Nke a version nke nkewa ụkpụrụ bụ a pụrụ iche ikpe nke nkewa ụkpụrụ nke stochastic akara nke na-ekwu na ọbụna mgbe usoro na mmepụta mkpọtụ isi bụ ikekwe ndị na-abụghị Gaussian martingales, dị ka ogologo oge dị ka usoro dynamics bụ linear, na ezigbo njikwa iche n'ime ihe kacha mma ala estimator (nke nwere ike agaghịkwa a Kalman iyo) na a LQR regulator.Na kpochapụwo LQG, mwube mmejuputa iwu nke LQG nwere ike ịbụ nsogbu mgbe ọnọdụ nke usoro bụ dimensional. The nnukwu LQG nsogbu (fixed-ordered LQG) ga-eme ka a na-atụ anya uru nke na-eri ọrụ. N'agbanyeghị na a na-eche na a na-arụ ọrụ LQG nsogbu na-eme ka ọ bụrụ ihe siri ike iji dozie nsogbu a site n'ichepụta ihe ndị yiri ya. Ihe a na-eme ka ọ bụrụ ihe siri ike iji dozie nsogbu nke LQG na-eme ka ọ bụrụ ihe ngwọta nke LQG naanị n'ihi na ọ dị mfe iji hụ na ọnụọgụgụ nke usoro LQG na-
stochastic