A new characterization for multivariate Gaussian reciprocal processes

DOI10.1109/9.241586MaRDI QIDQ4280012zbMATH OpenOpenAlexFDO

Authors Jie Chen, Howard L. Weinert

Publication date 24 February 1994

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/9.241586

zbMATH Keywords

covariance functiontwo-point boundary value

Mathematics Subject Classification ID

Gaussian processes (60G15)

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• Stationarity and reciprocity in stochastic multipoint boundary value systems
• Characterization of Stationary Discrete-Time Gaussian Reciprocal Processes over a Finite Interval

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