Obtaining value of cost function from LQR?

Is there anyway to actually extract the value of the cost function from LQR? -thanks

Answer 1

[Raj]

Are you making a model in simulink or script in MATLAB? In my case I have made a SImulink closed loop model with LQR controller in a "Matlab function" block as a coder.extrinsic function. Another function block computes the value of cost function at each sample of time and saves it in workspace as an array/time series. At the end of simulation I just take sum of all the elements of the array which gives the cost function for a particular combination of "Q" and "R" weight matrices.