Classical LQG's limitation and modification in stochastic vibration system

The function of control force is deduced by stochastic averaging method in shochastic vibration system.It is found that classical LQG is not full optimization because control force from displacement is of no effect to depress stochastic response.A modified vLQG control strategy is proposed . Numerical result shows that vLQG has better control effectiveness comparing with classical LQG control strategy.