Kozubovskij, S. F.; Kupriyanov, V. V.; Suvorov, B. V. Optimization of the time of monitoring of a nonstationary process. (English. Russian original) Zbl 0566.93068 Sov. Autom. Control 17, No. 4, 73-76 (1984); translation from Avtomatika 1984, No. 4, 74-77 (1984). We consider the problem of optimizing the time of readout of information in smoothing of a controllable process on a finite time interval. The mean square error of the control (the variance) at the output of a linear filter is determined in this case by two components and is minimum. MSC: 93E14 Data smoothing in stochastic control theory 62M20 Inference from stochastic processes and prediction 93E11 Filtering in stochastic control theory Keywords:optimizing the time of readout of information; finite time interval; mean square error PDFBibTeX XMLCite \textit{S. F. Kozubovskij} et al., Sov. Autom. Control 17, No. 4, 73--76 (1984; Zbl 0566.93068); translation from Avtomatika 1984, No. 4, 74--77 (1984)