New York: Springer, 2008. - 372 p.
Coefficients of Variations in Analysis of Macro-policy Effects: An Example of Two-Parameter Poisson-Dirichlet Distributions
How Many Experiments Are Needed to Adapt?
A Mutual Information Based Distance for Multivariate Gaussian Processes
Differential Forms and Dynamical Systems
An Algebraic Framework for Bayes Nets of Time Series
A Birds Eye View on System Identification
Further Results on the Byrnes-Georgiou-Lindquist Generalized Moment Problem
Factor Analysis and Alternating Minimization
Tensored Polynomial Models
Distances Between Time-Series and Their Autocorrelation Statistics
Global Identifiability of Complex Models, Constructed from Simple Submodels
Identification of Hidden Markov Models - Uniform LLN-s
Identifiability and Informative Experiments in Open and Closed-Loop Identification
On Interpolation and the Kimura-Georgiou Parametrization
The Control of Error in Numerical Methods
Contour Reconstruction and Matching Using Recursive Smoothing Splines
Role of LQ Decomposition in Subspace Identification Methods
Canonical Operators on Graphs
Prediction-Error Approximation by Convex Optimization
Patchy Solutions of Hamilton-Jacobi-Bellman Partial Differential Equations
A Geometric Assignment Problem for Robotic Networks
On the Distance Between Non-stationary Time Series
Stochastic Realization for Stochastic Control with Partial Observations
Experiences from Subspace System Identification - Comments from Process Industry Users and Researchers
Recursive Computation of the MPUM
New Development of Digital Signal Processing Via Sampled-Data Control Theory