Undergraduate Lecture Notes on LQG/LQR controller design Jo˜ ao P. Hespanha April 1, 2007 Disclaimer: This is a draft and probably contains several typos. Comments and information about typos are welcome. Please contact the author at (hespanha@ ece.ucsb.edu). c  Copyright to Jo˜ ao Hespanha. Please do not distribute this document without the author’s consent.