A = [0 1 0 0; 0 0 1 0; 0 0 0 1; -10^(-11) -24010 -2539 -54]; B=[0; 0; 0; 31940]; C=eye(4); D=[0]; T=0.01; disk = ss(A,B,C,D,T); Q=[1000 0 0 0; 0 1 0 0; 0 0 1 0; 0 0 0 1]; R=1000; P=Q; N=1000; for k=N:-1:0 P=A'*P*A + Q - A'*P*B*inv(R+B'*P*B)*B'*P*A; end K=inv(R+B'*P*B)*B'*P*A eig(A-B*K)