ABSTRACT
The Cayley transform
T γ = (γI + A)(γI - A)-1, γ > 0
is frequently used to switch from the study of closed but in general unbounded linear operators with dense domain 풟(A) in some Hilbert space H to that of the bounded operators T γ [1, 6, 10]. This transform has been used in prediction theory of stationary stochastic processes in order to turn processes with continuous time parameter into such with discrete time [7]. In [2] it was proposed to change passive linear stationary systems with continuous time parameter into equivalent ones with discrete time by the Cayley transform, which preserves the main global properties of the system.