The following pages link to Giorgio Picci (Q445090):
Displayed 50 items.
- Consistency of subspace methods for signals with almost-periodic components (Q445091) (← links)
- A variational integrators approach to second order modeling and identification of linear mechanical systems (Q462335) (← links)
- Stochastic realization with exogenous inputs and `subspace-methods' identification (Q671459) (← links)
- Subspace identification by data orthogonalization and model decoupling (Q705467) (← links)
- Asymptotic variance of subspace methods by data orthogonalization and model decoupling: a comparative analysis (Q705468) (← links)
- On the identifiability of errors-in-variables models with white measurement errors (Q716129) (← links)
- Parametrization of factor analysis models (Q916275) (← links)
- A module theoretic interpretation of multiplicity and rank of a stationary random process (Q998185) (← links)
- Wide-sense estimation on the special orthogonal group (Q1024914) (← links)
- (Q1073766) (redirect page) (← links)
- Design of an L.Q.G. controller for single point moored large tankers (Q1073767) (← links)
- On a condition for minimality of Markovian splitting subspaces (Q1159174) (← links)
- Primes in several classes of the positive matrices (Q1307533) (← links)
- Acausal models and balanced realizations of stationary processes (Q1329955) (← links)
- The asymptotic variance of subspace estimates. (Q1421322) (← links)
- On the ill-conditioning of subspace identification with inputs (Q1433057) (← links)
- Numerical conditioning and asymptotic variance of subspace estimates (Q1433070) (← links)
- Silverman algorithm and the structure of discrete-time stochastic systems (Q1611904) (← links)
- Consistency analysis of some closed-loop subspace identification methods (Q1776433) (← links)
- Realization of stochastic systems with exogenous inputs and subspace identification methods (Q1805974) (← links)
- Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (Q1917129) (← links)
- An efficient algorithm for maximum entropy extension of block-circulant covariance matrices (Q2435387) (← links)
- Mixed \(\mathcal H_2/\mathcal H_{\infty}\) control: the discrete-time case (Q2504499) (← links)
- Subspace identification of closed loop systems by the orthogonal decomposition method (Q2576092) (← links)
- Hidden factor estimation in dynamic generalized factor analysis models (Q2681371) (← links)
- (Q2716502) (← links)
- Minimal realization and dynamic properties of optimal smoothers (Q2730281) (← links)
- Almost sure exponential convergence to consensus of random gossip algorithms (Q2847260) (← links)
- Modeling of Stationary Periodic Time Series by ARMA Representations (Q2957710) (← links)
- Modeling Complex Systems by Generalized Factor Analysis (Q2982815) (← links)
- A Maximum Entropy solution of the Covariance Extension Problem for Reciprocal Processes (Q3001222) (← links)
- Dynamic Factor-Analysis Models for Stationary Processes (Q3030069) (← links)
- (Q3033619) (← links)
- (Q3034612) (← links)
- (Q3036393) (← links)
- Issues in the Identification of Physical Parameters in Non-Homogeneous Linear Elastic Solids (Q3069322) (← links)
- (Q3126007) (← links)
- (Q3315398) (← links)
- (Q3324749) (← links)
- (Q3339037) (← links)
- Extreme points of Riccati inequalities (Q3344096) (← links)
- (Q3344916) (← links)
- (Q3477185) (← links)
- (Q3661430) (← links)
- Forward and backward semimartingale models for gaussian processes with stationary increments (Q3685763) (← links)
- (Q3688204) (← links)
- Realization Theory for Multivariate Stationary Gaussian Processes (Q3724200) (← links)
- (Q3734276) (← links)
- (Q3767220) (← links)
- (Q3823493) (← links)