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在随机控制问题中，性能指标常常表现为系统的状态方差或其上界的形式．本文研究了使闭环系统满足给定的状态方差约束、且具有预期闭环极点的线性反馈控制器的存在条件，给出具体的设计方法，并举例说明该设计方法具有简单、直接的特点．
In the stochastic control problem, the performance index often appears as the state variance of the system or the form of its upper bound. This paper studies the existence conditions of a linear feedback controller that satisfies the given state variance constraints and has the closed-loop poles of the desired closed-loop system. The specific design method is given and an example is given to illustrate the design method is simple and straightforward.