Three problems closely related to the classical unbiased optimal filtration problem: an unbiased optimal filtration problem without a control in the system,a biased optimal filtration problem where the bias does not exceed a given value, and the joint problem of stabilization and optimal filtration. It is proposed these problems be reduced to ones of nonlinear optimization. For unbiased filtration with no control, conditions are provided that allow the one for classical unbiasedness to be weakened or excluded for the filter. A new estimate of the bias of the mean filtration error is proposed.

中文翻译：

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线性平稳随机系统最优函数滤波器的构造过程

与经典的无偏最优过滤问题密切相关的三个问题：系统中没有控制的无偏最优过滤问题；偏差不超过给定值的有偏最优过滤问题；以及稳定和最佳过滤的联合问题。建议将这些问题简化为非线性优化问题。对于无控制的无偏过滤，应提供条件，使传统无偏的条件得以减弱或排除在过滤器之外。提出了平均过滤误差偏差的新估计。