Some recent publications (Google Scholar)

(For a more complete list of publications, click here. For some recent conference papers, click here.)


Books


Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification (with G. Picci), Springer Berlin Heidelberg, 2015.



Essays

Kalman's influence on my scientific work:  Some recollections and reflections, IEEE Control Systems Magazine 37(2), April 2017, invited paper. Special Kalman issue.


Refereed articles


Partial realization theory and system identification redux, submitted to the 2017 Asian Control Conference.


Further results on multidimensional rational covariance extension with application to texture generation
(with A. Ringh and J. Karlsson), to appear in Proc. 2017 Conf. Decision and Control, Melbourne.

Multidimensional rational covariance extension with approximate covariance matching (with A. Ringh and J. Karlsson), submitted for publication, arXiv:1704.08326v1   


Likelihood analysis of power spectra and generalized moment problems (with T.T. Georgiou), IEEE Trans. Automatic Control 62, (September 2017), to be published.


Optimal estimation with missing observations via balanced time-symmetric stochastic models (with T.T. Georgiou) IEEE Trans. Automatic Control 62 (November 2017), to be published.


Modeling of stationary periodic time series by ARMA representations (with G. Picci)In: Boris Goldengorin (Ed.), Optimization and Its Applications in Control and Data Sciences: in Honor of Boris T. Polyak’s 80th Birthday, Springer Optimization and Its Applications, Vol. 115, Pages 281-314, Springer, New York, 2016.


Multidimensional rational covariance extension with applications to spectral estimation and image compression (with A. Ringh and J. Karlsson), SIAM J. Control and Optimization 54(4) (2016), 1950-1982.


The multidimensional moment problem with complexity constraint (with J. Karlsson and A. Ringh), Integral Equations and Operator Theory
84 (2016), 395-418.


An identification approach to image deblurring (with B. Zhu), Proceedings of the 35th Chinese Control Conference July 27-29, 2016, Chengdu, China, pp. 235--241.


The multidimensional circulant rational covariance extension problem: solutions and applications in image compression (with A. Ringh and J. Karlsson), Proc. 2015 IEEE 54th Conference on Decision and Control (CDC), December 15-18, 2015. Osaka, Japan, pp. 5320--5327.


Spectral estimation of periodic and skew periodic random signals and approximation of spectral densities (with A. Ringh), Proceedings of the 33rd Chinese Control Conference, July 28-30, 2014, Nanjing, China, pp. 5322--5327.


On time-reversibility of linear stochastic models (with T.T. Georgiou), IFAC World Congress, Cape Town, South-Africa, 2014.

Moment-based Dirac mixture approximation of circular densities (with Uwe D. Hanebeck),  IFAC World Congress, Cape Town, South-Africa, 2014.


On the Multivariate Circulant Rational Covariance Extension Problem (with C. Masiero and G. Picci), Proc. 52nd Conf. Decision and Control (CDC 2013), 2013.


The circulant rational covariance extension problem: the complete solution (with G. Picci), IEEE Trans. Automatic Control 58 (November 2013), 2848--2861.


The separation principle in stochastic control, redux (with T.T. Georgiou), IEEE Trans. Automatic Control 58 (October 2013), 2481--2494. Springer


ARMA identification of graphical models (with E. Avventi and B. Wahlberg), IEEE Trans. Automatic Control 58 (May 2013), 1167--1178.


Revisiting the separation principle in stochastic control (with T.T. Georgiou), Proc. 51st Conf. Decision and Control (CDC 2012), 2012.


On the stability and instability of Padé approximants (with C. I. Byrnes),  in Perspectives in Mathematical System Theory, Control, and Signal Processing,  J.C. Willems, S. Hara, Y. Ohta and H. Fujioka (Eds.), Springer Verlag Lecture Notes Series in Control and Information Sciences, 2010, pp. 165--175.


The inverse problem of analytic interpolation with degree constraint and weight selection for control synthesis (with J. Karlsson and T. T. Georgiou), IEEE Trans. Automatic Control  AC-55 (2010), 405--418.


