A NEW CHARACTERIZATION FOR MULTIVARIATE GAUSSIAN RECIPROCAL PROCESSES

被引：7
|
作者：
CHEN, J
WEINERT, HL
机构：
[1] Department of Electrical and Computer Engineering, The Johns Hopkins University, Baltimore, MD
来源：
IEEE TRANSACTIONS ON AUTOMATIC CONTROL | 1993年 / 38卷 / 10期
关键词：
D O I：
10.1109/9.241586
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
We establish a new necessary and sufficient condition for a multivariate Gaussian random process to be reciprocal. This result is then used to prove that the state vector of a two-point boundary value system is reciprocal. We do not impose any nonsingularity conditions on the covariance function of the state vector.
引用
收藏
页码：1601 / 1602
页数：2
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