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, mmejuputa iwu nke LQG njikwa 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 ọtọ. Nke a 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 usoro usoro bụ linear, njikwa LQG na-ekewapụ n'ime ihe kacha mma ala estimator (nke nwere ike agaghịkwa a Kalman iyo) na a LQR regulator.
na-ekpebi a priori ọnụ ọgụgụ nke steeti nke LQG njikwa