Computing Optimal Control Sequence of a given System

This file computes the optimal control sequence of a given system using Recursion, Batch and Receding Horizon Approach

For a system of the form x(t+1) = Ax(t) + Bu(t), the following code computes the optimal input sequence for the system using LQR, Recursion, Batch and Receding Horizon approach which will minimize a quadratic cost function. By varying the value of Horizon length, optimal inputs can be computed for discrete fintite time and infinite time optimal control problem. Also the variations in the state and input trajectories with time have been plotted. In the end, system behaviour has been studied when contraints are imposed on the input for both finite and infinite horizon.