dlqg

%  O B S O L E T E * * * D O   N O T   U S E~
%
%  Use lqg instead.
%
% function [K,Q,P,Ee,Er] = dlqg(A,B,C,G,Sigw,Sigv,Q,R)
% function [K,Q,P,Ee,Er] = dlqg(Sys,Sigw,Sigv,Q,R)
%
% design a discrete-time linear quadratic gaussian optimal controller
% for the system
%
%  x(k+1) = A x(k) + B u(k) + G w(k)       [w]=N(0,[Sigw 0    ])
%    y(k) = C x(k) + v(k)                  [v]  (    0   Sigv ])
%
% Outputs:
%    K: system data structure format LQG optimal controller
%    P: Solution of control (state feedback) algebraic Riccati equation
%    Q: Solution of estimation algebraic Riccati equation
%    Ee: estimator poles
%    Es: controller poles
% inputs:
%  A,B,C,G, or Sys: state space representation of system.
%  Sigw, Sigv: covariance matrices of independent Gaussian noise processes
%      (as above)
%  Q, R: state, control weighting matrices for dlqr call respectively.
%
% See also: lqg, dlqe, dlqr