Linear Quadratic Integrator

Matlab has a lot of lqXXX functions that are all similar but subtly different and are generally quite confusing, e.g., what is the difference between lqrd and dlqr? I have opted to provide the building blocks for users to put together what they need, rather than introducing the same large number of confusing functions. You can use the functions listed under model augmentation to form the augmented statespace system required. If the exact formulation you need is not there, I prefer to add features to the model augmentation rather than adding a special-purpose lqr method.

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