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    %% Weighted Constraint on H2 Norm  
% Create a constraint for a transfer function with one input, |r|, and two
% outputs, |e| and |y|, that limits the $H_{2}$ norm as follows:  
%
% 
% $${\left\| {\begin{array}{c}
% { \displaystyle \frac{1}{s + 0.001}T_{re}}\\[1.75ex]
% { \displaystyle \frac{s}{0.001s + 1}T_{ry}}
% \end{array}} \right\|_2} < 1.$$
% 
% $T_{re}$ is the closed-loop transfer function from |r| to |e|, and $T_{ry}$
% is the closed-loop transfer function from |r| to |y| .   

%%  
s = tf('s');
WL = blkdiag(1/(s+0.001),s/(0.001*s+1));
Req = TuningGoal.WeightedVariance('r',{'e','y'},WL,[]);