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Aug 3, 2014 at 5:06 comment added J. E. Pascoe I mean $I$ to be the N by N identity matrix.
Aug 3, 2014 at 4:56 comment added J. E. Pascoe Then it would seem that taking $\Phi = -I$ and $P = I,$ where I, would imply that the phenomenon is indeed a coincidence. Although, with some extra special structure, the phenomenon may hold.
Aug 3, 2014 at 4:55 answer added cdh timeline score: 4
Aug 3, 2014 at 4:51 comment added Michael Fan Zhang $\Phi$ is a real $N\times N$ matrix, no special properties.
Aug 3, 2014 at 4:39 comment added J. E. Pascoe What is $\Phi?$
Aug 3, 2014 at 4:31 history asked Michael Fan Zhang CC BY-SA 3.0