Abstract
The theory of optimal dynamic measurements is based on the use of methods of optimal control theory to find a dynamically distorted input signal from the observed output signal. The model of the measuring system contains a Leontief type system, the initial Showalter–Sidorov condition. Inertia of the measuring system and interference lead to distortion of the input signal. We present a numerical method to use a digital moving average filter for the observed signal with subsequent application of the method of optimal dynamic measurement, as well as the results of computational experiments.
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