riccati_cost_functional.m File Reference

[J,lQ] = riccati_cost_functional(model, model_data, sim) More...

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Functions
function [ J , lQ ] =	riccati_cost_functional (model, model_data, sim)
	[J,lQ] = riccati_cost_functional(model, model_data, sim) More...

Detailed Description

[J,lQ] = riccati_cost_functional(model, model_data, sim)

Definition in file riccati_cost_functional.m.

Function Documentation

function [ J , lQ ] = riccati_cost_functional	(		model,
			model_data,
			sim
	)

[J,lQ] = riccati_cost_functional(model, model_data, sim)

Evaluate the cost functional for the model and for the feedback information stored in the simulation structure sim.

This is done by solving a low rank Lyapunov equation

Y X E + E X Y = C C + E P B B' P E where Y = A - B B' P E.

Andreas Schmidt, 2015

Parameters

model	model
model_data	model data
sim	sim

Return values

J	J
lQ	lQ

Required fields of sim:

• Z —  Z

Definition at line 17 of file riccati_cost_functional.m.

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