可能具有对称性的谱密度矩阵的随机实现

A. V. D. Schaft, Jan C. Willems
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引用次数: 2

摘要

本文简要回顾了[6]中提出的随机实现谱密度矩阵的新方法。之后,我们将展示如何使用这种方法,使外部对称性反映在随机实现中。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stochastic realization of spectral density matrices which may possess symmetries
A new procedure for stochastic realization of spectral density matrices as proposed in [6] is briefly reviewed. Afterwards we show how this approach may be used such that external symmetries are reflected in the stochastic realization.
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