FIELD: computer engineering; filtering signals in special-purpose and hybrid computers and developing computer software. SUBSTANCE: proposed filter is modification of Kalman filter wherein additional parts and connections are introduced to implement optimal correction of filter according to Krasovskii RMS criterion; it incorporates correction filter and error estimating filter, this error being used to adjust main and correction filters with aid of nonterminal control algorithm. EFFECT: improved stability and accuracy of filtration of transient processes. 1 dwg
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