The paper presents an applicable, approximate solution to the filtering-prediction problem for the diagnostic signals. It takes into consideration the possibility of compensating the noise generated by the deformations of the surface geometry of a shaft neck. The equations of the Kalman-Bucy model were the basis for the calculations of the structure of the filter-predictor under investigation. ; It was defined by a stochastic equation of the shaft neck movement around the point of balance which was related to the equation of the monitored courses. Relations resulting from the two-dimensional isothermal model of a hydrodynamic bearing were used. They were the basis for the formulation of equations which define the shape of the signal filtration and prediction module adequate for the geometry of a machine sensor configuration.