A discrete-continuous vibrating system, which can be treated as a model of a vehicle with an active suspension moving on a randomly profiled road, is considered in this paper. By the use of stochastic optimal control and estimation theory the suspension control forces and the steady-state behavior of an optimally controlled system in the presence of measurement errors are calculated and compared with the performance of an optimal passive system. The emphasis is on modeling and measurement problems. The need for taking body elasticity into account in the vehicle model is considered and the influence of sensor arrangement and accuracy upon the performance of the active system is determined.