Minimax linear estimation in generalized uncertain-stochastic systems II. Minimax filtering in dynamic systems described by stochastic differential equations with measure

This paper is concerned with the minimax filtering of the states of continuous-discrete dynamic observation systems under a priori uncertainty of the characteristics of input distributions and degenerate noises in observations. Equations for the minimax estimates are derived from the results obtained in Part 1 ["Minimax linear estimation in generalized uncertain-stochastic systems I. Estimation of random elements with values in Hilbert spaces," Avtomat. Telemekh., No. 5, 102-111 (1998)].