There is no discrete-time LQR, even though it is solvable via the SLICOT function: sb02md. In lqr(*args, **keywords), there should be a way to pass in the fact that the Optimal Control problem is a discrete-time system.

I would imagine this is as simple as allowing for an additional keyword argument passed, that specifies discrete time, and converts control/statefbk.py:361 to:

    # Call the SLICOT function
    X,rcond,w,S,U,A_inv = sb02md(nstates, A_b, G, Q_b, 'D')

I can submit a PR for this.