J_ux = J_ux + (QQ .* y_u(:,i:n_y:n_yu)') * y_x(:,i:n_y:n_yx);
    QQ = ones(n_x,1)*Q(i,:);	# Resize Q
    J_xx = J_xx + (QQ .* y_x(:,i:n_y:n_yx)') * y_x(:,i:n_y:n_yx);
  endfor

  ## Input weighting (scalar for the moment)
  if (n_u>1)
    warning("Sorry, cant do n_u>1 just now");
    warning("Sorry, cant do n_u>1 just now: exiting");
    return
  endif

  ## Scale R
  R = R*dt;			# Scale to give correct units
  for i = 1:m_t
    Ust = Us(i,:);
    J_uu = J_uu + Ust'*R*Ust;