摘要

By using the set-like approach, the statement and solution of the filtration problem of noised signals are considered in the case where the noise is a realization of a stationary uncertain process. The procedure for set-like filtration is described in the general case by difference equations of set evolution. A constructive solution is presented in the case where a model of "generator" of an informative signal that is linear in parameters is accepted. A set of linear inequalities that determine a posterior estimator of the vector of parameters in the form of a polyhedral set is obtained.