24 lines
396 B
Mathematica
24 lines
396 B
Mathematica
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function [H,S]=create_CHS(A,B,C,N,M);
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% CREATE_CHS Internal function to define matrices for MPC problem
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% How many states
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n=length(A);p=size(C,1);
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[dummy,m]=size(B);
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H=zeros(N*p,length(A));
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S=zeros(N*p,N*m);
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Acum=A;
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for j=1:N,
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H(1+p*(j-1):p*j,:)=C*Acum;
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Acum=Acum*A;
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end;
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for j=1:N,
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Acum=eye(n);
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for k=j:-1:1,
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S(1+p*(j-1):p*j,1+m*(k-1):k*m)=C*Acum*B;
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Acum=Acum*A;
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end;
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end;
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