yalmip('clear') % Data A = [2 -1;1 0];nx = 2; B = [1;0];nu = 1; C = [0.5 0.5]; % Prediction horizon N = 3; % Future state % Now for two different noises x1 = sdpvar(repmat(nx,1,N),repmat(1,1,N)); x2 = sdpvar(repmat(nx,1,N),repmat(1,1,N)); % Current state 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)); v = sdpvar(repmat(nu,1,N),repmat(1,1,N)); % Binary for PWA selection d = binvar(2,1); % Value functions J = cell(1,N); % Initialize value function at stage N J{N} = 0; J1{N} = pwa(norm(x1{N},1),set(-10 0)); % F = F + set(implies(d(2),x{k}(1) < 0)); % F = F + set(sum(d) == 1); % % F = F + set(-0.1 < u{k}-u{k+1} < 0.1); % obj = obj + norm([x{k};u{k}],1); % %obj = obj + x{k}'*x{k}+u{k}'*u{k};%norm([x{k};u{k}],1); % % Compute value function for one step backwards % end % [mpsol2{k},sol{k},Uz{k},J2{k},U{k}] = solvemp(F,obj,[],x{k},u{k}); % solvesdp(F+set(x{k}==[0.5;0.5]),obj) % solvesdp(F+set(x{k}==[1.2;0.8]),obj) % mpsol{k} = solvemp(F,obj,[],x{k},u); % mpsol{1} = rmovlps(mpsol{1}); % %