Kalman Filter in Control situation.

I am looking for a Kalman filter that can handle a control input.  I thought 
that l.SS was suitable however, I can't get it to work, and wonder if I am 
not using the right function.  What I want is a Kalman filter that accepts 
exogenous inputs where the input is found using the algebraic Ricatti 
equation solution to a penalty function.  If K is the gain matrix then the 
exogenous input would be u_t = -Kx_n,  where x_n is the Kalman filter state 
estimate.  These inputs would be entered as such x_t = Ax_t-1 + Bu_t-1 + 
Ge_t.  Is l.SS in the dse1 package the correct parametrization of the Kalman 
filter?

Thank you very much,
Todd Remund