| Publication | Date of Publication | Type |
|---|
Optimal projection filters with information geometry
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
SIAM Journal on Imaging Sciences | 2020-05-04 | Paper |
Pricing derivatives on multiple assets: recombining multinomial trees based on Pascal's simplex
Annals of Operations Research | 2018-11-12 | Paper |
The long-term behaviour of Markov sequences
Mathematical Proceedings of the Royal Irish Academy | 2013-07-10 | Paper |
Non-negativity analysis for exponential-polynomial-trigonometric functions on \([0,\infty)\)
Spectral Theory, Mathematical System Theory, Evolution Equations, Differential and Difference Equations | 2012-12-06 | Paper |
A finite-dimensional HJM model: How important is arbitrage-free evolution?
International Journal of Theoretical and Applied Finance | 2011-01-20 | Paper |
| A novel approach to parametrization and parameter estimation in linear dynamic systems | 2008-05-14 | Paper |
Efficiency improvement in an \(n\)D systems approach to polynomial optimization
Journal of Symbolic Computation | 2007-10-23 | Paper |
Canonical lossless state-space systems: staircase forms and the Schur algorithm
Linear Algebra and its Applications | 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
Linear Algebra and its Applications | 2006-12-07 | Paper |
| On the Riemannian manifold structure of classes of linear systems | 2006-11-01 | Paper |
| Identifiability of homogeneous polynomial systems using the state isomorphism approach | 2006-11-01 | Paper |
Identifiability of homogeneous systems using the state isomorphism approach
Automatica | 2005-05-12 | Paper |
An analysis of separable least squares data driven local coordinates for maximum likelihood estimation of linear systems
Automatica | 2005-05-12 | Paper |
On new parametrization methods for the estimation of linear state–space models
International Journal of Adaptive Control and Signal Processing | 2005-04-21 | Paper |
Global minimization of a multivariate polynomial using matrix methods
Journal of Global Optimization | 2003-08-28 | Paper |
On a cepstral norm for an ARMA model and the polar plot of the logarithm of its transfer function
Signal Processing | 2003-01-22 | Paper |
State space calculations for discrete probability densities
Linear Algebra and its Applications | 2002-08-28 | Paper |
Overlapping Block-Balanced Canonical Forms and Parametrizations: The Stable SISO Case
SIAM Journal on Control and Optimization | 2002-01-13 | Paper |
A state-space calculus for rational probability density functions and applications to non-Gaussian filtering
SIAM Journal on Control and Optimization | 2001-10-29 | Paper |
Balanced parametrizations of stable SISO all-pass systems in discrete time
MCSS. Mathematics of Control, Signals, and Systems | 2001-08-19 | Paper |
Symbolic computation of Fisher information matrices for parametrized state-space systems
Automatica | 2000-04-25 | Paper |
Overlapping block-balanced canonical forms for various classes of linear systems
Linear Algebra and its Applications | 2000-02-07 | Paper |
Approximate nonlinear filtering by projection on exponential manifolds of densities
Bernoulli | 2000-01-31 | Paper |
| scientific article; zbMATH DE number 683466 (Why is no real title available?) | 1999-11-08 | Paper |
A differential geometric approach to nonlinear filtering: the projection filter
IEEE Transactions on Automatic Control | 1999-01-19 | Paper |
On some filtering problems arising in mathematical finance
Insurance Mathematics & Economics | 1998-01-01 | Paper |
Constructive algebra methods for the \(L_ 2\)-problem for stable linear systems
Automatica | 1997-05-14 | Paper |
A Faddeev sequence method for solving Lyapunov and Sylvester equations
Linear Algebra and its Applications | 1997-03-25 | Paper |
A new balanced canonical form for stable multivariable systems
IEEE Transactions on Automatic Control | 1996-02-13 | Paper |
| scientific article; zbMATH DE number 778051 (Why is no real title available?) | 1995-07-24 | Paper |
| scientific article; zbMATH DE number 218703 (Why is no real title available?) | 1993-06-29 | Paper |
| scientific article; zbMATH DE number 44985 (Why is no real title available?) | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 44984 (Why is no real title available?) | 1992-09-17 | Paper |
The area enclosed by the (oriented) Nyquist diagram and the Hilbert-Schmidt-Hankel norm of a linear system
IEEE Transactions on Automatic Control | 1992-08-13 | Paper |
On the differentiable manifold of fixed order stable linear systems
Systems & Control Letters | 1989-01-01 | Paper |
| scientific article; zbMATH DE number 4002003 (Why is no real title available?) | 1986-01-01 | Paper |
