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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
DOI: 10.1016/0005-1098(79)90026-8

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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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