Title :
Forwards, backwards, and dynamically reversible Markovian models of second-order processes
Author :
Anderson, Brian D O ; Kailath, Thomas
fDate :
11/1/1979 12:00:00 AM
Abstract :
Related causal and anticausal models of second-order processes are studied; new properties are characterized in terms of associated matrix fraction descriptions. Situations in which related causal and anticausal models have the same transfer function matrix are examined in detail, and the models are shown to possess internal and external time-reversiblity properties. Connections with ideas of statistical mechanics and passive networks are also indicated.
Keywords :
General circuits and systems theory; Markov processes; Spectral factorizations; Stochastic processes; Information systems; Laboratories; Linear systems; Passive networks; Poles and zeros; Reflection; Smoothing methods; Symmetric matrices; Transfer functions; White noise;
Journal_Title :
Circuits and Systems, IEEE Transactions on
DOI :
10.1109/TCS.1979.1084590
