研究离散线性随机系统输入－ 输出间的关系，证明了任何线性随机系统输出方差与其输入无关．因此在任何意义下由方差极小化而得最优控制是不可能的，且已证明，输出与其集点间的期望差依赖于控制信号的选择，得到了最小偏差控制器，考虑了与线性随机系统输入－ 输出关系有关的所谓完全ｉ－ 步输出可达性这一重要概念，并给出了以输入－ 输出随机差分方程所描述的多变量随机系统的完全ｉ－ 步输出可达性的充要条件，并可由此得到输出可达性的简易检验方法 Studying the relationship between input and output of discrete linear stochastic systems, it is proved that the output variance of any linear stochastic system has nothing to do with its input. It is therefore impossible to obtain the optimal control from minimization of variance in any sense and it has been shown that the expected difference between the output and its set point depends on the selection of the control signal and the minimum deviation controller is obtained, The important concept of the so-called complete i-step output reachability related to the input-output relationship of stochastic systems is given and the full i-step output reachability of a multivariate stochastic system described by the input-output stochastic difference equation Sufficient and necessary conditions, and can be derived from the output of a simple test method