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.
线性随机系统:一种关于建模,估计和辨识的几何方法。(with G. Picci), Chinese translation of
the previous book, Shanghai Scientific & Technical Publishers,
2018.
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.
Multivariable
simultaneous stabilization: A modified Riccati approach (with
Y. Cui), submitted to 43rd Chinese Control
Conference, arXiv:2402.04289v1.
A Non-Gaussian
Bayesian Filter Using Power and Generalized Logarithmic Moments
(with G.Wu), arXiv:2211.13383 (2022).
A Multivariate Non-Gaussian Bayesian Filter Using Power Moments
(with G. Wu), IEEE Transactions on Automatic Control,
2024.
A Parameterized Solution to the
Simultaneous Stabilization Problem (with Yufang Cui), 62nd
IEEE Conference on Decision and Control, December 2023.
Modeling of Low Rank Time Series (with W. Cao and G. Picci), IEEE Transactions on Automatic Control, December 2023, arXiv:2109.11814v
Quantitative Error Analysis of
Spectral Density Estimation Using Covariance Lags (with G.
Wu), arXiv:2303.11084 (2023).
Synchronization of nonlinear delayed semi-Markov jump neural
networks via distributed delayed impulsive control (with Yu
Lin), Systems & Control Letters, April 2023.
General Distribution Steering: A Sub-optimal Solution by Convex Optimization (with G. Wu), arXiv:2301.06227 (2023).
Group Steering:Approaches Based
on Power Moments (with G. Wu), arXiv:2211.13370 (2022).
A Non-Classical Parameterization for Density
Estimation Using Sample Moments (with G. Wu),
arXiv:2201.04786, (2022).
Density Steering by Power
Moments (with G Wu), Proc. IFAC World Congress 2023.
Non-Gaussian
Bayesian Filtering by Density Parameterization Using Power
Moments (with G Wu), Automatica 153,
2023, arXiv:2207.08519v1.
Identification of Low Rank Vector
Processes (with W. Cao and G. Picci), Automatica 151, May
2023, arXiv: 2111.10899v1.
Modeling of Low Rank Time
Series (with W. Cao and G. Picci),
arXiv:2109.11814v3.
Modeling and Identification of Low Rank Vector Processes (with
G. Picci and W. Cao), SYSID 2021, Padua (IFAC symposium), arXiv:
2012.05004v1.
The Covariance Extension
Equation: A Riccati-type Approach to Analytic Interpolation
(with Yufang Cui), IEEE Trans. Automatic Control 67(11)
(Nov. 2022), 5825-5840, arXiv:2010.07081v2
An analytic interpolation
approach to stability margins with emphasis on time delay (with
A. Ringh and J. Karlsson), IEEE Trans. Automatic Control,
Vol. 67, No. 1, January 2022.
On
analytic interpolation with non-classical constraints for
solving problems in robust control (with A. Ringh and J.
Karlsson), Proc. 2021 American Control Conference (ACC),
2374-2381.
On a Fejér-Riesz factorization of generalized trigonometric
polynomials (with T.T. Georgiou), Communications in
Information and Systems, volume 21, number 3, 371-384,
2021.
Spectral Rank, Feedback, Causality and
the Indirect Method for CARMA Identification (with W. Cao
and G. Picci), 59th IEEE Conference on Decision and Control,
December 2020, 4299 - 4305.
Multivariable
analytic interpolation with complexity constraints: A modified
Riccati approach (with Yufang Cui), 58th IEEE
Conference on Decision and Control 2019 (CDC2019), Nice,
France, 764 - 770.
A modified Riccati approach to analytic
interpolation with applications to system identification and
robust control (with Yufang Cui, finalist for the Young
Author Prize), Proc. 31st Chinese Control and Decision
Conference (2019 CCDC), Nanchang, China, 3-5 June,
2019, 677 - 684.
Dynamic relations in sampled processes
(with T.T. Georgiou), IEEE Control Systems Letters,
vol. 3(1), January, 2019, pp. 144-149.
Lower bounds on the maximum delay margin
by analytic interpolation (with
A. Ringh and J. Karlsson), Proc,
2018 IEEE Conference on Decision and Control (CDC 2018),
5463-5469.
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. Errata
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), IEEE 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, Information Sciences 1(1968),
55-85.