تکنیک طراحی فیلتر برای تشخیص تغییر روند تصادفی در زمان واقعی

A filter for non-stationary processes, which allows receiving real-time filtering result without edge effects and delay, was proposed. Designed filtering algorithm can be used for continuous monitoring of technological processes of production conducted in order to prevent emergency situations and/or output of the process beyond the technological limitations. Built filtration system includes a Kalman filter and optimum discrete filter for random time series with stationary increments.