Before revision: Discrete-time Similar to the continuous-time case in the discrete-time case the difference with the conventional discrete-time full-order LQG problem is the a-priori fixed reduced-order of the LQG controller state dimension.
After revision: ,Discrete-time Similar to the continuous-time case in the discrete-time case the difference with the conventional discrete-time full-order LQG problem is the a-priori fixed reduced-order of the LQG controller state dimension.