SupplementaryMaterial

This covariance function can be equally presented as a spectral density function, asdiscussed inthemain paper (Wiener-Khinchin theorem). We are interested in the response of the system under white noise, and thus we relax tod = 1. This is a recurring task in signal processing and control theory (see, [24] for a brief but comprehensive overviewonthetopic). However, it is not entirely trivial from Eq. (20) why this is the case. We used a fully connected neural network architecture with one hidden layer of 50 nodes.