Reconstruction of a dynamically distorted signal based on the theory of optimal dynamic measurements

We present a new algorithm for processing the results of dynamic measurements in which it is necessary to find the input signal based on the known output or observed signal and the known transfer function of the measuring device. Previously, the authors developed a theory of optimal dynamic measurements in which methods of optimal control theory were successfully used to reconstruct dynamically distorted signals. On model examples, the first numerical algorithms of the theory of optimal dynamic measurements have shown the efficiency of the result in terms of the achieved error with a considerable computation time. The proposed numerical algorithm for solving the problem under study permits one to reduce the computation time more than fivefold. The necessary theoretical information, the general scheme of the algorithm, experimental data, and the results of processing experimental data according to the proposed algorithm are presented.