The paper is concerned with determination of the state components in the case of measurements of output and control signals of the plant with errors. The optimal operators have been considered, which in the case of least favorable measurement errors give a minimal value of error of component to be defined. Particularly a case of signal measurement with errors which differ from each other has been considered. It has been shown that optimal operators are certain linear operators. The way of selecting these optimal operators from linear operators has been also shown. Namely it has been proved that for all cases which are considering the so called mini-max principle preserve its validity. Other theorems which can help to select optimal operators are formulated.

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