Method of Moments for Optimal Estimating of the States of Fractional Order Systems Under Impulse Type Perturbations

We generalize the Krasovskii problem about an optimal observation under random circumstances to case of linear fractional order systems behavior which is described by equations with Hilfer derivative. study one- and two-dimensional whose state estimated in terms some function observed a perturbation form sequence δ-impulses appearance times are subject Poisson distribution. show that restoring system from observations can be reduced solvable moments. An analytic solution this moments constructed.