add some new functions about controlpy HOT 2 CLOSED

Hi! Thanks for the suggestions. There's already a steady-state KF implemented (synthesis.estimator_kalman_steady_state_discrete_time) which is (almost) your dlqe. Specifying both G and Q is redundant, though. (By the way, the initial covariance estimate should be irrelevant for the SSKF, so that's not the reason you're having a discrepancy).

I'm not a fan of the self-discretizing continuous-discrete KF formulation, by the way: continuous time noise is tricky, and properly needs to be defined through a stochastic differential equation. I'll have to think about this a bit...

from controlpy.

Closing this, as I think it doesn't make sense to add continuous time noise.

from controlpy.