Abstract: | We consider the problem of state filtering of a discrete linear stochastic system by data of multichannel measurement complexes, characterized by internal Markovian phase transformations affecting the observation process. A reduced filtering algorithm, with substantially less computational complexity than the general algorithm, is obtained in the case of identical measurement complexes.Anzhero-Sudzhenskii Branch of the Tomsk Pedagogical Institute. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 12, pp. 93–98, December, 1993. |