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https://www.mathworks.com/help/control/ref/tuninggoal.lqg.html
TuningGoal.LQG - Linear-Quadratic-Gaussian (LQG) goal for control system tuning - MATLAB
Use TuningGoal.LQG to specify a tuning goal that quantifies control performance as an LQG cost.
linear quadratic gaussian
control system
lqg
https://www.mathworks.com/help/control/ref/ss.lqgtrack.html
lqgtrack - Form Linear-Quadratic-Gaussian (LQG) servo controller - MATLAB
This MATLAB function
linear quadratic gaussian
servo controller
form
lqg
matlab