The moment problem for rational measures: convexity in the spirit of Krein (with C. I. Byrnes),  in “Modern Analysis and Application: Mark Krein Centenary Conference´´,  Vol. I:  Operator Theory and Related Topics, Book Series: Operator Theory Advances and Applications Volume 190,  Birkhäuser, 2009, pp. 157 -- 169.


On degree-constrained analytic interpolation with interpolation points close to the boundary (with J. Karlsson),   IEEE Trans. Automatic Control 54(6) (2009), 1412 – 1418.


Weight selection for gap robustness with degree-constrained controllers (with J. Karlsson and T.T. Georgeou)
, Proc. 47th IEEE Conf. Decision and Control, 2008, pp. 4127 - 4134.


A global  injective function theorem (with C. I. Byrnes), submitted for publication.


Important moments in systems and control (with C. I. Byrnes),  SIAM J. Control and Optimization  47(5) (2008),  2458--2469.


Stability-preserving rational approximation subject to interpolation constraints (with J. Karlsson), IEEE Trans. Automatic Control  53(7) (2008),  1724--1730.


A note on  the Jacobian conjecture (with C. I. Byrnes), Proceedings of the American Mathematical Society 136 (2008), 3007--3011.


Prediction-error approximation by convex optimization, in Modeling, Estimation and Control: Festschrift in honor of Giorgio Picci on the occasion of his sixty-fifth Birthday, A. Chiuso, A.  Ferrante and S. Pinzoni (eds), Springer-Verlag, 2007, 265—275.


A convex optimization approach to ARMA modeling (with T. T. Georgiou),  IEEE Trans. Automatic Control  53 (2008), 1108--1119.


Stable rational approximation in the context of interpolation and convex optimization (with J. Karlsson)Proc. 46th IEEE Conf. Decision and Control, 2007, pp. 4353 - 4360.


Passivity-preserving model reduction by analytic interpolation (with G. Fanizza, J. Karlsson and R. Nagamune), Linear Algebra and its Applications  425 (2007), 608--633.


Interior point solutions of variational problems and global inverse function theorems (with C.I.Byrnes), International Journal of Robust and Nonlinear Control 17 (2007), 463--481; special issue in honor of V.A.Yakubovich on the occation of his 80th birthday.


A global analysis approach to passivity preserving model reduction (with G. Fanizza, J. Karlsson and R. Nagamune), Proc. 45th IEEE Conf. Decision and Control, 2006, pp. 3399 - 3404.


The inverse problem of analytic interpolation with degree constraint (with J. Karlsson and T.T. Georgiou), Proc. 45th IEEE Conf. Decision and Control, 2006, pp. 559 - 564.


Remarks on control design with degree constraint (with T.T. Georgiou), IEEE Transactions on Automatic Control  AC-51 (July 2006), 1150--1156.


Bi-tangential Nevanlinna-Pick interpolation with a complexity constraint (with Y. Kuroiowa), Proceedings of the 17th International Symposium on the Mathematical Theory of Networks and Systems, Kyoto, 2006, 2541 -2563.

The generalized moment problem with complexity constraint (with C. I. Byrnes), Integral Equations and Operator Theory  56(2) (2006), 163--180 (published online March 29, 2006).

The covariance extension equations revisited (with C.I. Byrnes and G. Fanizza), Proceedings of the 44th IEEE Conference on Decision and Control, 2005, 7924 - 7930.

Two alternative views  on control design with degree constraint (with T.T. Georgiou), Proceedings of the 44th IEEE Conference on Decision and Control, 2005, 3645 - 3650.

A homotopy continuation solution of the covariance extension equation (with C. I. Byrnes and G. Fanizza),  in New Directions and Applications in Control Theory,  Springer Verlag, 2005, pp. 27--42.

Generalized interpolation in H-infinity with a complexity constraint (with C. I. Byrnes, T.T. Georgiou and A. Megretski), Transactions of the American Mathematical Society 358(3) (2006), 965--987 (electronically published on December 9, 2004).

