这种理论是在时间域上来表述的，基本的概念是：在线性系统的状态空间表示基础上，从输出和输入观测数据求系统状态的最优估计。这里所说的系统状态，是总结系统所有过去的输入和扰动对系统的作用的最小参数的集合，知道了系统的状态就能够与未来的输入与系统的扰动一起确定系统的整个行为。(This theory is expressed in the time domain. The basic concept is: on the basis of the state space representation of linear system, the optimal estimation of system state is obtained from output and input observation data. The state of the system described here is a set of minimum parameters for all the past inputs and disturbances of the system to be summed up, knowing that the state of the system can be used to determine the whole behavior of the system with the disturbance of future input and system.)