JLQOF:

Path: Common/Control

% Linear quadratic regulator with an output feedback cost function.

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   Form:
   j = JLQOF( k, g, w, x )
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   ------
   Inputs
   ------
   k                      Gain
   g                      State space data structure
   w                      Weighting matrix
   x                      States

   -------
   Outputs
   -------
   j                      Scalar cost

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Children:

Math: Analysis/LyapG

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