Discrete Linear Optimal Control

Perform optimal control of a discrete linear plant, time-varying or static, using Operator Splitting Quadratic Program (OSQP) or quadprog

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The file "build_qp.m" provides an interface to build a quadratic program to solve the linear optimal control program:
such that where is the state reference.
The file "example.m" provides an example of how to use the quadratic program solvers "quadprog" from MATLAB and "Operator Splitting Quadratic Program" (OSQP) from University of Oxford: https://osqp.org

引用格式

Daniel K. Mills (2023). Discrete Linear Optimal Control (https://www.mathworks.com/matlabcentral/fileexchange/<...>), MATLAB Central File Exchange. Retrieved February 4, 2023.

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1.0.2

Fixed Multi-Input LTV bug

1.0.1

Updated comments

1.0.0