Newcomb, R. W.Anderson, B. D.O.2026-01-022026-01-020020-7179ORCID:/0000-0002-1493-4774/work/174739815https://hdl.handle.net/1885/733802975The paper considers the description via covtariance matrices of noise which can appear at measurement points of lumped physical systems, themselves excited by sources of white gaussian noise, with the possibility of direct input to output coupling allowed. The relevance is examined of the assumptions made in modelling the problem, and necessary and sufficient conditions are presented which mathematically characterize the covariance matrix of the measured noise.7en196610.1080/0020717660892138084945591526