I WORK on code as
F=[0.95 0.05 ;
0 1
];
H=[1 0];
P0=100*eye(2);
x=[1;-1];
xhat=[1;-1];
cvx_begin sdp
variable L(2,1)
variable P(2,2) symmetric
minimize (trace (P))
c=[eye(2) -L]*[10^4*eye(2) zeros(2,1);zeros(1,2) 0.0001];
[P (F-L*H)*P0 c
P0*(F-L*H)' P0 zeros(2,3)
c' zeros(3,2) [10^4*eye(2) zeros(2,1);zeros(1,2) 0.0001]
]>=0
cvx_end
L is a vector which is optimization variable bu all the time i have L(2,1)=0 it means just L(1,1) arrange why??