Abstract: We have conducted the optimal synthesis of rootmean-
squared objective filter to estimate the state vector in the case if
within the observation channel with memory the anomalous noises
with unknown mathematical expectation are complement in the
function of the regular noises. The synthesis has been carried out for
linear stochastic systems of continuous - time.
Abstract: For optimal unbiased filter as mean-square and in the
case of functioning anomalous noises in the observation memory
channel, we have proved insensitivity of filter to inaccurate
knowledge of the anomalous noise intensity matrix and its
equivalence to truncated filter plotted only by non anomalous
components of an observation vector.