add AD to lqr opt

[baggepinnen]

No description provided.

[codecov]

Codecov Report

Merging #842 (74855be) into master (62c284b) will not change coverage.
The diff coverage is n/a.

@@           Coverage Diff           @@
##           master     #842   +/-   ##
=======================================
  Coverage   97.14%   97.14%           
=======================================
  Files           4        4           
  Lines         315      315           
=======================================
  Hits          306      306           
  Misses          9        9           

[JuliaControlBot]

This is an automated message.
Plots were compared to references. 11/11 images have changed, see differences below.
After pulling this PR, please update the reference images by creating a PR to ControlExamplePlots.jl here.

Difference	Reference Image	New Image
❌ 0.047
✔️ 0.011
✔️ 0.001
✔️ 0.001
✔️ 0.007
✔️ 0.003
✔️ 0.0
⚠️ 0.028
❌ 0.06
✔️ 0.0
⚠️ 0.017