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.

卡尔曼对我
科研工作的影响 —— 一些追忆和思考, *All About System and
Control* **4**(2), 1017, pp. 13-17, extended
version of the previous in Chinese.

Refereed articles

Lower bounds
on the maximum delay margin by analytic interpolation (with A. Ringh and J. Karlsson),
arXiv: 1803.09487v1.

Multidimensional
rational covariance extension with approximate covariance
matching (with A. Ringh and J. Karlsson), *SIAM J.
Control and Optimization* **56**(2), 2018, pp.
913-944.

Partial realization theory and system
identification redux, Proc. 11th Asian Control Conference,
Gold Coast, Australia, Dec. 17-20, 2017, pp. 1946-1950.

Further results on multidimensional
rational covariance extension with application to texture
generation (with
A. Ringh and J. Karlsson), *2017 IEEE Conf. Decision
and Control (CDC),* Melbourne, Dec. 12-15, pp. 4038-4045.

Likelihood analysis of
power spectra and generalized moment problems (with T.T.
Georgiou), *I**EEE Trans. Automatic Control* **62**(9**)**,
(September 2017), pp. 4580-4592.

Optimal
estimation with missing observations via balanced
time-symmetric stochastic models (with T.T. Georgiou), * **IEEE
Trans. Automatic Control* **62**(11) (November 2017),
5590-5603.

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 case, *Intern. 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
delay, *J. 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, *I**nformation Sciences* **1**(1968),
55-85.