function [ztrata H]=lqg_control(system, apriori,regulator_parameters) horizont=system.horizont_rizeni; ztrata=0; H=zeros(horizont+1,size(apriori.H,1),size(apriori.H,2)); u=zeros(2,horizont+1); H(1,:,:)=apriori.H; for i=1:horizont H0(:,:)=H(i,:,:); u(:,i)=simple_control(system,H0(:,1), regulator_parameters.horizont_simulace); system.x=get_next(system,system.x_skutecne,u(:,i)); H1=kalman_filter(H0,u(:,i),system); H(i+1,:,:)=H1; ztrata=ztrata+(H1(:,1)-system.x_optimalni)'*system.ksi*(H1(:,1)-system.x_optimalni)+u(:,i)'*system.gamma*u(:,i); end end