Publication | Date of Publication | Type |
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Optimal projection filters with information geometry | 2024-01-16 | Paper |
Non-negativity and zero isolation for generalized mixtures of densities | 2023-05-17 | Paper |
Fisher Information Matrix for Single Molecules with Stochastic Trajectories | 2020-05-04 | Paper |
Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex | 2018-11-12 | Paper |
THE LONG-TERM BEHAVIOUR OF MARKOV SEQUENCES | 2013-07-10 | Paper |
Non-negativity Analysis for Exponential-Polynomial-Trigonometric Functions on [0,∞) | 2012-12-06 | Paper |
A FINITE-DIMENSIONAL HJM MODEL: HOW IMPORTANT IS ARBITRAGE-FREE EVOLUTION? | 2011-01-20 | Paper |
https://portal.mardi4nfdi.de/entity/Q5386569 | 2008-05-14 | Paper |
Efficiency improvement in an \(n\)D systems approach to polynomial optimization | 2007-10-23 | Paper |
Canonical lossless state-space systems: staircase forms and the Schur algorithm | 2007-08-27 | Paper |
Optimal H2 order-one reduction by solving eigenproblems for polynomial equations | 2007-06-13 | Paper |
Balanced realizations of discrete-time stable all-pass systems and the tangential Schur algorithm | 2006-12-07 | Paper |
https://portal.mardi4nfdi.de/entity/Q5394909 | 2006-11-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q5394910 | 2006-11-01 | Paper |
Identifiability of homogeneous systems using the state isomorphism approach | 2005-05-12 | Paper |
An analysis of separable least squares data driven local coordinates for maximum likelihood estimation of linear systems | 2005-05-12 | Paper |
On new parametrization methods for the estimation of linear state–space models | 2005-04-21 | Paper |
Global minimization of a multivariate polynomial using matrix methods | 2003-08-28 | Paper |
On a cepstral norm for an ARMA model and the polar plot of the logarithm of its transfer function | 2003-01-22 | Paper |
State space calculations for discrete probability densities | 2002-08-28 | Paper |
Overlapping Block-Balanced Canonical Forms and Parametrizations: The Stable SISO Case | 2002-01-13 | Paper |
A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering | 2001-10-29 | Paper |
Balanced parametrizations of stable SISO all-pass systems in discrete time | 2001-08-19 | Paper |
Symbolic computation of Fisher information matrices for parametrized state-space systems | 2000-04-25 | Paper |
Overlapping block-balanced canonical forms for various classes of linear systems | 2000-02-07 | Paper |
Approximate nonlinear filtering by projection on exponential manifolds of densities | 2000-01-31 | Paper |
https://portal.mardi4nfdi.de/entity/Q4312597 | 1999-11-08 | Paper |
A differential geometric approach to nonlinear filtering: the projection filter | 1999-01-19 | Paper |
On some filtering problems arising in mathematical finance | 1998-01-01 | Paper |
Constructive algebra methods for the \(L_ 2\)-problem for stable linear systems | 1997-05-14 | Paper |
A Faddeev sequence method for solving Lyapunov and Sylvester equations | 1997-03-25 | Paper |
A new balanced canonical form for stable multivariable systems | 1996-02-13 | Paper |
https://portal.mardi4nfdi.de/entity/Q4840502 | 1995-07-24 | Paper |
https://portal.mardi4nfdi.de/entity/Q4694362 | 1993-06-29 | Paper |
https://portal.mardi4nfdi.de/entity/Q3995537 | 1992-09-17 | Paper |
https://portal.mardi4nfdi.de/entity/Q3995538 | 1992-09-17 | Paper |
The area enclosed by the (oriented) Nyquist diagram and the Hilbert-Schmidt-Hankel norm of a linear system | 1992-08-13 | Paper |
On the differentiable manifold of fixed order stable linear systems | 1989-01-01 | Paper |
https://portal.mardi4nfdi.de/entity/Q3754534 | 1986-01-01 | Paper |