Adding general quadratic cost function in DAMLQR
I added the gradient terms of a general quadratic cost function for the DAMLQR class. As a consequence, the noise level has changed and this is the reason why I have to find new tolerance values inside test_rk4.py
.
However this assert isn't passing: assert( norm(Luu0-data.Luu) < 1e3*mnum.disturbance)
. Why?
@proyan @nmansard -- could you explain what it's happening here? Do you think there is a bug in IAMRK4?
Edited by Carlos Mastalli