  Reversal of the time direction in stochastic systems driven by white noise
has been central throughout the development of stochastic realization theory,
filtering and smoothing. Similar ideas were developed in connection with
certain problems in the theory of moments, where a duality induced by time
reversal was introduced to parametrize solutions. In this latter work it was
shown that stochastic systems driven by arbitrary second-order stationary
processes can be similarly time-reversed. By combining these two sets of ideas
we present herein a generalization of time-reversal in stochastic realization
theory.
