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Corrected a typo in the name of the LQG figure file.
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lectures/ext_LQG.qmd

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Now that we also know how to estimate the state, we are all set. The combination of the state estimator (Kalman filter) and the proportional state feedback controller is shown in @fig-lqg.
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![LQG controller in an output feedback loop](figures/lgq.png){#fig-lqg width=50%}
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![LQG controller in an output feedback loop](figures/lqg.png){#fig-lqg width=50%}
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The computation of the two components is done separately, each consisting of solving their own (continuous-time) ARE, that is, two AREs altogether.
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