# Search results for: Giorgio Picci

IEEE Transactions on Automatic Control > 2017 > 62 > 7 > 3262 - 3276

IEEE Control Systems Letters > 2017 > 1 > 1 > 206 - 211

IEEE Control Systems Letters > 2017 > 1 > 1 > 200 - 205

Lecture Notes in Control and Information Sciences > Mathematical Theory of Networks and Systems > 686-724

_{t}}, { $$\bar S_t$$ } two stationary families of subspaces (or σ-algebras) such that (i) S

_{t}is increasing and $$\bar S_t$$ is decreasing with time (ii) the future (past) increments of y at the instant t are S

_{t}(resp. $$\bar S_t$$ )-measurable. The process y has a

__forward semimartingale representation with respect to__{S

_{t}} if it can...

__Factor Analysis Model__widely used in Statistics. Factor Analysis models of time series are also related to dynalaic

__Errors-in-Variables__models discussed in the recent literature. They provide simple mathematical schemes for the identification of multivariate time series which...

__model selection__. For general Factor Analysis (or equivalently, for Error in Variables) models this problem is apparently still unsolved although raised and discussed in the literature since more than fifty years ago. In this paper we...

Lecture Notes in Control and Information Sciences > Perspectives in Mathematical System Theory, Control, and Signal Processing > System Identification > 343-353

*Variational integrators*is a a new discretization technique of the equations of motion of a mechanical system introduced by Veselov and further developed by J. Marsden an co-workers, which is now widely used by numerical analysts working in various applied fields. This discretization technique, unlike the usual discretization procedures familiar in control, e.g. zero-order-hold, can lead...

Lecture Notes in Control and Information Sciences > Directions in Mathematical Systems Theory and Optimization > 85-126

*subspace methods*, which have shown superior performance for multivariable state-space model-building. The basic steps of subspace algorithms are geometric operations on certain vector spaces generated by observed input-output time series which can be interpreted as “sample versions” of...

_{1}],y′

_{2}]′ be any partition of y into two disjoint subvectors y

_{1}, y

_{2}. It is shown that to every random vector x, making y

_{1}and y

_{2}conditionally independent given x there corresponds an (essentially unique)...

Lecture Notes in Control and Information Sciences > New Directions and Applications in Control Theory > 269-290

*reciprocal processes*defined on a finite interval of the integer line can be seen as a special class of Markov random fields restricted to one dimension. Non stationary reciprocal processes have been extensively studied in the past especially by Krener, Levy, Frezza and co-workers. However the specialization of the non-stationary theory to the stationary case does not seem to have...

Mathematics of Complexity and Dynamical Systems > 1672-1688

IEEE Transactions on Automatic Control > 2015 > 60 > 3 > 759 - 774

Automatica > 2014 > 50 > 3 > 727-736

52nd IEEE Conference on Decision and Control > 7155 - 7161