Kalman filtering with random coefficients and contractions

Contractions of angles in symmetric cones

Publications of the Research Institute for Mathematical Sciences

Asymptotic theory for multivariate GARCH processes

Journal of Multivariate Analysis

The Symplectic Semigroup and Riccati Differential Equations

Journal of Dynamical and Control Systems

Interactions between Symmetric Cone and Information Geometries: Bruhat-Tits and Siegel Spaces Models for High Resolution Autoregressive Doppler Imagery

Emerging Trends in Visual Computing

Kalman filtering with faded measurements

Automatica (Journal of IFAC)

On the performance of Kalman filtering with intermittent observations: a geometric approach with fractals

ACC'09 Proceedings of the 2009 conference on American Control Conference

Mean square stability for Kalman filtering with Markovian packet losses

Automatica (Journal of IFAC)

Stochastic Comparison, Boundedness, Weak Convergence, and Ergodicity of a Random Riccati Equation with Markovian Binary Switching

SIAM Journal on Control and Optimization

Review: Divergence measures for statistical data processing-An annotated bibliography

Signal Processing