Aerospace Instrument-Making Annotation << Back Engineering approach to Kalman - Wiener filter Л.П. Несенюк The engineering approach to synthesizing optimal linear stochastic filters, designed during creation of a software gyroscopic and navigation systems is offered. The main positions of the theory of optimal Kalman filters and Wiener and that fact, that at some limitations the Kalman filter can be parted into two parts: the steady filter, optimal for steadied, and padding filter ensuring an optimal estimation of transient of the steady filter are utilised. Such separation determines a capability of calculation of the optimal filter in two stages, when at the maiden stage synthesize the stationary filter, and on the second - optimize transient, if it is necessary. Simplifications permitting to receive outcomes of calculations in the compact and visible form are put at each phase at the task formulation.