Locally-optimal processing of digital signals

Setting of a problem of locally-optimal processing of signals is carried out. Defining equations of signal notations on finite intervals are received, ways of description of signals on finite intervals by means of Laplace transformation and character of conversion of basic systems of functions in linear systems are defined. Functions and functionals of losses with limitations of type of equality and inequality, integral functionals and spectral responses which might be used in the performance of a task of locally-optimal processing of signals are found.