Synthesis of Filtering in Stochastic Systems on Continuous-Time Memory Observations in the Presence of Anomalous Noises

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.

• S. Rozhkova
• O. Rozhkova
• A. Harlova
• V. Lasukov

• Mathematical expectation
• filtration
• anomalous noise
• memory.

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