Aerospace Instrument-Making Annotation << Back About one method of Kolmogorov – Wiener linear optimal filtering problem in non-stationary case solution G.F. Savinov The problem of synthesis of a linear non-stationary optimum operator directed by Kolmogorov – Wiener is considered in a case, when the useful signal and measurement noise represent Gaussian general view processes. The solution of an integral equation of Wiener – Hopf is obtained and the strictly satisfying to necessary and sufficient condition of the minimum of the average quadratic error algorithm of a linear optimum filter is constructed.