## Scale R
  R = R*dt;			# Scale to give correct units
  for i = 1:m_t
    Ust = Us(i,:);
    J_uu = J_uu + Ust'*R*Ust;
  endfor
  
  ## Exit if badly conditioned
  cond_uu = cond(J_uu);
  if cond_uu>max_cond
    error(sprintf("J_uu is badly conditioned. Condition number = 10^%i",log10(cond_uu)));
  endif

  ## w bits
  if n_W>0
    for i = 1:n_y			# For each output
      QQ = ones(n_U,1)*Q(i,:);	# Resize Q
      J_uw = J_uw + (QQ .* y_u(:,i:n_y:n_yu)') * Ws (:,i:n_y:n_yw);
      QQ = ones(n_x,1)*Q(i,:);	# Resize Q
      J_xw = J_xw + (QQ .* y_x(:,i:n_y:n_yx)') * Ws (:,i:n_y:n_yw);

    x_W_t =  (A\B)*inv(C*(A\B));
  else				# Infinite ss gain
    Y_0 = zeros(n_x,n_y); Y_0(1,:) = ones(1,n_y);
    x_W_t =  obsv(A,C)\Y_0;
  endif

  J_uw = J_uw + x_u_t'*P*x_W_t;

  ## Exit if badly conditioned
  cond_uu = cond(J_uu);
  if cond_uu>max_cond
    error(sprintf("J_uu is badly conditioned. Condition number = 10^%i",log10(cond_uu)));
  endif


  ## Compute the open-loop gains
  K_w = J_uu\J_uw;
  K_x = J_uu\J_ux;

  ## U*(tau) at tau=0 
  Us0 = ppp_ustar(A_u,n_u,0);		
  
  ## Compute the closed-loop gains
  k_x = Us0*K_x;
  k_w = Us0*K_w;

endfunction