Real-time digital filters for siso linear stochastic systems

The class of digital filters applied on PC, those who interact with dynamic processes and emit high quality output responses with time constraints and critical synchrony, will be described as RTDF (Real-time Digital Filters). The main RTDF properties will be described including a basic estimator example. The document is formed by the next sections: a) Digital Filter and Real-time Systems basically theories and main results of Real-time Digital Filtering. b) The RTDF theoretical results : considering local and global constraints. c) The RTDF implementation: considering a parameters estimator. In this part develops an extensive analysis of concurrent tasks: precedence constraints and times into a PC are considered.