A new characterization for multivariate Gaussian reciprocal processes

DOI10.1109/9.241586zbMath0786.60050OpenAlexW2129108438MaRDI QIDQ4280012

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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