Trajectory tracking

It can be shown that the optimal policy when $v_k=v_c$ for every kinZ takes the form

$u_k=K{x}_k+L{}_k$

for some matrices $K$ and $L.$

Assignment $2\mathrm{.}1$ Program a matlab function that provides the parameters $K$ and $L$ of the optimal policy and the state trajectory in the interval kin$\{0,1,$dots,$h-1\}$ obtained by applying this optimal policy given initial conditions $x_0$ and ${}_0$ and when $w_k=0$ for every $k.$

$[K,L,x]=$ infinitehorizonLQTT $(A,B,C1,Sc,H,Q,R,$ alpha, tau, $vc,h,x0,$ omega$0)$ ;

where the input parameters are the matrices defining the problem and the output parameters are $K,L,$ and $x$ is a $nh$ matrix with the state $x_0,$dots,$x_{h-1}$ in its columns