On approximation of stable linear dynamical systems using Laguerre and Kautz functions

Selection of generalized orthonormal bases for second-order Volterra filters

Signal Processing

Brief paper: Choice of free parameters in expansions of discrete-time Volterra models using Kautz functions

Automatica (Journal of IFAC)

Fast communication: Efficient Gram-matrix computation for irrational resonant systems using Kautz models

Signal Processing

Brief paper: Frequency-domain identification: An algorithm based on an adaptive rational orthogonal system

Automatica (Journal of IFAC)

Squared and absolute errors in optimal approximation of nonlinear systems

Automatica (Journal of IFAC)

Brief Constrained robust predictive controller for uncertain processes modeled by orthonormal series functions

Automatica (Journal of IFAC)

Extended Ho-Kalman algorithm for systems represented in generalized orthonormal bases

Automatica (Journal of IFAC)

Worst-case conditional system identification in a general class of norms

Automatica (Journal of IFAC)

Brief Synthesis of complete rational orthonormal bases with prescribed asymptotic order

Automatica (Journal of IFAC)

Minimal partial realization from generalized orthonormal basis function expansions

Automatica (Journal of IFAC)

Brief Optimal expansions of discrete-time Volterra models using Laguerre functions

Automatica (Journal of IFAC)

A Finite-Dimensional Approximation for Pricing Moving Average Options

SIAM Journal on Financial Mathematics