• DocumentCode
    964202
  • Title

    A new characterization for multivariate Gaussian reciprocal processes

  • Author

    Chen, Jie ; Weinert, Howard L.

  • Author_Institution
    Dept. of Electr. & Comput. Eng., Johns Hopkins Univ., Baltimore, MD, USA
  • Volume
    38
  • Issue
    10
  • fYear
    1993
  • fDate
    10/1/1993 12:00:00 AM
  • Firstpage
    1601
  • Lastpage
    1602
  • Abstract
    Established 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. The authors do not impose any nonsingularity conditions on the covariance function of the state vector
  • Keywords
    boundary-value problems; random processes; multivariate Gaussian reciprocal processes; necessary and sufficient condition; state vector; two-point boundary value system; Covariance matrix; Gaussian noise; Gaussian processes; History; Random processes; Stochastic systems; Sufficient conditions;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/9.241586
  • Filename
    241586
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=964202