a geometric theory for stochastic systems with inputsestimationHilbert space geometryinfinite-dimensional state spacesstate space modelingstationary stochastic processessystem identificationtime series analysis
Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) System structure simplification (93B11) Geometric methods (93B27) Stochastic systems in control theory (general) (93E03) Filtering in stochastic control theory (93E11) Identification in stochastic control theory (93E12)
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- Line spectrum representation for vector processes with application to frequency estimation
- Dimension reduction in recurrent networks by canonicalization
- Analytic policy function iteration
- Empirical Bayes identification of stationary processes and approximation of Toeplitz spectra
- Homogenization for generalized Langevin equations with applications to anomalous diffusion
- Autoregressive identification of Kronecker graphical models
- Families of solutions of algebraic Riccati equations
- Maximum entropy vector kernels for MIMO system identification
- Linear parameter-varying subspace identification: a unified framework
- M^2-spectral estimation: a relative entropy approach
- Hidden factor estimation in dynamic generalized factor analysis models
- Multidimensional rational covariance extension with applications to spectral estimation and image compression
- Modeling of stationary periodic time series by ARMA representations
- On the behavior of large empirical autocovariance matrices between the past and the future
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- Multidimensional rational covariance extension with approximate covariance matching
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- A solution to the global identification problem in DSGE models
- Explicit construction of the minimum error variance estimator for stochastic LTI-ss systems
- Spectral Factorization of Rank-Deficient Rational Densities
- A Well-Posed Multidimensional Rational Covariance and Generalized Cepstral Extension Problem
- Realization theory of recurrent neural ODEs using polynomial system embeddings
- Periodic vector processes with an internal reciprocal dynamics
- Identification of low rank vector processes
- Machine discovery of partial differential equations from spatiotemporal data: a sparse Bayesian learning framework
- Stochastic modeling of stationary scalar Gaussian processes in continuous time from autocorrelation data
- Relating the network graphs of state-space representations to Granger causality conditions
- Robust and Efficient Parametric Spectral Density Estimation for High-Throughput Data
- Stochastic analysis and soliton solutions of the Chaffee-Infante equation in nonlinear optical media
- Mixed orthogonality graphs for continuous-time stationary processes
- Line spectral analysis using the G-filter: an atomic norm minimization approach
- Deriving a GENERIC system from a Hamiltonian system
- A theory of generalized coordinates for stochastic differential equations
- Bayesian mechanics for stationary processes
- Forecasting causal dynamics with universal reservoirs
- A fast robust numerical continuation solver to a two-dimensional spectral estimation problem
- First-order methods for nonnegative trigonometric matrix polynomials
- The spectral approach to linear rational expectations models
- An empirical Bayes approach to ARX estimation
- Mitigating overconfidence in nonlinear Kalman filters via covariance recalibration
- Calculating the spectral factorization and outer functions by sampling-based approximations -- fundamental limitations
- An interpretation of the dual problem of the THREE-like approaches
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