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Invariant system description of the stochastic realization

✍ Scribed by J.V. Candy; T.E. Bullock; M.E. Warren


Publisher
Elsevier Science
Year
1979
Tongue
English
Weight
271 KB
Volume
15
Category
Article
ISSN
0005-1098

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✦ Synopsis


In this article it is shown that the class of all reahzatlons possessing the same power spectral density can be uniquely characterized by giving an lnvarlant system description A new transformation group Is introduced and shown to leave the spectral density unchanged The action of th~s group must be considered when attempting to specify a stochastic realization from spectral densmes or equivalently covarlance sequences


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