Anders Lindquist

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Person:279705

Available identifiers

zbMath Open lindquist.anders-gDBLP79/344WikidataQ4753861 ScholiaQ4753861MaRDI QIDQ279705

List of research outcomes





PublicationDate of PublicationType
A multivariate non-Gaussian Bayesian filter using power moments2025-01-21Paper
A non-classical parameterization for density estimation using sample moments2024-11-18Paper
A non-Gaussian Bayesian filter using power and generalized logarithmic moments2024-07-18Paper
Spectral Factorization of Rank-Deficient Rational Densities2024-03-07Paper
Modeling of Low Rank Time Series2024-02-29Paper
The Covariance Extension Equation: A Riccati-Type Approach to Analytic Interpolation2023-09-25Paper
Non-Gaussian Bayesian filtering by density parametrization using power moments2023-07-05Paper
Identification of low rank vector processes2023-06-30Paper
Synchronization of nonlinear delayed semi-Markov jump neural networks via distributed delayed impulsive control2023-06-27Paper
A parameterized solution to the simultaneous stabilization problem2023-03-18Paper
An Analytic Interpolation Approach to Stability Margins With Emphasis on Time Delay2022-02-24Paper
Kalman's Influence on My Scientific Work: Some Recollections and Reflections [Historical Perspectives]2022-01-10Paper
On a Fejér-Riesz factorization of generalized trigonometric polynomials2021-08-06Paper
On a Fejer-Riesz factorization of generalized trigonometric polynomials2020-05-25Paper
Spectral Rank, Feedback, Causality and the Indirect Method for CARMA Identification2020-04-06Paper
An analytic interpolation approach to stability margins with emphasis on time delay2019-12-18Paper
Multivariable analytic interpolation with complexity constraints: A modified Riccati approach2019-03-13Paper
A modified Riccati approach to analytic interpolation with applications to system identification and robust control2018-11-27Paper
Likelihood Analysis of Power Spectra and Generalized Moment Problems2018-06-27Paper
Optimal Estimation With Missing Observations via Balanced Time-Symmetric Stochastic Models2018-06-27Paper
Multidimensional Rational Covariance Extension with Approximate Covariance Matching2018-03-16Paper
The Separation Principle in Stochastic Control, Redux2017-09-08Paper
Cepstral coefficients, covariance lags, and pole-zero models for finite data strings2017-09-08Paper
ARMA Identification of Graphical Models2017-09-08Paper
The Circulant Rational Covariance Extension Problem: The Complete Solution2017-09-08Paper
The Inverse Problem of Analytic Interpolation With Degree Constraint and Weight Selection for Control Synthesis2017-08-25Paper
A Convex Optimization Approach to ARMA Modeling2017-08-08Paper
Stability-Preserving Rational Approximation Subject to Interpolation Constraints2017-08-08Paper
On Degree-Constrained Analytic Interpolation With Interpolation Points Close to the Boundary2017-08-08Paper
Remarks on Control Design With Degree Constraint2017-07-27Paper
Matrix-valued nevanlinna-pick interpolation with complexity constraint: an optimization approach2017-06-20Paper
Partial Realization Theory and System Identification Redux2017-06-17Paper
Modeling of Stationary Periodic Time Series by ARMA Representations2017-01-27Paper
Multidimensional rational covariance extension with applications to spectral estimation and image compression2016-09-06Paper
The multidimensional moment problem with complexity constraint2016-04-29Paper
Linear Stochastic Systems2015-02-11Paper
On time-reversibility of linear stochastic models2013-08-31Paper
https://portal.mardi4nfdi.de/entity/Q30692882011-01-25Paper
A Homotopy Continuation Solution of the Covariance Extension Equation2011-01-25Paper
On the Stability and Instability of Padé Approximants2010-10-04Paper
Survey on the state of systems and control2010-01-04Paper
The Moment Problem for Rational Measures: Convexity in the Spirit of Krein2009-12-18Paper
Important Moments in Systems and Control2009-09-29Paper
Kullback-leibler approximation of spectral density functions2008-12-21Paper
A note on the Jacobian conjecture2008-09-01Paper
https://portal.mardi4nfdi.de/entity/Q54368082008-01-17Paper
Passivity-preserving model reduction by analytic interpolation2007-08-27Paper
Interior point solutions of variational problems and global inverse function theorems2007-06-11Paper
The generalized moment problem with complexity constraint2006-11-07Paper
Generalized interpolation in 𝐻^{∞} with a complexity constraint2005-12-12Paper
https://portal.mardi4nfdi.de/entity/Q31592112005-02-15Paper
https://portal.mardi4nfdi.de/entity/Q44378252003-01-01Paper
Advances in high-resolution spectral estimation2002-08-19Paper
A new approach to spectral estimation: A tunable high-resolution spectral estimator.2002-07-31Paper
A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint2002-07-21Paper
Identifiability and Well-Posedness of Shaping-Filter Parameterizations: A Global Analysis Approach2002-06-23Paper
