yalmip('clear') %clear all % Data A = [2 -1;1 0];nx = 2; B = [1;0];nu = 1; C = [0.5 0.5]; % Prediction horizon N = 3; % States x(k), ..., x(k+N) x = sdpvar(repmat(nx,1,N),repmat(1,1,N)); % Inputs u(k), ..., u(k+N) (last one not used) u = sdpvar(repmat(nu,1,N),repmat(1,1,N)); % Value functions J = cell(1,N); % Initialize value function at stage N J{N} = 0; U{N} = 0; k=N-1; for k = N-1:-1:1 % Feasible region bounds(x{k},-5,5); bounds(u{k},-1,1); bounds(x{k+1},-5,5); F = set(-1 < u{k} < 1); F = F + set(-1 < C*x{k} < 1); F = F + set(-5 < x{k} < 5); F = F + set(-1 < C*x{k+1} < 1); F = F + set(-5 < x{k+1} < 5); % LTI Dynamics F = F + set(x{k+1} == A*x{k}+B*u{k}); obj = norm([x{k};u{k}],1); % Compute value function for one step backwards [mpsol{k},sol{k},Uz{k},J{k}] = solvemp(F,obj + J{k+1},[],x{k},u{k}); end % MPT implementation sysStruct.A= A; sysStruct.B= B; sysStruct.C= C; sysStruct.D= [0]; %set constraints on output sysStruct.ymin = -1; sysStruct.ymax = 1; %set constraints on input sysStruct.umin = -1; sysStruct.umax = 1; sysStruct.xmin = [-5;-5]; sysStruct.xmax = [5;5]; probStruct.norm=1; probStruct.Q=eye(2); probStruct.R=1; probStruct.N=N-1; probStruct.P_N=zeros(2); probStruct.subopt_lev=0; probStruct.y0bounds=1; probStruct.Tconstraint=0; ctrl=mpt_control(sysStruct,probStruct) mpt_isPWAbigger(mpsol{1}{1},ctrl) break % States x(k), ..., x(k+N) x = sdpvar(repmat(nx,1,N),repmat(1,1,N)); % Inputs u(k), ..., u(k+N) (last one not used) u = sdpvar(repmat(nu,1,N),repmat(1,1,N)); % Value functions J = cell(1,N); % Initialize value function at stage N J{N} = 0; F = set([]); obj = 0; for k = N-1:-1:1 % Feasible region F = F + set(-1 < u{k} < 1); F = F + set(-1 < C*x{k} < 1); F = F + set(-5 < x{k} < 5); F = F + set(-1 < C*x{k+1} < 1); F = F + set(-5 < x{k+1} < 5); % LTI Dynamics F = F + set(x{k+1} == A*x{k}+B*u{k}); % Compute value function for one step backwards % obj = obj + norm([x{k};u{k}],1); obj = obj + x{k}'*x{k}+ u{k}'*u{k};%;u{k}],1); end [mpsol2{k},sol2{k},Uz2{k},J2{k},U2{k}] = solvemp(F,obj,[],x{k},u{k}); mpt_isPWAbigger(mpsol{1}{1},mpsol2{1}{1}) assign(x{k},[1;0.5]) double(J{k}) solvesdp(F+set(x{1} == [1;0.5]),obj);