Tani waa nooc gaar ah oo ka mid ah mabda'a kala soocida ee xakamaynta stochastic taas oo sheegaysa in xitaa marka habka iyo wax soo saarka qaybaha qaylada laga yaabaa martingales non-Gaussian, ilaa iyo inta nidaamka firfircoonida waa toosan, xakamaysada ugu fiican kala soocaya galay qiyaasta gobolka ugu fiican (taas oo aan mar dambe noqon kartaa filter Kalman) iyo regulator LQR.In LQG classic, dejinta fulinta xakamaysada LQG waxaa laga yaabaa in ay dhibaato ku tahay marka gobolka nidaamka waa dimension.
go'aaminta a priori tirada xaaladaha xakamaynta LQG