الفهرس 
IntroductionOnly 14 pages are availabe for public view
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Abstract
Kalman’s mmethods of mathematical statistical filteration is modified to digital filtering, in stochastic stationary processes, using statistical techniques to evaluate the optimal predicted values of the observed signal. A computer program is developed for this technique taking into consideration, the statistical properties of the observed mean, type of the noise associated with the observations and the best fitted curve to given time series.