Optimization of multioutput linear time-varying systems subject to multiple or redundant nonstationary inputs

THE OPTIMIZATION of linear systems with single input and output terminals has already been treated in considerable detail. Booton demonstrated that the impulse response of such systems satisfies a modified Wiener-Hopf linear-integral equation.1 The practical solution of such equations was materially enhanced by Shinbrot, who demonstrated that relatively simple closed-form solutions could be obtained for suitable approximations to the associated correlation functions.2,3