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When Roman authors, such as Suetonius (in his Life of Galba), make mention of an Emperor's going out with his army (faciens profectionem ad bellum), they almost invariably say that he departed paludatus.
On a large brass of Domitian we see the Emperor standing, in the dress of a warrior, holding a lince in his left hand, and the paludamentum on his shoulder; a captive at his feet.