A maximum entropy solution of the covariance extension problem for reciprocal processes
Stationary 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. Nonstationary …
a special class of Markov random fields restricted to one dimension. Nonstationary …
Gaussian conditionally Markov sequences: Dynamic models and representations of reciprocal and other classes
Conditionally Markov (CM) sequences are powerful mathematical tools for modeling
problems. One class of CM sequences is the reciprocal sequence. In application, we need …
problems. One class of CM sequences is the reciprocal sequence. In application, we need …
Gaussian conditionally Markov sequences: Modeling and characterization
The conditionally Markov (CM) sequence is a natural generalization of the Markov sequence
based on conditioning. There are several classes of CM sequences (including the class of …
based on conditioning. There are several classes of CM sequences (including the class of …
Multidimensional rational covariance extension with applications to spectral estimation and image compression
The rational covariance extension problem (RCEP) is an important problem in systems and
control occurring in such diverse fields as control, estimation, system identification, and …
control occurring in such diverse fields as control, estimation, system identification, and …
Destination-directed trajectory modeling and prediction using conditionally Markov sequences
In some problems there is information about the destination of a moving object. An example
is an airliner flying from an origin to a destination. Such problems have three main …
is an airliner flying from an origin to a destination. Such problems have three main …
Robust identification of “sparse plus low-rank” graphical models: An optimization approach
V Ciccone, A Ferrante, M Zorzi - 2018 IEEE Conference on …, 2018 - ieeexplore.ieee.org
Motivated by graphical models, we consider the “Sparse Plus Low-rank” decomposition of a
positive definite concentration matrix-the inverse of the covariance matrix. This is a classical …
positive definite concentration matrix-the inverse of the covariance matrix. This is a classical …
The circulant rational covariance extension problem: The complete solution
AG Lindquist, G Picci - IEEE Transactions on Automatic Control, 2013 - ieeexplore.ieee.org
The rational covariance extension problem to determine a rational spectral density given a
finite number of covariance lags can be seen as a matrix completion problem to construct an …
finite number of covariance lags can be seen as a matrix completion problem to construct an …
Gaussian reciprocal sequences from the viewpoint of conditionally Markov sequences
The conditionally Markov (CM) sequence contains several classes, including the reciprocal
sequence. Reciprocal sequences have been widely used in many areas of engineering …
sequence. Reciprocal sequences have been widely used in many areas of engineering …
Multidimensional rational covariance extension with approximate covariance matching
In our companion paper [A. Ringh, J. Karlsson, and A. Lindquist, SIAM J. Control Optim., 54
(2016), pp. 1950--1982] we discussed the multidimensional rational covariance extension …
(2016), pp. 1950--1982] we discussed the multidimensional rational covariance extension …
Nearest-neighbour modelling of reciprocal chains
F Carravetta - Stochastics: An International Journal of Probability …, 2008 - Taylor & Francis
This paper focuses on the class of finite-state, discrete-index, reciprocal processes
(reciprocal chains). Such a class of processes seems to be a suitable setup in many …
(reciprocal chains). Such a class of processes seems to be a suitable setup in many …