Is it normal to keep changing research objectives in PhD?
So my question is, is it normal if I keep changing my objectives without sticking the those I outlined during my first year? 


Yes.  It would be unusual if you did not improve your objectives.  Improved objectives is a symptom of improved research.


  And, it is still okay to change objectives when I'm now in my final year?


It's not okay to start your research over from scratch when you do not have enough time to complete new research.  It is okay to discover that your existing efforts achieved goals you didn't think of when you started (but scientists should avoid data dredging).  In other words, it depends on the details.