J

Class method.

J(self, t, x, u, N)

Evaluate objective function of the OCP.

The objective function is assembled from the stage cost \(\ell(t,x,u)\) and optional terminal cost \(F(t,x)\) and has the form

\[J(t,x,u,N) = \sum_{k=0}^{N-1} \delta^k \ell(t_k,x(t_k),u(t_k)) + F(t_N,x(t_N)).\]

Where \(\delta \in (0,1]\) is a possible discount factor, see discount.

Parameters:
  • t (array) – Times instant at which the stage costs and terminal cost are evaluated.

  • x (array) – State trajectory at which the stage cost and terminal cost are evaluated.

  • u (array) – Control sequence at which the stage cost is evaluated.

  • N (int) – Maximum index up to which the stage cost are summed. During the MPC iteration this index is equivalent to the MPC horizon.

Returns:

J – Value of the objective function at the given input parameters.

Return type:

array