We know that any actual dynamic system has varying degrees of uncertainty, which sometimes manifests within the system and sometimes outside the system. For the internal system, the structure and parameters of the mathematical model describing the controlled object cannot be precisely known by the designer in advance. The external environment also has an impact on the system, which can be equivalently represented by noise disturbances. In addition, there are some measurement noises with unknown statistical characteristics that enter the system from different measurement feedback loops. The structure and parameters of these controlled objects, environmental noise interference, and measurement noise interference are usually unpredictable, and they may be deterministic or stochastic.