On some nonconventional problem of a state filtration

In the paper nonconventional linear equations of state filtration are derived. They are useful for some two-level hierarchical control system structure with coordinator and local controllers having different information. It is assumed that the system considered is described by a linear output equation and a linear state equation with control being a random variable for the coordinator generated by decision rules of the local controllers. The approach to state filtration is based on modified innovations and orthogonality principle. A simple numerical example is presented.