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A serious flaw in the proof of the equivalence of continuous time state space models and MCARMA processes spotted in Fasen and Schenk (2024) is corrected. We point out that likewise an issue in the proof of Theorem 3.2 in Brockwell and Schlemm (2013) can be resolved and, hence, any MCARMA process and linear state space model has both a controller and an observer canonical representation. Equivalently, the transfer function has both a left and right matrix fraction representation.

生成讲解博客的中文版本

生成AI智能校验的中文版本