LQR Controller for Python

lqr.py

def lqr(A,B,Q,R):
    #first, try to solve the ricatti equation
    X = np.matrix(solve_continuous_are(A, B, Q, R))

    #compute the LQR gain
    K = np.matrix(inv(R)*(B.T*X))

    eigVals, eigVecs = eig(A-B*K)

    return K, X, eigVals