Definition 2.1: Assume u, in (1) are uncorrelated, uhite noise processcs, wc say the system (1) having finite- signal-to-noisc model (FSN model) if the spectral density matriar W, of u, satisfics. W)=Ex{|2å·*IR,0< R < OiI,7e {1,...,n}. fenote. R Ð (block diag(R, · · ·, R,) : 0 < R, s. o., I, j e 41,- - i G (1, - - - , n) such that. C) = tri / ceâ (B, ...
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