On the White-Noise Limit of the Colored Linear Inverse Model

Abstract

A recent paper by Lien et al. (2025) introduces the "colored linear inverse model" (colored LIM), in which stochastic forcing is modeled using Ornstein-Uhlenbeck colored noise rather than idealized white noise. In that work, it is shown that the derivative-based identification formulas used to estimate model parameters do not admit a regular white-noise limit due to the loss of differentiability of the lag-correlation function at zero lag. Here we revisit the white-noise limit from the perspective of the underlying stochastic differential equations. Treating the colored LIM as an augmented Ornstein-Uhlenbeck system, we show that as the correlation time tau -> 0 the colored-noise-driven system reduces to the classical LIM, and the corresponding stationary covariance satisfies the standard fluctuation-dissipation relation. Re-examining the same linear system used by Lien et al. (2025), we illustrate this convergence numerically. These results highlight a distinction between the singular behavior of derivative-based identification formulas and the regular limiting behavior of the underlying stochastic model. Taken together with recent results showing convergence of estimated parameters in the white-noise limit, they provide a consistent interpretation in which the colored LIM recovers the classical LIM at the level of stochastic dynamics even though certain estimation procedures become ill-defined in that limit.