Positivity conditions for stochastic state space modelling of time series
这篇短文澄清了观测时间序列状态空间建模中平衡方法的一些问题，指出该方法可能不满足随机过程的正实条件，并通过理论谱分析和模拟单变量ARMA(1,1)模型加以说明。
This short paper clarifies some aspects of the balancing method for state space modelling of observed time series. This method may fail to satisfy the so-called positive real condition for stochastic processes. We illustrate this by theoretical spectral analysis and also by simulating univariate ARMA (1,1) models.