quadratic term in the objective function
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I was trying to use MATLAB to implement an MPC algorithm and have trouble describing the objective function.
Say I want to get a summation 
, where Q is a weight matrix.
, where Q is a weight matrix. I want to use a matrix X in 
. Each row represents the state of the system at a discrete time step and the dimension of the state is n.
. Each row represents the state of the system at a discrete time step and the dimension of the state is n.I need a compact notation without indexing because I want to directly include it in a objective function in CVX.
Only thing I can come up with is to use trace(
). It should work as the diagonal elements of 
) are exactly what I want. But I am wondering if there is a better way to formulate it, as the methond I used computes some prudct that I won't use.
). It should work as the diagonal elements of ) are exactly what I want. But I am wondering if there is a better way to formulate it, as the methond I used computes some prudct that I won't use.Thank you.
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sum(X.*(X*Q),2)
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