The uncertain generalized moment problem with complexity constraint (with C. I. Byrnes), in New Trends in Nonlinear Dynamics and Control, W. Kang, M. Xiao and C. Borges (Eds.), Springer Verlag, 2003,  267--278.

Kullback-Leibler approximation of spectral density functions (with T. T. Georgiou),  IEEE Transactions on Information Theory 49 (Nov. 2003), 2910--2917.

Matrix-valued Nevanlinna-Pick interpolation with complexity constraint: An optimization approach (with A. Blomqvist and R. Nagamune),  IEEE Transactions on Automatic Control 48 (Dec. 2003), 2172--2190.

A convex optimization approach to generalized moment problems (with C. I. Byrnes), in  Control and Modeling of Complex Systems: Cybernetics in the 21st Century: Festschrift in Honor of Hidenori Kimura on the Occasion of his 60th Birthday, Koichi Hashimoto, Yasuaki Oishi, and Yutaka Yamamoto, Editors, Birkhauser, 2003, 3--21.

Identifiability of shaping filters from covariance lags, cepstral windows and Markov parameters (with C.I. Byrnes and P. Enqvist), Proceedings of the 41st IEEE Conference on Decision and Control, 2002,  pp. 246 - 251 vol.1.

Interior point solutions of variational problems and global inverse function theorems (with C. I. Byrnes) (corrected version),  Report TRITA/MAT-01-OS13, 2001.

From finite covariance windows to modeling filters: A convex optimization approach (with C. I. Byrnes and S. V. Gusev), SIAM Review 43 (Dec. 2001), 645--675, SIGEST  paper.

Identifiability and well-posedness of shaping-filter parameterizations: A global analysis approach (with C. I. Byrnes and P. Enqvist),  SIAM J. Control and Optimization 41 (Jan. 2002), 23--59.

Cepstral coefficients, covariance lags and pole-zero models for finite data strings (with C. I. Byrnes and P. Enqvist), IEEE Trans. Signal Processing SP-49 (April 2001), 677--693.

On the duality between filtering and Nevanlinna-Pick interpolation (with C. I. Byrnes), SIAM J. Control and Optimization 39 (2000), 757--775.

A new approach to spectral estimation: A tunable high-resolution spectral estimator (with C. I. Byrnes and T. T. Georgiou), IEEE Trans. Signal Processing  SP-49 (Nov. 2000), 3189--3205.

A generalized entropy criterion for Nevanlinna-Pick interpolation with degree constraint (with C. I. Byrnes and T. T. Georgiou), IEEE Trans. Automatic Control AC-46 (June 2001), 822--839.

Advances in high-resolution spectral estimation (with C. I. Byrnes and T. T. Georgiou), System Theory: Modeling, Analysis and Control,T.E. Djaferis and I.C. Schick (editors), Kluwer Academic Publishers, 2000, 167--179.

A covariance extension approach to identification of time series (with J. Mari and  A. Dahlén), Automatica 36 (2000), 379--398.

Sensitivity shaping in feedback control and analytic interpolation theory (with R. Nagmune), Optimal Control and Partial Differential Equations,J.L. Medaldi et al(editors), IOS Press, Amsterdam, 2001, pp. 404--413.

A convex optimization approach to the rational covariance extension problem (with C. I. Byrnes and S. V. Gusev), SIAM J. Control and Opimization  37 (1999), 211--229.

Universal regulators for optimal tracking in discrete-time systems affected by harmonic disturbances (with V. A. Yakubovich), IEEE Trans. Automatic Control, AC-44 (1999), 1688--1704.

Universal regulators for optimal tracking in linear discrete systems (with V. A. Yakubovich)Dokl. Akad. Nauk  361: 2 (1998)  (in Russian).

Experimental evidence showing that stochastic subspace identification methods may fail (with A. Dahlén and J. Mari), Systems and Control Letters  34 (1998), 303--312.

On a duality between filtering and interpolation (with C. I. Byrnes), Systems and Control in the Twenty-First Century,C.I. Byrnes, B.N. Datta, C.F. Martin and  D.S. Gilliam (editors), Birkhäuser Boston, 1997, pp. 101--136.

