Question: Solve the LQ problem only with fsolve ( ) command in Matlab , i wish to see the proper setup - thank you In the

Solve the LQ problem only with fsolve() command in Matlab , i wish to see the proper setup - thank you
In the LQ problem,
Min L-12xTQx+12uTRu
s.t.f-x+Bu+c-0
Define the Kalman gain
K(BTQB+R)-1BTQ
Express u*,*,x*, and L* in terms of K.
Using the new expressions, find u*,*,x*, and L* for
Min L-12xT[102]
0x+12uT[211]
1u
s.t.x-[1]
3+[220]
1u
Finally, verify your results using MATLAB fmincon and fsolve.
Solve the LQ problem only with fsolve ( ) command

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