On algorithm for numerical solution of optimal measurement problem using linear splines

We consider an algorithm for numerical solution of the optimal measurement problem using linear splines. The optimal measurement problem, which is based on the model of optimal control, is posed to restore the dynamically distorted signal. We propose to use a mixed-control problem for Leontief type systems in the development of numerical algorithm for solution of the optimal measurement problem. Furthermore, the use of linear splines at one of the algorithm steps reduces the amount of machine time required to find an approximate solution with a given accuracy.