Mathematics – Optimization and Control
Scientist
Mathematics
Optimization and Control
Scientist
INRIA Sophia Antipolis
Balanced realizations of discrete-time stable all-pass systems and the tangential Schur algorithm
Canonical lossless state-space systems: Staircase forms and the Schur algorithm
Filtering and estimation in stochastic volatility models with rationally distributed disturbances
On three filtering problems arising in mathematical finance
Optimal H2 order-one reduction by solving eigenproblems for polynomial equations
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