Anders Lindquist - Selected Publications#
Works that have been responsible for the international recognition:
Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification (with G. Picci), Springer Berlin Heidelberg, 2015. Chinese translation, Shanghai Scientific & Technical Publishers, 2018. This monograph (of almost 800 pages) is the culmination of work of more than 40 years in stochastic realization theory. The geometric theory collected in this monograph has been instrumental in providing a deeper understanding of subspace identification, smoothing and various estimation algorithms.
On feedback control of linear stochastic systems, SIAM J. Control 11 (May 1973), 323-343. This paper is still after 45 years a standard reference for experts in stochastic control who appreciate the subtleness of nonlinear feedback in stochastic systems.
A new algorithm for optimal filtering of discrete-time stationary processes, SIAM J. Control 12 (November 1974), 736-746. This is a pioneering paper on fast algorithm for Kalman filtering that reduced the computational complexity from order n-squared to order n. Several very prominent researchers followed up on this work, and the ideas also provided further insight into subtle theoretical issues.
On the partial realization problem (with W.B. Gragg), Linear Algebra and Applications 50 (1983), 277-319. This is a seminal paper in (deterministic) partial theory that has been influential in systems and control but also in numerical linear algebra.
A complete parameterization of all positive rational extensions of a covariance sequence (with C. I. Byrnes, S. V. Gusev and A. S. Matveev), IEEE Trans. Automatic Control AC-40 (1995), 1841-1857. This paper resolved a long-standing conjecture on low degree models that match estimated sample statistics.
A generalized entropy criterion for Nevanlinna-Pick interpolation: A convex optimization approach to certain problems in systems and control (with C. I. Byrnes and T. T. Georgiou) , IEEE Transaction on Automatic Control, AC-46 (2001), 822-839. This paper received the George S. Axelby Outstanding Paper Award of the IEEE Control Systems Society (CSS) for the year 2003. This publication had a catalyzing effect and led to a convex optimization approach for modeling and a unified view to a number of problems in robust control, system identification, and impedance matching.
A new approach to spectral estimation: A tunable high-resolution spectral estimator (with C. I. Byrnes and T. T. Georgiou), IEEE Trans. Signal Processing SP-49 (2000), 3189-3205. This paper provides a novel framework for spectral estimation and the development of tunable algorithms that are refereed by the acronym THREE (tunable high resolution estimators).
Kullback-Leibler approximation of spectral density functions (with T. T. Georgiou), IEEE Trans. Information Theory 49 (Nov. 2003), 2910-2917. A seminal paper about devising models of bounded complexity based on data, be it raw observation records or estimated sample statistics.
Generalized interpolation in H-infinity with a complexity constraint (with C. I. Byrnes, T.T. Georgiou and A. Megretski), Trans. American Mathematical Society 358 (2006), no. 3, pp. 965-987. This paper provides an operator theory framework for generalized interpolation problems. The solutions are expressed as fractions of elements in co-invariant subspaces of the shift operator. The paper has been important in dealing with many applied problems.
Multidimensional rational covariance extension with applications to spectral estimation and image compression} (with A. Ringh and J. Karlsson), SIAM J. Control and Optimization 54(4) (2016), 1950-1982. This paper extends the theory of rational covariance extension to multidimensional problems such as image processing.