A covariance extension approach to identification of time series2002-06-13Paper
From finite covariance windows to modeling filters: a convex optimization approach2002-04-15Paper
On the Duality between Filtering and Nevanlinna--Pick Interpolation2000-10-18Paper
Universal regulators for optimal tracking in discrete-time systems affected by harmonic disturbances2000-10-17Paper
Optimal damping of forced oscillations in discrete-time systems2000-06-27Paper
https://portal.mardi4nfdi.de/entity/Q42585122000-02-28Paper
https://portal.mardi4nfdi.de/entity/Q43125711999-11-08Paper
A Convex Optimization Approach to the Rational Covariance Extension Problem1999-03-31Paper
Experimental evidence showing that stochastic subspace identification methods may fail1999-01-12Paper
https://portal.mardi4nfdi.de/entity/Q43630421997-11-13Paper
On the partial stochastic realization problem1997-09-28Paper
https://portal.mardi4nfdi.de/entity/Q43575631997-09-25Paper
https://portal.mardi4nfdi.de/entity/Q52841381997-09-15Paper
Output-Induced Subspaces, Invariant Directions, and Interpolation in Linear Discrete-Time Stochastic Systems1997-05-26Paper
https://portal.mardi4nfdi.de/entity/Q48921891997-03-25Paper
Canonical correlation analysis, approximate covariance extension, and identification of stationary time series1997-02-25Paper
A complete parameterization of all positive rational extensions of a covariance sequence1996-01-07Paper
Zeros of Spectral Factors, the Geometry of Splitting Subspaces, and the Algebraic Riccati Inequality1995-12-11Paper
https://portal.mardi4nfdi.de/entity/Q43186831995-01-09Paper
On the Nonlinear Ddynamics of Fast Filtering Algorithms1994-06-29Paper
Predictability and unpredictability in Kalman filtering1992-06-27Paper
https://portal.mardi4nfdi.de/entity/Q39758571992-06-26Paper
Geometry of the Kimura-Georgiou parametrization of modelling filters1989-01-01Paper
https://portal.mardi4nfdi.de/entity/Q34816031988-01-01Paper
Realization Theory for Multivariate Stationary Gaussian Processes1985-01-01Paper
Forward and backward semimartingale models for gaussian processes with stationary increments1985-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33390371985-01-01Paper
Extreme points of Riccati inequalities1984-01-01Paper
On the structure of state-space models for discrete-time stochastic vector processes1984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33449161984-01-01Paper
https://portal.mardi4nfdi.de/entity/Q33247491984-01-01Paper
On the partial realization problem1983-01-01Paper
https://portal.mardi4nfdi.de/entity/Q30363931983-01-01Paper
The stability and instability of partial realizations1982-01-01Paper
A Hamiltonian approach to the factorization of the matrix Riccati equation1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39628941982-01-01Paper
On a condition for minimality of Markovian splitting subspaces1982-01-01Paper
https://portal.mardi4nfdi.de/entity/Q36614301981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39696401981-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39605371980-01-01Paper
Comments on "A simple proof of the separation theorem for linear stochastic systems with time delays"1980-01-01Paper
On minimal splitting subspaces and markovian representations1979-01-01Paper
On the Stochastic Realization Problem1979-01-01Paper
A stochastic realization approach to the smoothing problem1979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q38652201979-01-01Paper
https://portal.mardi4nfdi.de/entity/Q39605361979-01-01Paper
Comments on "Canonical matrix fraction and state-space descriptions for deterministic and stochastic linear systems"1977-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41521141977-01-01Paper
Some reduced-order non-Riccati equations for linear least-squares estimation : the stationary, single-output case†1976-01-01Paper
https://portal.mardi4nfdi.de/entity/Q41431251976-01-01Paper
Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering1976-01-01Paper
On Fredholm integral equations, Toeplitz equations and Kalman-Bucy filtering1975-01-01Paper
https://portal.mardi4nfdi.de/entity/Q40711291975-01-01Paper
A New Algorithm for Optimal Filtering of Discrete-Time Stationary Processes1974-01-01Paper
Optimal Filtering of Continuous-Time Stationary Processes by Means of the Backward Innovation Process1974-01-01Paper
Optimal control of linear stochastic systems with applications to time lag systems1973-01-01Paper
On Feedback Control of Linear Stochastic Systems1973-01-01Paper
https://portal.mardi4nfdi.de/entity/Q56438621972-01-01Paper
A theorem on duality between estimation and control for linear stochastic systems with time delay1972-01-01Paper
On optimal stochastic control with smoothed information1968-01-01Paper
Group Steering: Approaches Based on Power MomentsN/APaper
Multivariable simultaneous stabilization: A modified Riccati approachN/APaper

Research outcomes over time

This page was built for person: Anders Lindquist