Ns. Demin et al., Stochastic-process hybrid filtration on observation with memory in the presence of anomalous interference, AUTOM C C S, 34(2), 2000, pp. 19-29
Optimality is considered in the elimination of anomalous components from th
e observation vector in the case of the filter synthesized in [1], together
with the dependence of the estimation error on the ways in which the anoma
lous interference components influence the observation vector ones.