| Publication | Date of Publication | Type |
|---|
Fast calibration of two-factor models for energy option pricing
Applied Stochastic Models in Business and Industry | 2024-07-25 | Paper |
MCMC calibration of spot-prices models in electricity markets
Applied Stochastic Models in Business and Industry | 2024-07-23 | Paper |
Stable spline identification of linear systems under missing data
Automatica | 2024-02-20 | Paper |
Multi-opinion Markovian agent networks: parametrization, second order moment and social power
Automatica | 2023-07-05 | Paper |
Optimal control of compartmental models: the exact solution
Automatica | 2022-12-09 | Paper |
Regularized system identification. Learning dynamic models from data
Communications and Control Engineering | 2022-03-11 | Paper |
| On the agreement between bibliometrics and peer review. Supplementary materials | 2020-04-15 | Dataset |
Stabilizing predictive control of nonlinear ARX models
Automatica | 2019-10-02 | Paper |
Opinion influence and evolution in social networks: a Markovian agents model
Automatica | 2019-04-24 | Paper |
Almost Sure Stability of Markov Jump Linear Systems With Deterministic Switching
IEEE Transactions on Automatic Control | 2017-09-08 | Paper |
On Discrete-Time<tex>$H_infty$</tex>Fixed-Lag Smoothing
IEEE Transactions on Signal Processing | 2017-09-08 | Paper |
Almost sure stability of stochastic linear systems with ergodic parameters
European Journal of Control | 2017-04-19 | Paper |
Multi-step virtual metrology for semiconductor manufacturing: a multilevel and regularization methods-based approach
Computers & Operations Research | 2016-11-10 | Paper |
Design of stabilizing strategies for discrete-time dual switching linear systems
Automatica | 2016-05-20 | Paper |
Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint
Automatica | 2016-05-20 | Paper |
Population modelling of patient responses in antidepressant studies: a stochastic approach
Mathematical Biosciences | 2015-05-06 | Paper |
Virtual sensors for semiconductor manufacturing: A nonparametric approach -- exploiting information theoretic learning and kernel machines
Informatics in Control, Automation and Robotics | 2015-04-08 | Paper |
Kernel methods in system identification, machine learning and function estimation: a survey
Automatica | 2014-10-20 | Paper |
Stochastic stability of positive Markov jump linear systems
Automatica | 2014-10-17 | Paper |
| scientific article; zbMATH DE number 5957500 (Why is no real title available?) | 2011-10-12 | Paper |
Prediction error identification of linear systems: a nonparametric Gaussian regression approach
Automatica | 2011-02-21 | Paper |
A new kernel-based approach for linear system identification
Automatica | 2010-07-20 | Paper |
Markov jump linear systems with switching transition rates: mean square stability with dwell-time
Automatica | 2010-06-17 | Paper |
Tradeoff between mean-square and worst-case performances in adaptive filtering. With a discussion by Ali H. Sayed and comments by the authors.
European Journal of Control | 2009-08-23 | Paper |
An algebraic characterization of the optimum of regularized kernel methods
Machine Learning | 2009-03-31 | Paper |
Fast algorithms for nonparametric population modeling of large data sets
Automatica | 2009-02-10 | Paper |
Filtering Problem for Discrete Volterra Equations with Combined Disturbances
Stochastic Analysis and Applications | 2007-12-12 | Paper |
Nonparametric identification of population models via Gaussian processes
Automatica | 2007-08-23 | Paper |
On almost sure stability of continuous-time Markov jump linear systems
Automatica | 2006-12-14 | Paper |
On the stabilization of nonlinear discrete-time systems with output feedback
International Journal of Robust and Nonlinear Control | 2005-01-12 | Paper |
Robust model predictive control for nonlinear discrete‐time systems
International Journal of Robust and Nonlinear Control | 2003-04-28 | Paper |
Regularization networks for inverse problems: A state-space approach
Automatica | 2003-04-27 | Paper |
Existence and convergence of solutions to the H sampled-data estimation problem
International Journal of Control | 2002-08-11 | Paper |
GuaranteedH? robustness bounds for Wiener filtering and prediction
International Journal of Robust and Nonlinear Control | 2002-07-30 | Paper |
| scientific article; zbMATH DE number 1289934 (Why is no real title available?) | 2002-05-05 | Paper |
| Model predictive control: Output feedback and tracking of nonlinear systems | 2002-04-24 | Paper |
A stabilizing model-based predictive control algorithm for nonlinear systems
Automatica | 2002-02-10 | Paper |
Output feedback and tracking of nonlinear systems with model predictive control
Automatica | 2002-02-10 | Paper |
| scientific article; zbMATH DE number 1342079 (Why is no real title available?) | 2001-09-04 | Paper |
Fast spline smoothing via spectral factorization concepts
Automatica | 2001-08-19 | Paper |
On the Wold decomposition of discrete-time cyclostationary processes
IEEE Transactions on Signal Processing | 2001-07-08 | Paper |
| scientific article; zbMATH DE number 1445420 (Why is no real title available?) | 2001-04-03 | Paper |
| scientific article; zbMATH DE number 1342064 (Why is no real title available?) | 2000-12-10 | Paper |
Consistent identification of NARX models via regularization networks
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
Stabilizing receding-horizon control of nonlinear time-varying systems
IEEE Transactions on Automatic Control | 2000-10-17 | Paper |
\(H_\infty\)-robustness of adaptive filters against measurement noise and parameter drift
Automatica | 1999-11-23 | Paper |
Discussion on: `Discrete-time Riccati equations in open-loop Nash and Stackelberg games' by G. Freiling, G. Jank and H. Abou-Kandil.
