THE STATE VECTOR OPTIMAL ESTIMATES FOR DISCRETE STOCHASTIC SYSTEMS WITH UNCERTAIN PERTURBATIONS AND NOISE
Assessment of the dynamic systems state is widely used in various areas of technical activity. In practice, the most well-known and common methods of estimation are the methods of the Kalman filter and Luenberger observers. Most of the results known in the scientific literature for constructing estimates of the dynamic systems state in the presence of acting uncontrolled disturbances and noise are associated with stationary systems.