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
Define the Kalman gain
Express and in terms of
Using the new expressions, find and for
Min
Finally, verify your results using MATLAB fmincon and fsolve.
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