Optimal estimation of the number of pulsed perturbations affecting a dynamic system

The number of pulsed perturbations affecting a continuous dynamic system is estimated. A closed system of equations is provided for a single-dimensional a posteriori characteristic function of the number of distrubances. For a non-uniform Poisson flow of perturbations an algorithm is provided which computers an r.m.s.– optimal estimate of the number of pulsed perturbations occuring during the observation. An example of optimal estimation of the number of jerks in a plain two-state dynamic system is provided.