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B

0

=

C

T

=

 

1

0

0

0

 

.

(14)

In this case the state vector dimension is

n

x

= 4

, of a vector of the observed

variables is

m

y

= 1

and the number of decomposition levels additional to

the zero one:

J

= ceil

n

x

m

y

1 = 4

1 = 3

.

According to the multilevel decomposition introduced above, matrices

A

k

,

B

k

,

k

= 1

, J,

have the following appearance

level 1

B

0

=

 

0 1 0 0

0 0 1 0

0 0 0 1

 

;

(15)

B

+

0

= 1 0 0 0 ;

(16)

A

1

=

B

0

A

0

B

T

0

=

 

1 0

a

42

h

0 1 0

a

24

h h

1

 

;

(17)

B

1

=

B

0

A

0

B

0

=

 

h

a

13

h

0

 

;

(18)

level 2

B

1

=

a

13

1 0

0 0 1

;

(19)

B

+

1

=

h

a

2

13

h

2

+

h

2

a

13

h

a

2

13

h

2

+

h

2

0 ;

(20)

A

2

=

B

1

A

1

B

T

1

=

a

2

13

+ 1

a

13

a

42

h

h

a

13

a

24

h

1

;

(21)

B

2

=

B

1

A

1

B

1

=

0

a

13

h

2

+

a

24

h

2

;

(22)

level 3

B

2

= 1 0 ;

(23)

B

+

2

= 0

1

a

13

h

2

+

a

24

h

2

;

(24)

8

ISSN 0236-3933. HERALD of the BMSTU. Series “Instrument Engineering”. 2014. No. 5