> > . 2
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20.

20.1.

, . . [. Kalman (1960); Kalman and Bucy (1961)], , , , , .

, . . (1941 .) . [. Wiener (1949)], , , . , , , . . . [Kwakernaak and Si van (1972)] [Gelb (1974)] . [Jazwinski (1970)]. [Kailath (1974)]. [Willens (1978)]. [Harrison and Stevens (1976)] , , 20.9.

; , -XI, . (., , [Schmidt (1966); Bucy and Joseph

(1968)]), [. Mehra and Wells (1971); Bohlin (1976)], [. Snyder (1969)], - [. Stevens (1974); Athans (1974); Mehra (1978)], [. Takeuchi (1976)], [. Chiu (1978); Wood and Szollosi-Nagy (1980); OConnell (1980); IAHS (1980)]. . , , , , .

-, , . , , (. . , ) . , , , . , , ( ) , . , , , . . , .

20.2 , . . 20.3 ; . 20.4, , . 20.5 ; .

, 20.6 . , , , 20.7. . 20.8. 20.9.

. , . , . , .

, ,

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