In this article, we consider a robust state-space filtering problem in the case that the
transition probability density is unknown and possibly degenerate. The resulting robust filter …

We use information from higher order moments to achieve identification of non-Gaussian
structural vector autoregressive moving average (SVARMA) models, possibly …

In the 1960s, Schroeder and Logan introduced delay line-based allpass filters, which are
still popular due to their computational efficiency and versatile applicability in artificial …

This article focuses on the parametrisation, identifiability, and (quasi-) maximum likelihood
(QML) estimation of possibly non-invertible structural vector autoregressive moving average …

This paper studies the stability of the feedback interconnection of discrete-time negative
imaginary (D-NI) systems through integral quadratic constraints (IQCs). Applying the latest …

This article deals with parameterisation, identifiability, and maximum likelihood (ML)
estimation of possibly non-invertible structural vector autoregressive moving average …

Statistical identification of possibly non-fundamental SVARMA models requires structural
errors:(i) to be an iid process,(ii) to be mutually independent across components, and (iii) …

Recent results have shown that, for continuous-time systems obtained by cascading an
asymptotically stable system with an inner system, the first n Hankel singular values are …

In this article, we analyze the high-frequency condition that discriminates strictly positive real
systems from weakly strictly positive real ones. Different versions of this condition have been …

Abstract We consider Homogeneous Algebraic Riccati Equations in the general situation
when the matrix of the dynamics can be mixed. We show that in this case the equation may …