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