W. Murray Wonham. On the probability density of the output of a low-pass system when the input is a Markov step process. IEEE Transactions on Information Theory, 6(5):539-544, 1960. [doi]
@article{Wonham60,
title = {On the probability density of the output of a low-pass system when the input is a Markov step process},
author = {W. Murray Wonham},
year = {1960},
doi = {10.1109/TIT.1960.1057599},
url = {http://dx.doi.org/10.1109/TIT.1960.1057599},
researchr = {https://researchr.org/publication/Wonham60},
cites = {0},
citedby = {0},
journal = {IEEE Transactions on Information Theory},
volume = {6},
number = {5},
pages = {539-544},
}