Industrial Automatic Control Systems and Controllers Annotation << Back Optimal Linear Estimation of Stationary Processes with Discrete Time in the Problems of Filtering Signals from Sensors A.A. Egorov, S.V. Krapivin Given classifi cation features useful component allocation of tasks to the background noise. The problem of linear estimation of stationary processes with discrete time. This problem is solved on the basis of the results obtained in the estimation theory of random vectors. The results can be used for fi ltration problems, so for smoothing and prediction problems. Keywords: linear fi ltering, linear estimation; regression analysis; digital fi lter; moving average; the task of smoothing forecasting problem; Wiener fi lter for discrete series. Contacts: E-mail: alexander_egorov@bk.ru Pp. 19-24.