Maybe this question is misplaced, but I wasn't sure where should I post it.

I need to solve one problem in Matlab for school until Monday and I don't now how, so I decided to ask here for help.

I need to project proportional-integral Kalman regulator for this equation:

http://i48.tinypic.com/314uiiv.jpg

so that performance index

http://i48.tinypic.com/21bt0ft.jpg

is minimal.

Sorry if there are any mistakes in writing, English is not my native language. Thanks in advance!