About 3 decades ago, two control theories have been introduced to deal with disturbances in linear systems from the covariance and the root-mean-square objective perspectives. One of them (the covariance control theory) has successfully carried out the far-going research on parameterizing the controllers when there is the precise information about input disturbance. The second one (the anisotropy-based theory) deals with statistically uncertain input disturbance but gives only solution in form of inequalities, that is, in non-closed-form. These two theories have a lot in common and may be cross-integrating. This is the main purpose of this paper – to study in introductory way the relation between these theories from the position of information-theoretic concept of anisotropy.