Recent progress in the partial stochastic realization problem, Operators, Systems, and Linear Algebra, U. Helmke, D. Prätzel-Wolters and E. Zerz (editors), B. G. Teuber Stugart, 1997, 129--137.

Universal Controllers for Optimal Damping of Forced Oscillations in Linear Discrete Systems (with V. A. Yakubovich), Doklady Mathematics  88:1 (1997), 156--159 (in Russian).

On the well-posedness of the rational covariance extension problem (with C. I. Byrnes and H. J. Landau), in Current and Future Directions in Applied Mathematics,
M. Alber, B. Hu and J Rosenthal (editors), Birkhäuser Boston, 1997, 81 --108.

Optimal damping of forced oscillations by output feedback (with V. A. Yakubovich), Stochastic Differential and Difference Equations, I. Csiszár and Gy. Michaletzky, editors, Progress in Systems and Control Theory, Vol. 23,  Birkhäuser, 1997, pp. 203--231.

On the partial stochastic realization problem (with C. I. Byrnes), IEEE Trans. Automatic Control AC-42 (August, 1997), 1049--1070.

Optimal damping of forced oscillations in discrete-time systems (with V. A. Yakubovich), IEEE Trans. Automatic Control AC-42 (June 1997), 786--802.

Output-induced subspaces, invariant directions and interpolation in linear discrete-time stochastic systems (with Gy. Michaletzky), SIAM J. Control and Optimization 35 (1997), 810--859.

Geometric methods for state space identification (with G. Picci), Identification, Adaptation, Learning: The Science of Learning Models from Data,S. Bittanti and G. Picci (editors),  Nato ASI Series (Series F, Vol 153), Springer, 1996, 1--69.

Canonical correlation analysis, approximate covariance extension, and identification of stationary time series (with G. Picci), Automatica 32 (1996), 709--733.

Toward a solution of the minimal partial stochastic realization problem (with C. I. Byrnes), Comptes Rendus Acad. Sci. Paris, t. 319, Series I  (1994), 1231--1236.

A complete parameterization of all positive rational extensions of a covariance sequence (with C. I. Byrnes, S. V. Gusev and A. S. Matveev), IEEE Trans. Automatic Control AC-40 (1995), 1841--1857.

Zeros of spectral factors, the geometry of splitting subspaces and the algebraic Riccati inequality (with G. Michaletzky and G. Picci), SIAM J. Control and Optimization 33 (1995), 365--401.

On the nonlinear dynamics  of Kalman filtering (with C. I. Byrnes and Y. Zhou), SIAM J. Control and Optimization 32 (1994), 744--789.

A geometric approach to modelling and estimation of linear stochastic systems (with G. Picci), J. Mathematical Systems, Estimation, and Control 1 (1991), 241-333.

Predicability and unpredictability in Kalman filtering (with C. I. Byrnes and T. McGregor), IEEE Trans. Automatic Control  AC-36 (1991), 563-579.
 

Selected older papers ordered by topic

Partial Realization Theory

On the partial realization problem, (with W.B. Gragg),  Linear Algebra and Appl. 50 (1983), 277-319.

The stability and instability of partial realizations, (with C.I. Byrnes), Systems and Control Letters 2 (1982),  99-105.

Geometry of the Kimura -Georgiou parameterization of modelling filters (with C.I. Byrnes)Intern. J. Control 50 (1989), 2301-2312.

An algebraic description of the rational solutions of the covariance extension problem (with C.I. Byrnes), Linear Circuits, Systems and Signal Processing, C.I. Byrnes, C.F. Martin and R.E. Saeks (editors), Elsevier 1988, 9-17.
 

Stochastic Realization and Estimation

On the stochastic realization problem (with G. Picci), SIAM J. Control and Optimization 17 (1979), 365-389.

A stochastic realization approach to the smoothing problem (with F. Badawi and M. Pavon), IEEE Trans. Autom. Control AC-24 (December 1979), 878-888.

