E.C. Obinabo, C.E. Ojieabu, Measurement Noise Filtration and State Estimation of a Discrete-Time Stochastic Process, International Journal of Soft Computing, Volume 5,Issue 2, 2010, Pages 29-34, ISSN 1816-9503, ijscomp.2010.29.34, (https://makhillpublications.co/view-article.php?doi=ijscomp.2010.29.34) Abstract: This study presents a stochastic time-invariant model for linear filtering and prediction of state of a classical problem of known system in which it is required to calculate the output for all t>0. Signal filtration in this application provides additional processing techniques under operator control to obtain accurate results in noisy measurements. This was enhanced by inclusion of an analogue filter to reduce the interference from signals generated in the measurements and to ensure that accurate signal values could be detected in the majority of the cases. Keywords: Signal filtration;noisy measurements;discrete-time stochastic process;kalman filter;maximum likelihood;Ekpoma;Nigeria