| Article ID: | iaor2005998 |
| Country: | Belarus |
| Volume: | 48 |
| Issue: | 3 |
| Start Page Number: | 22 |
| End Page Number: | 27 |
| Publication Date: | May 2004 |
| Journal: | Doklady of the National Academy of Sciences of Belarus |
| Authors: | Gabasov R., Dmitruk N.M., Kirillova F.M. |
A problem of obtaining information about an output of a nonstationary linear system with finite-parametric disturbances and partially unknown initial states on measurements with noisy finite-parametric errors is under consideration. A dual method for calculating a posteriori estimates and an algorithm for the optimal estimator which calculates current values of a positional solution in real time are presented.