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

Brian D.O. Anderson

doi:10.1109/TCS.1979.1084590

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

Brian D.O. Anderson

Research output: Contribution to journal › Article › peer-review

11 Citations (Scopus)

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 language	English
Pages (from-to)	956-965
Number of pages	10
Journal	IEEE Transactions on Circuits and Systems
Volume	26
Issue number	11
DOIs	https://doi.org/10.1109/TCS.1979.1084590
Publication status	Published - Nov 1979
Externally published	Yes

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10.1109/TCS.1979.1084590

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

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.",

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AB - 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.

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U2 - 10.1109/TCS.1979.1084590

DO - 10.1109/TCS.1979.1084590

M3 - Article

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SN - 0098-4094

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JO - IEEE Transactions on Circuits and Systems

JF - IEEE Transactions on Circuits and Systems

IS - 11

ER -

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

Abstract

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