How to express iterative expression?

I don’t understand the notation or your description of W_k, Hence, I have no idea what the stated problem is. Due to appearance in constraints, it appears that x, y, theta are optimization variables , but the image lists only Kd as an optimization variable; so I have no idea what the relations between all these things are.

As I wrote, your description of W_k is unclear, but it looks like there are products of variables (or variable expressions) in its “definition”, which would be non-convex and in violation of CVX’s rules. And the argument of the norm in the objective function likewise appears to have non-convex products. Of course, you can correct whatever misinterpretation I may be making of this very unclearly stated problem.

Your first task is to determine whether your problem is convex. In the unlikely event it is, you need to state the problem much more clearly and explicitly.