How can I obtain the objective function from the state space equations?
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I have a state space model;
dx/dt=Ax+Bu; Y=Cx+Du;
And objective function;
F=x'*H*x+c'*x
and some inequality constraints
Can somebody please tell me whether there is a direct relationship between Hessian matrix (H) and the state space matrices (A, B, C, D)? If yes, is there any matlab function to obtain the hessian from state space matrices?
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