Necessary and sufficient conditions on the parameters of 1-D Gaussian Markov processes

Sridhar Lakshmanan, Haluk Derin. Necessary and sufficient conditions on the parameters of 1-D Gaussian Markov processes. IEEE Transactions on Signal Processing, 40(5):1266-1271, 1992. [doi]

@article{LakshmananD92,
  title = {Necessary and sufficient conditions on the parameters of 1-D Gaussian Markov processes},
  author = {Sridhar Lakshmanan and Haluk Derin},
  year = {1992},
  doi = {10.1109/78.134491},
  url = {http://dx.doi.org/10.1109/78.134491},
  researchr = {https://researchr.org/publication/LakshmananD92},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {40},
  number = {5},
  pages = {1266-1271},
}