Observation of linear systems on the principle of disclosable loop

By the use of multidimensional signals of impulse and discrete measuring devices an optimal observation problem for stationary and nonstationary objects is considered. Concepts of a priori and current distributions of the initial state are introduced. A realization method of positional solving of the optimal observation problem is presented on the base of disclosing loop. To accelerate the numerical computations it is suggested to use a parallelizing procedure. For the stationary objects additional accelerations of computations are achieved by recurrent equations, parallelizing procedures and the “set of weights” method. The results are illustrated by the examples of the 4th order dynamical object.