European Journal of Control | 1999-11-21 | Paper |
Zeros of continuous-time linear periodic systems
Automatica | 1999-08-22 | Paper |
Kalman filtering with mixed discrete-continuous observations
International Journal of Control | 1999-08-22 | Paper |
| scientific article; zbMATH DE number 1254077 (Why is no real title available?) | 1999-02-23 | Paper |
On the zeros of discrete-time linear periodic systems
Circuits, Systems, and Signal Processing | 1999-02-01 | Paper |
Transient and asymptotic analysis of discrete-time \(H_\infty\)-filters
European Journal of Control | 1998-10-11 | Paper |
Nonparametric input estimation in physiological systems: Problems, methods, and case studies
Automatica | 1997-11-13 | Paper |
Finite escapes and convergence properties of guaranteed-cost robust filters
Automatica | 1997-09-15 | Paper |
H/sub ∞/-differential Riccati equations: convergence properties and finite escape phenomena
IEEE Transactions on Automatic Control | 1997-09-04 | Paper |
On the use of reachability Gramians for the stabilization of linear periodic systems
Automatica | 1997-07-23 | Paper |
Robust predictive control of systems with uncertain impulse response
Automatica | 1997-05-14 | Paper |
On the stability of receding-horizon LQ control with zero-state terminal constraint
IEEE Transactions on Automatic Control | 1997-05-12 | Paper |
Optimal design of robust predictors for linear discrete-time systems
Systems & Control Letters | 1997-02-28 | Paper |
| scientific article; zbMATH DE number 834331 (Why is no real title available?) | 1996-11-26 | Paper |
On the robustness of receding-horizon control with terminal constraints
IEEE Transactions on Automatic Control | 1996-08-21 | Paper |
An adaptive predictive regulator with input saturations
Automatica | 1996-08-01 | Paper |
| scientific article; zbMATH DE number 910664 (Why is no real title available?) | 1996-07-28 | Paper |
Optimal robust filtering with time-varying parameter uncertainty
International Journal of Control | 1996-05-06 | Paper |
Multirate LQG control of continuous-time stochastic systems
Automatica | 1995-07-03 | Paper |
Covariance bounds for discrete-time linear systems with time-varying parameter uncertainty
International Journal of Control | 1995-05-17 | Paper |
Cyclomonotonicity, Riccati equations and periodic receding horizon control
Automatica | 1994-12-01 | Paper |
| scientific article; zbMATH DE number 696791 (Why is no real title available?) | 1994-11-29 | Paper |
On the computation of upper covariance bounds for perturbed linear systems
IEEE Transactions on Automatic Control | 1994-09-21 | Paper |
On the utopian approach to the multiobjective LQ problem
Optimal Control Applications & Methods | 1994-01-16 | Paper |
| scientific article; zbMATH DE number 440444 (Why is no real title available?) | 1994-01-02 | Paper |
Spectral factorization of linear periodic systems with application to the optimal prediction of periodic ARMA models
Automatica | 1993-08-17 | Paper |
On the Time-Varying Riccati Difference Equation of Optimal Filtering
SIAM Journal on Control and Optimization | 1993-04-01 | Paper |
Cyclomonotonicity and stabilizability properties of solutions of the difference periodic Riccati equation
IEEE Transactions on Automatic Control | 1993-01-16 | Paper |
Comments on "Stabilizability and detectability of discrete-time time-varying systems" by J.C. Engwerda [with reply]
IEEE Transactions on Automatic Control | 1993-01-16 | Paper |
Differential periodic Riccati equations: a note on the existence of an infinite number of periodic strong solutions
International Journal of Control | 1993-01-16 | Paper |
Difference and differential Riccati equations: a note on the convergence to the strong solution
IEEE Transactions on Automatic Control | 1992-10-06 | Paper |
On the convergence to the strong solution of periodic Riccati equations
International Journal of Control | 1992-09-27 | Paper |
An algebraic Riccati equation for the discrete-time periodic prediction problem
Systems & Control Letters | 1990-01-01 | Paper |
On a fallacious conjecture about the stabilizability properties of solutions of the Riccati difference equation
Systems & Control Letters | 1990-01-01 | Paper |
A note on the maximal solution of the periodic Riccati equation
IEEE Transactions on Automatic Control | 1989-01-01 | Paper |
The difference periodic Ricati equation for the periodic prediction problem
IEEE Transactions on Automatic Control | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4093277 (Why is no real title available?) | 1988-01-01 | Paper |
Discrete-time linear periodic systems: A note on the reachability and controllability interval length
Systems & Control Letters | 1986-01-01 | Paper |
