\(A\succeq B:\) \(A-B\) is a positive semi-definite matrix. \(\mathbb{E}:\) expected value. \(\mathbb{S}^{n}:\) the set of \(n\times n\) symmetric matrices. If \(U\) is a positive semidefinite matrix, then \(U^{1/2}\) is a positive semidefinite matrix that satisfies \(U^{1/2}U^{1/2}=U\). We will use calligraphic letters to denote transfer matrices and normal letters to denote constant matrices. A rational transfer function is called to be proper if the degree of the numerator does not exceed the degree of the denominator. It is called strictly proper if the degree of the numerator is less than the degree of the denominator. For a rational transfer matrix \(\mathcal{V}(z)\), we define \(\mathcal{V}^{*}(z)=\mathcal{V}^{T}(\frac{1}{z})\).