Filtration of random solutions of a system of linear difference equations with coefficients depending on a Markov chain

We solve the problem of the estimation of a random state for a system with discrete time that is described by a system of linear difference equations with coefficients depending on a finite-valued Markov chain. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 50, No. 4, pp. 590–592, April, 1998.