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The aim of this paper is to provide a new, direct approach to the classical LQ problem with an infinite time horizon. In our approach, the LQ problem is formulated as a parametric optimization problem of a special type, and then analysed by the methods presented in our earlier papers (Grabowski, 1990; 1993). The results simplify the well-known theory presented in (Curtain and Pritchard, 1978, Sec.4.4; Zabczyk, 1976).