Construction of observations based on data distorted by interference of various types

The article describes the preliminary stage of the optimal dynamic measurement problem. Namely, an algorithm for constructing observation values based on the values obtained during the experiment is given. We assume that the experimental data can be affected by various types of interference, including white noise, which is understood as a derivative of Nelson – Gliklikh from the Wiener process. To construct the observation values, a priori information about the form of the function describing the observation values is used. The article consists of two parts. The first part contains an algorithm for constructing the observations values. And in the second part, the results of computational experiments are presented.