It is proposed to use the spectral form of mathematical description of control systems for modeling continuous-time Markov random processes described by linear stochastic differential equations with additive or multip...It is proposed to use the spectral form of mathematical description of control systems for modeling continuous-time Markov random processes described by linear stochastic differential equations with additive or multiplicative noise.The obtained results are applied to solve the output process analysis problem and the optimal estimation problem.展开更多
A general n-th order spectral transform and a technique for inverting this transform is described in this paper and the usefulness of the whole procedure is illustrated by the solution of a system of nonlinear Klein G...A general n-th order spectral transform and a technique for inverting this transform is described in this paper and the usefulness of the whole procedure is illustrated by the solution of a system of nonlinear Klein Gordon equations.展开更多
基金financially supported by the Russian Foundation for Basic Research,Project No.17-08-00530.
文摘It is proposed to use the spectral form of mathematical description of control systems for modeling continuous-time Markov random processes described by linear stochastic differential equations with additive or multiplicative noise.The obtained results are applied to solve the output process analysis problem and the optimal estimation problem.
文摘A general n-th order spectral transform and a technique for inverting this transform is described in this paper and the usefulness of the whole procedure is illustrated by the solution of a system of nonlinear Klein Gordon equations.
