Discover how Hyperbolic Absolute Risk Aversion models risk tolerance, influences investment choices, and simplifies financial ...
Abstract: A derivation of the power spectral density (PSD) matrix of a continuous-time, linear, constant-coefficient system with white Gaussian noise input is given. The assumption of wide-sense ...
Abstract: In this paper, we obtain a general characterization of discrete-time all-pass rational matrix functions from state-space representations. We establish a general characterization of the ...