Let P^ + ,P^ - ,I,Q \in R^{n\times n}, K\in R^{n\times 1}, M\in R^{1 \times n}, and assume that Q is positive definite, P^ - is positive semidefinite whence (MP^ - M^T + Q)^{ - 1} exists (where T denotes transpose).
In what sense does K = P^ - M^T(MP^ - M^T + Q)^{ - 1} minimize the quadratic...