Realizations restoration of gaussian processes by process readings and its linear transformations

An restoration algorithm of gaussian processes realizations with arbitrary correlation function by itself realization readings and its linear transformations is studied. Operations of integration, differentiation and time shift are used as linear transformations. Restoration is carried out by function of conditional average, restoration accuracy is evaluated by function of conditional variance. The expedience question of using linear transformation readings of a random process along with reading of a process in the procedure of discretization-restoration one should decide after comparative calculations of restoration errors.