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Abstract
The stochastic problem of optimal dynamic measurements in spaces of differentiable “noises” is considered in the article. To solve this problem, the theory of optimal dynamic measurements, which has actively been developing recently, is applied. The main purpose of this article is to reconstruct a dynamically distorted input signal from a given observation. This theory is at the intersection of several scientific areas: the theory of dynamic measurements, the theory of optimal control for Leontief type systems and the theory of Sobolev type equations. Based on the results obtained earlier by the authors, an interval estimation of the optimal dynamic measurement with known characteristics of random interference at the input is constructed.
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Details
1 Department of Information-Measuring Technique, South-Ural State University, 76 Lenin ave, Chelyabinsk 454080, Russian Federation
2 Institute of Natural and Exact Sciences, South-Ural State University, 76 Lenin ave, Chelyabinsk 454080, Russian Federation