are large sets of observed and reference signals, respectively, each containing
signals. Is it possible to construct a filter
that requires a priori information only on
than the known filters based on a priori information on
reference signal from
? It is shown that the positive answer is achievable under quite unrestrictive assumptions. The device behind the proposed method is based on a special extension of the piecewise linear interpolation technique to the case of random signal sets. The proposed technique provides a single filter to process any signal from the arbitrarily large signal set. The filter is determined in terms of pseudo-inverse matrices so that it always exists.