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Given a fixed initial state <math>x_0</math>, DDP finds a locally-optimal control sequence <math>U=\{u_i\}_{i=1}^N</math>.
<math>
\begin{bmatrix}
0 & Q_\mathbf{x}^\mathsf{T} & Q_\mathbf{u}^\mathsf{T}\\
Q_\mathbf{x} & Q_{\mathbf{x}\mathbf{x}} & Q_{\mathbf{x}\mathbf{u}}\\
Q_\mathbf{u} & Q_{\mathbf{u}\mathbf{x}} & Q_{\mathbf{u}\mathbf{u}}
\end{bmatrix}
</math>
== References ==
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