Read the "Open Loop Optimization of LTI systems.pdf" document to get an overview of the full and reduced batch approaches to dynamic optimization of LTI systems. Then download the example script and play around with it!
If you find any errors, let me know 🙂 (I have not tested this extensively) If you have any questions, or would like me to add something, please contact me. Either by mail: [email protected], or by some other means.
The example script uses the functions found in the "MATLAB Functions" folder, but they are also included directly in the script.