  The paper is devoted to synthesis of recurrent algorithms for detection of
stochastic signals given in state space. The structure of the algorithms
synthesized is shown to be close to that of the Kalman filter. Analysis of one
of the algorithms synthesized is carried out. Illustration of connection
between weight coefficients of processing system, which are formed in implicit
form, is given. Dynamics of amplification and feedback coefficients of the
system is studied; calculation of its detection characteristics is fulfilled.
Synthesis of the filters is also carried out for the continuous time. The
algorithms synthesized are extended to the case of a mixture of stochastic
correlated interferences and white noise. Modification of one of the algorithms
is made which enables its use for solving problems of multialternative
detection.
