Forwards, Backwards, and Dynamically Reversible Markovian Models of Second-Order Processes

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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.

Original languageEnglish
Pages (from-to)956-965
Number of pages10
JournalIEEE Transactions on Circuits and Systems
Volume26
Issue number11
DOIs
Publication statusPublished - Nov 1979
Externally publishedYes

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