Using group properties of discrete and continuous filtering algorithms for complex systems of observers (Q1179618)

A unified approach to the synthesis of optimal observation control, described by the system of equations. \[ \dot Z=D(\underline\Theta,t)Z+E(\underline\Theta,t),\;Z(0)=Z_ 0,\quad\underline\Theta=\underline\Phi(\underline\Theta,t),\;\underline\Theta(0)=\underline\Theta_ 0,\;t\in [0,T] \] is proposed. This approach is based upon the analysis of the group properties of continuous and discrete filtering algorithm. At the end, an example is given to show how to determine an optimal observation plan for a complex data-acquisition and measuring system of the previous form.