On the Mayne-Fraser smoothing formula and stochastic realization theory for nonstationary linear stochastic systems (with F. Badawi and M. Pavon), Proc. 1979 Conf. on Decision and Control, Fort Lauderdale, Dec. 1979.

Extreme points of Riccati inequalities (with C. Martin and G. Picci), IEEE Trans. Automatic Control AC-29 (1984), 1034.

Stochastic realization and the local  structure of the Riccati inequality (with G. Picci), The Riccati Equation in Control, Systems, and Signals, S. Bittanti, ed., Pitagora Editrice Bolonga, 1989, 69-72.
 

Geometric Theory of Markovian Representation

Realization theory for multivariate stationary Gaussian processes (with G. Picci), SIAM J. Control and Optimization 23 (1985), 809-857.

Forward and backward semimartingale models for Gaussian processes with stationary increments (with G. Picci), Stochastics 15 (1985), 1-50.

Infinite dimensional stochastic realization of continuous-time stationary vector processes (with G. Picci), Topics  in Operators and Systems, H. Dym and I. Gohberg, eds., Birkhäuser Verlag, (1984), 335-350.

On the structure of state space models for discrete-time stochastic vector processes (with M.Pavon)IEEE Trans. Automatic Control AC-29 (1984), 418-432.

Recent trends in stochastic realization theory  (with M. Pavon and G. Picci)Prediction Theory and Haramonic Analysis,The Pesi Masani Volume,V. Mandrekar and H. Salehi (eds.), North Holland Publ. Co. (1983), 201-224.

On a condition of minimality of Markovian splitting subspaces (with G. Picci), Systems and Control Letters 1  (1982), 264-269.

State space models for Gaussian stochastic processes (invited paper with G. Picci), Stochastic Systems: The Mathematics of Filtering and Identification and Applications, M. Hazewinkel and J. Willems, eds. Reidel Publ. Co., (1981), 169-204.

On minimal splitting subspaces and Markovian representations (with G. Picci and G. Ruckebusch), Mathematical Systems Theory 12 (May 1979), 271-279.
 

Fast Algorithms for Kalman Filtering

A new algorithm for optimal filtering of discrete-time stationary processes, SIAM J. Control 12 (November 1974) 736-746.

Optimal filtering of continuous-time stationary processes by means of the backward innovation process, SIAM J. Control 12 (November 1974), 747-754.

On Fredholm integral equations, Toeplitz equations, and Kalman-Bucy filtering, Applied Mathematics and Optimization 1 (1975), 355-373.

Linear least squares estimation of discrete-time stationary processes by means of backward innovations, Control Theory, Numerical Methods and Computer Systems Modelling, edited by A. Bensoussan and J.L. Lions, Lecture Notes in Economics and Mathematical Systems, Vol. 107, Springer-Verlag, (1975), 44-63.

Some reduced-order non-Riccati equations for linear least-squares estimation: The stationary single-output caseIntern. J. Control  24 (1976), 821-842.

Linear least-squares prediction based on covariance data from stationary processes with finite-dimensional realizations, Second European Congress on Operations Research 1976, Stockholm.

Some new non-Riccati algorithms for continuous-time Kalman-Bucy filtering, Applied Mathematics & Optimization 3(1) (1976), 1-12.

A Hamiltonian approach to the factorization of the matrix Riccati equation (with F. Badawi), Mathematical Programming Study 18 (1982), 27-38.

Predicability and unpredictability in Kalman filtering (with C. I. Byrnes and T. McGregor), IEEE Trans. Automatic Control AC-36 (1991), 563-579.
 

Stochastic Control Theory

On feedback control of linear stochastic systems, SIAM  J.Control 11 (May 1973), 323-343.

A theorem on duality between estimation and control for linear stochastic systems with time delayJ. Math.Analysis and Applications 37 (February 1972), 516-536.

Optimal control of linear stochastic systems with applications to time lag systems, Information Sciences 5 (January 1973), 81-126.

On optimal stochastic control with smoothed information, Information Sciences 1(1968), 55-85.

 

A complete list of papers