On the computation of the stationary capacitor voltage variance matrix of an active RC network driven by white noise

A procedure is derived for numerically computing the variance matrix of the wide sense stationary capacitor voltage processes of a linear active RC network driven by white noise. In contrast to the state-space approach also mentioned, this procedure realizes a transfer function approach which simplifies the formulation of the system equations for the network. Our application of the procedure is in computer-aided noise analysis of switched-capacitor circuits.