DocumentCode
1181414
Title
Forwards, backwards, and dynamically reversible Markovian models of second-order processes
Author
Anderson, Brian D O ; Kailath, Thomas
Volume
26
Issue
11
fYear
1979
fDate
11/1/1979 12:00:00 AM
Firstpage
956
Lastpage
965
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;
fLanguage
English
Journal_Title
Circuits and Systems, IEEE Transactions on
Publisher
ieee
ISSN
0098-4094
Type
jour
DOI
10.1109/TCS.1979.1084590
Filename
1084590
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