(k+t|t) means at time t we have the observation/value x(t) and the summation is k=0 to N hence it would be x(t+1),....,x(t+N) . x is a scalar if A and B are assumed scalars (1x1 matrices) else they would be a vector
or simply x(k+t|t) means at time t we have the observation/value x(t) and the summation is k=0 to N hence it would be x(t+1),....,x(t+N) . x is a scalar if A and B are assumed scalars (1x1 matrices) else they would be a vector
SANDEEP SURAVARAPU
2021-5-28
采纳的回答
Torsten
2021-5-28
0 个投票
Choose u_0,...,u_N as unknowns.
In the objective function, calculate x_1,...x_(N+1) from A and u_0,...u_N.
Return u_0^2 + ... + u_N^2 + x_1.'*x_1 + ... + x_(N+1).'*x_(N+1)
That's all.
No constraints are necessary.
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