sˈɪns ðə dɪskɹˈiːttˈaɪm ˌɛlkjˌuːdʒˈiː kəntɹˈoʊl pɹˈɑːbləm ɪz sˈɪmɪlɚ tə ðə wˈʌn ɪn kəntˈɪnjuːəstˈaɪm, ðə dᵻskɹˈɪpʃən bᵻlˌoʊ fˈoʊkəsᵻz ɔnðə mˌæθɪmˈæɾɪkəl ᵻkwˈeɪʒənz.
Since the discrete-time LQG control problem is similar to the one in continuous-time, the description below focuses on the mathematical equations.