Abstract
For the multicomponent Ornstein-Uhlenbeck stochastic process, we derive a compact representation of the generating function of the integral quadratic performance functional. This representation may be used to solve the control problem for a distributed stochastic process.
Similar content being viewed by others
References
Yu. M. Astapov and V. S. Medvedev, Statistical Theory of Automatic Regulation and Control Systems [in Russian], Moscow (1982).
A. G. Butkovskii and L. M. Pustyl'nikov, Theory of Moving Control of Distributed-Parameter Systems [in Russian], Moscow (1980).
H.-S. Ho, Gaussian Measures in Banach Spaces [Russian translation], Moscow (1979).
B. R. Levin, Theoretical Principles of Statistical Radio Engineering [in Russian], Moscow (1969).
Author information
Authors and Affiliations
Additional information
Translated from Vychislitel'naya i Prikladnaya Matematika, No. 66, pp. 104–106, 1988.
Rights and permissions
About this article
Cite this article
Kostenko, Y.T., Mazmanishvili, A.S. Compact representation of the Hadamard function in a multidimensional space, based on the integral correlation matrix operator. J Math Sci 66, 2435–2437 (1993). https://doi.org/10.1007/BF01364979
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF01364979
