The lqr function does not check to make sure the weighting functions that are passed on positive definite. In particular, as identified in PR #242, there is a test case with a cross-term that generates a non-positive definite cost function:

(K, S, E) = lqr(self.siso_ss2.A, self.siso_ss2.B, np.eye(3), np.eye(1), [[1], [1], [2]])

A quick fix was generated in PR #253 by changing the state space weight, but statefbk.py should be updated to check for this case.