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:<math>\mathbf{\Phi}(\tau, \tau) = I</math> for all <math>\tau</math> and where <math>I</math> is the identity matrix.<ref>{{cite book|first=Roger W.|last=Brockett|title=Finite Dimensional Linear Systems|publisher=John Wiley & Sons|year=1970|isbn=978-0-471-10585-5}}</ref>
And <math> \mathbf{\Phi}</math>
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