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 ProcessingSP-50 (April 2001), 677--693.
On the duality between filtering and Nevanlinna-Pick interpolation (with C. I. Byrnes), SIAM J. Control and Optimization39 (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 ControlAC-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), Automatica36 (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--1069.
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), Automatica32 (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 Optimization33 (1995), 365--401.
On the nonlinear dynamics of Kalman filtering (with C. I. Byrnes and Y. Zhou), SIAM J. Control and Optimization32 (1994), 744--789.
A geometric approach to modelling and estimation of linear stochastic systems (with G. Picci), J. Mathematical Systems, Estimation, and Control1 (1991), 241-333.
Predicability and unpredictability in Kalman filtering (with C. I. Byrnes
and T. McGregor), IEEE Trans. AutomaticControl 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.
Stability and instability of partial realizations, (with C.I. Byrnes), Systems and Control Letters2 (1982), 99-105.
On the 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), LinearCircuits, 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. ControlAC-24 (December 1979), 878-888.
Extreme points of Riccati inequalities (with C. Martin and G. Picci), IEEE Trans. Automatic ControlAC-29 (1984), 1034.
Stochastic relization 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. ControlandOptimization 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 inOperators 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. AutomaticControlAC-29 (1984), 418-432.
Recent trends in stochastic realization theory (with M. Pavon and G. Picci), Prediction Theory and Haramonic Analysis,ThePesi 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 Letters1 (1982), 264-269.
State space models for 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 Theory12 (May
1979), 271-279.
Fast Algorithms for Kalman Filtering
A new algorithm for optimal filtering of discrete-time stationary processes, SIAM J. Control12 (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.
A Hamiltonian approach to the factorization of the matrix Riccati equation (with F. Badawi) Mathematical Programming Study18 (1982), 27-38.
Predicability and unpredictability in Kalman filtering (with C. I. Byrnes
and T. McGregor), IEEE Trans. AutomaticControl AC-36 (1991),
563-579.
Stochastic Control Theory
On feedback control of linear stochastic systems, SIAM J.Control11 (May 1973), 323-343.
A theorem on duality between estimation and control for linear stochastic systems with time delay, J. Math.Analysis and Applications37 (February 1972), 516-536.
Optimal control of linear stochastic systems with applications to time
lag systems, Information Sciences 5 (January 1973), 81-126.