Optimal linear filtering (OLF) of signals, which is widely employed in
communications systems, enables the lowest mean square error to be ac
hieved in cases where signals, interference, and communications channe
ls take a Gaussian form. Optimal linear, Kolmogorov-Wiener filters mus
t have complex frequency responses (CFR) proportional to the complex-c
onjugate spectrum of the received signal and inversely proportional to
the analogous interference spectrum to achieve such an error. However
, the probability characteristics of the useful signal and interferenc
e are not always known a priori to the designer of an optimal linear f
ilter (LF), i.e., a priori uncertainty may exist. Moreover, in certain
cases, a conflict situation may arise between operators of the inform
ation transmission systems (ITS) and the radio jamming system (RJS). T
he latter corresponds to the operation of an ITS under conditions of r
adio countermeasures (radio masking). In this connection, it is intere
sting to synthesize OLF systems based on a game-theoretic approach.