Some estimation problems over discrete-continuous observations

The estimation problem of the dynamic system state is considered. If there are both point sources of information and a continuous signal in the observation channel, and it is necessary to process the data from these point sources separately, then in order to specify the existence of point measurements in the mathematical model the filtering problem over discrete-continuous observations arises. A general method to obtain estimation equations over discrete-continuous observations proceeding from the previously solved problem over continuous observations is suggested. Using the method some estimation problems over discrete-continuous observations were investigated. One such problem (the problem of guaranteed estimation under uncertainty conditions) is considered in detail