
is called the state transition matrix.
is typically a diagonal matrix of lowpass filters, each having gain no greater than 1.
decreases over time when the input signal is zero:
, where
, where
is any orthogonal matrix and
is a diagonal matrix having entries less than 1 in magnitude.
is lossless if and only if its eigenvalues have modulus 1 and its
eigenvectors are linearly independent.
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