LQP
Class method.
- LQP(Q, R, N=None, P=None)
Initialize a quadratic objective.
In this case the stage cost of the objective has the form
\[\ell(x,u) = x^T Q x + u^T R u + 2 x^T Q u\]and the optional terminal cost is defined as
\[F(x,u) = x^T P x.\]In this case the objective is always
autonomous.- Parameters:
Q (array) – Matrix defining the cost of the state of the form \(x^TQx\).
R (array) – Matrix defining the cost of the control of the form \(u^TRu\).
N (array, optional) – Possible Matrix defining the mixed cost term of the form \(2x^TNu\). The default is None.
P (array, optional) – Posible Matrix defining the terminal cost of the form \(x^TPx\). The default is None.
- Returns:
QP – nMPyC-objective class object suitable to define a linear quadratic optimal control problem.
- Return type: